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*** Short end continues to.......>

US EURODLR FUTURES
US EURODLR FUTURES: *** Short end continues to grind higher, markets gradually
pricing in higher odds of additional rate cut at Oct 30 FOMC (appr 50%) and to a
lesser degree on Dec 11 (app 25%). Separately, Sep through Nov FF futures
+0.030-0.040 on heavier volume, Dec gains only +0.015). Current White pack (Dec
19-Sep 20): 
* Dec 19 +0.050 at 98.020 on heavy volume for this time of day, >270k
* Mar 20 +0.040 at 98.305
* Jun 20 +0.045 at 98.425
* Sep 20 +0.045 at 98.50
* Red Pack (Dec 20-Sep 21) +0.050
* Green Pack (Dec 21-Sep 22) +0.050 to +0.055
* Blue Pack (Dec 22-Sep 23) +0.045 to +0.050
* Gold Pack (Dec 23-Sep 24) +0.040 to +0.045

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