After book its largest one-day contraction since December 2008, the short-end U.S. two-year swap spread, which measures the differential between the two-year swap rate and two-year Treasury yield and is a main gauge of credit risks, was 0.75 basis points wider at 42.25 basis points. The 10-year swap spread was 1.50 basis points wider at 16.25 basis points.

I also need 120 billion. If someone could hook me up that would be great. :o)