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SWITZERLAND

CHF LIBOR FIX - 04-03-2021

EUROZONE

EUR LIBOR FIX - 04-03-2021

JAPAN

JPY LIBOR FIX - 04-03-2021

US 10YR FUTURE TECHS

‌‌(M1)‌‌ Bearish Risk Remains Present

UK

GBP LIBOR FIX - 04-03-2021

Rate selling leg of Mon's......>

US TSY FUTURES CLOSE
US TSY FUTURES CLOSE: Rate selling leg of Mon's risk-off tone evaporates late
(block buy in WNZ adding impetus to rebound), volumes accelerated late w/TYZ
just over 1M. Meanwhile, equities hold near highs (ESZ9 +16.0), gold sharply
lower but off lows (-22.70). Yld curves mostly steeper w/exception on 3M10Y
flattening. Update: 
* 3M10Y  -3.161, -14.933 (L: -16.805 / H: -9.33)
* 2Y10Y  +0.119, 4.947 (L: 4.158 / H: 6.476)
* 2Y30Y  +0.075, 49.583 (L: 48.872 / H: 52.179)
* 5Y30Y  +0.233, 56.737 (L: 56.107 / H: 58.857)
Current futures levels:
* Dec 2-Yr futures down 0.5/32  at 107-24 (L: 107-21.625 / H: 107-24.37)
* Dec 5-Yr futures down 1.75/32  at 119-4.5 (L: 118-31.25 / H: 119-05.75)
* Dec 10-Yr futures down 3/32  at 130-9.5 (L: 130-01 / H: 130-12.5)
* Dec 30-Yr futures down 1/32  at 162-10 (L: 161-17 / H: 162-14)
* Dec Ultra futures up 3/32  at 191-30 (L: 190-12 / H: 192-02)
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com