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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

Reds-Greens Outperform

US EURODLR FUTURES CLOSE

Futures trade steady/mixed after the bell, Reds-Greens outperforming on heavy volume. Sector reversed early losses surged higher after Fed Board of Govs annnc'd extension to key US$ LIBOR benchmarks from December 31, 2021 to June 2023. Red Mar'22 lead volumes w/ over 585k.

  • Dec 20 -0.005 at 99.745
  • Mar 21 -0.005 at 99.785
  • Jun 21 +0.005 at 99.80
  • Sep 21 steady at 99.790
  • Red Pack (Dec 21-Sep 22) steady to +0.050
  • Green Pack (Dec 22-Sep 23) +0.010 to +0.050
  • Blue Pack (Dec 23-Sep 24) steady to +0.010
  • Gold Pack (Dec 24-Sep 25) -0.01 to steady
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com