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AUSSIE 10-YEAR TECHS

(Z1) Off Lows, But Remains Weak

USDCAD TECHS

Still Vulnerable

AUDUSD TECHS

Bullish Price Sequence

*** More opinions on Thursday's......>

US TSY FUTURES
US TSY FUTURES: *** More opinions on Thursday's drop in 3M LIBOR settle (-0.0406
to 2.6970%, -0.0356/wk), one of the sharpest down-moves in approximately a
decade. Bank of America strategists suggest move is related to Basel III
Liquidity Coverage Ratio (LCR) requirements for banks to extend terms past
30-days on commercial paper and certificates of deposit to avoid outflow
surcharge.
- The drop BoA said, was "likely related to LCR LIBOR waterfall dynamics, as
banks roll funding into a window that will support their Q1 LCR ratios."
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com