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OPTIONS

Larger FX Option Pipeline

USD LIBOR FIX - 18/01/2021

US

O/N 0.08663 (0)

1W 0.10050 (-0.00013)

1M 0.13088 (0.00138)

2M 0.17013 (0.00425)

3M 0.22400 (0.00062)

6M 0.23575 (-0.01238)

12M 0.31238 (-0.01025)

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