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US TSY FUTURES

BLOCK, 10Y Buy

OPTIONS

Larger FX Option Pipeline

STIR

Effective Fed Funds Rate

OIL PRODUCTS

Switzerland Tapping Oil Product Reserves

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EURIBOR
EURIBOR: Futures market opens mixed, curve marginally steeper as Green and Blue
contracts underperform. Current levels, White pack (Dec17-Sep18):
* Dec 17 +0.005 at 100.33
* Mar 18 +0.005 at 100.32
* Jun 18 unch at 100.31
* Sep 18 unch at 100.295
* Reds (Dec 18-Sep 19) unch
* Greens (Dec 19-Sep 20) -0.005
* Blues (Dec 20-Sep 21) -0.01 to -0.005

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