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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

STIR
STIR: It has been a risk-on morning in G3 STIR markets but there has been little
in the way of new news. Moves have largely just been a continuation of shifting
further away from the highs seen last week.
- The Eurodollar strip has seen the biggest moves with White, Reds and Greens
generally down 4-4.5 ticks while Blues are 5-6.5 ticks lower on the day.
- The short sterling curve has bear steepened. Whites are unch to 0.5 ticks
higher, Reds are 1 tick higher to 1 tick lower, Greens are 0.5-2.5 ticks lower
while Blues are 4-5.5 ticks lower.
- The Euribor strip has seen Whites fall 0.5-1.5 ticks while Reds, Greens and
Blues are generally 2 ticks lower on the day.