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US TSY FLOWS

US 5s/30s makes another multi months low

US EURODLR FUTURES

Post-LIBOR Settle Update

SWITZERLAND

CHF LIBOR FIX - 02-12-2021

EUROZONE

EUR LIBOR FIX - 02-12-2021

JAPAN

JPY LIBOR FIX - 02-12-2021

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US MBA: REFIS -2% SA; PURCH INDEX +4% SA THRU OCT 22 WK

US MBA: UNADJ PURCHASE INDEX -9% VS YEAR-EARLIER LEVEL

US MBA: 30-YR CONFORMING MORTGAGE RATE 3.30% VS 3.23% PREV