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SWITZERLAND

CHF LIBOR FIX - 16-09-2021

EUROZONE

EUR LIBOR FIX - 16-09-2021

US EURODLR FUTURES

Post-LIBOR Settle Update

JAPAN

JPY LIBOR FIX - 16-09-2021

UK

GBP LIBOR FIX - 16-09-2021

US

USD LIBOR FIX - 16-09-2021

EURIBOR
EURIBOR: Futures market lower, curve modestly steeper as blue contracts
underperform white/red contracts. Current levels, White pack (Jun18-Mar19):
* Jun 18 -0.005 at 100.315
* Sep 18 -0.01 at 100.29
* Dec 18 -0.005 at 100.275
* Mar 19 -0.01 at 100.255
* Reds (Jun 19-Mar 20) -0.01 to -0.005
* Greens (Jun 20-Mar 21) -0.015 to -0.01
* Blues (Jun 21-Mar 22) -0.02 to -0.015