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Blue put fly

BOND SUMMARY

EGBs-GILTS: Gilts, BTPs Underperforming Early

USD

Quick MNI technical

USD LIBOR FIX - 09-02-2021

US

O/N 0.07988 (-0.00137)

1W 0.08538 (0.00375)

1M 0.11588 (-0.00462)

2M 0.15650 (0.00062)

3M 0.20250 (0.00712)

6M 0.20800 (0.0005)

12M 0.30563 (-0.00075)

MNI London Bureau | +44 0203-865-3808 | bruce.jeffery@marketnews.com