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While the UST cash curve has flattened,....>

US SWAPS: While the UST cash curve has flattened, there has been a 1bp widening
of swap spreads at the front end (2Y) of the US curve as well, so the swap curve
is flattening faster than the cash. After the Eurozone PMI data, the 2-10Y swap
curve flattened to its lowest spread since 2006 at 26.7bp.

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