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MEXICO

Q2 GDP Slightly Below Estimates

US 10YR FUTURE TECHS

(U1)‌‌ In A Range

US EURODLR FUTURES

New Record Low 3M LIBOR

SWITZERLAND

CHF LIBOR FIX - 30-07-2021

EUROZONE

EUR LIBOR FIX - 30-07-2021

EONIA
EONIA: The front end of the Eonia curve is marginally bull flattening in early
Tuesday morning trading compared to Monday's close with little data seen
overnight to direct markets. German ZEW survey is released at 0900GMT though
which is the main highlight today until we get Fed FOMC monetary policy decision
tomorrow. MNI forecast German ZEW current expectations index to rise to 11.8
from 10.0. MNI PINCH sees the chance of a 10bp deposit rate hike in Dec 2018 is
now 4%. MNI see 1y/1y Eonia 0.1bp lower at -24.9bp & following levels in ECB
forward dated Eonia.
- Oct-17 unchanged at -0.354%
- Dec-17 0.1bp higher at -0.350%
- Jan-18 0.1bp higher at -0.350%
- Mar-18 0.1bp higher at -0.347%
- Apr-18 unchanged at -0.350%
- Jun-18 0.2bp lower at -0.344%
- Jul-18 0.2bp lower at -0.340%
- Sep-18 0.4bp lower at -0.322%