Since 5pm "Going Out" Marks....

FN30________________________________

FN 4.0 -------->>>> -0-01   to 100-07  from 100-08

FN 4.5 -------->>>> +0-00  to 102-00  from 102-00

FN 5.0 -------->>>> -0-02   to 102-30  from 103-00

FN 5.5 -------->>>> -0-01   to 103-22  from 103-23

FN 6.0 -------->>>> +0-00  to 104-26  from 104-26

GN30________________________________ 

GN 4.0 -------->>>> +0-00  to 100-09 from 100-09

GN 4.5 -------->>>> -0-01   to 102-03   from 102-04

GN 5.0 -------->>>> +0-00  to 103-25   from 103-24

GN 5.5 -------->>>> +0-00  to 104-05 from 104-05

GN 6.0 -------->>>> +0-00   to 104-23  from 104-23

UST10YR: 3.094%

2s/10s: 223.73 bps

EFFECTIVE FED FUNDS:  +0.00  to  0.16  from 0.16

LIBOR FIXINGS

O/N LIBOR:  +0.0050  to  0.2225   from 0.2225

1 MONTH:   -0.0069  to  0.3281  from 0.3350

3 MONTH:   -0.0288   to  0.8256   from 0.8544

6 MONTH:   -0.0250   to  1.3563   from 1.3787

1 YEAR:      -0.0300   to  1.6563   from 1.6862