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FED

Atlanta Fed 3Q GDP Est 6.1%

US TSY OPTIONS

10Y Put Scale Buyer Continues

FED

New York Fed Staff Nowcast

EUROZONE ISSUANCE

EGB Supply for W/C Aug 2

*** Latest settles, * O/N +0.0035...>

US DOLLAR LIBOR
US DOLLAR LIBOR: *** Latest settles,
* O/N +0.0035 to 1.9209% (+0.0058 wk)
* 1 Month +0.0036 to 2.2158% (+0.0511 wk)
* 3 Month +0.0062 to 2.3726% (+0.0355 wk)
* 6 Month +0.0071 to 2.5920% (+0.0232 wk)
* 1 Year +0.0117 to 2.9083% (+0.0281 wk)