The biggest moves in G3 STIR markets this......>

STIR: The biggest moves in G3 STIR markets this morning have been in the

Eurodollar strip. After clarification that the US was not considering limiting

investment into Chinese firms over the weekend, the Eurodollar strip shifted

lower, largely over the European open. Whites are unch to 4.5 ticks lower, Reds

4-3.5 ticks lower, Green 3.5-4 ticks lower and Blues 2.5-3.5 ticks lower versus

Friday's close.

- The short sterling strip is above Friday's settlement levels, although this is

largely due to a move seen late on Friday rather than this morning. Most of the

strip is 1-2 ticks higher.

- The Euribor strip has seen Whites and Reds move 0.5 ticks higher while Greens

and Blues are generally 0.5 to 1 tick lower.