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US TSY FLOWS

US 5s/30s makes another multi months low

US EURODLR FUTURES

Post-LIBOR Settle Update

SWITZERLAND

CHF LIBOR FIX - 02-12-2021

EUROZONE

EUR LIBOR FIX - 02-12-2021

JAPAN

JPY LIBOR FIX - 02-12-2021

Post-LIBOR Settle Update

US EURODLR FUTURES
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Lead quarterly EDZ1 holding steady after latest 3M LIBOR set' +0.00787 to 0.13150% (+0.00250 total last wk), levels trading weaker out the strip, carry-over heavy selling in Reds:

  • Dec 21 steady at 99.815
  • Mar 22 -0.010 at 99.785
  • Jun 22 -0.020 at 99.660
  • Sep 22 -0.045 at 99.470
  • Red Pack (Dec 22-Sep 23) -0.09 to -0.065
  • Green Pack (Dec 23-Sep 24) -0.085 to -0.07
  • Blue Pack (Dec 24-Sep 25) -0.065 to -0.055
  • Gold Pack (Dec 25-Sep 26) -0.05 to -0.04