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US TSYS

Teeing Up A Pre-NFP Asia Session

AUSSIE 3-YEAR TECHS

(U1) Holding Onto Gains

ASIA

Coming up in the Asia-Pac session on Friday:

USDCAD TECHS

Returning Lower

US TSYS SUMMARY

Risk-On Ahead July Employment Report

Post LIBOR Settle Update

US EURODLR FUTURES

Trading progressively weaker out the strip, lead quarterly EDU0 slips after latest 3M LIBOR set' -0.0102 to 0.2511% (-0.0091 last wk). Latest levels:

  • Sep 20 -0.002 at 99.765
  • Dec 20 -0.005 at 99.710
  • Mar 21 -0.010 at 99.790
  • Jun 21 -0.005 at 99.805
  • Red Pack (Sep 21-Jun 22) -0.01 to -0.005
  • Green Pack (Sep 22-Jun 23) -0.01
  • Blue Pack (Sep 23-Jun 24) -0.015 to -0.01
  • Gold Pack (Sep 24-Jun 25) -0.03 to -0.02
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com