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3M LIBOR Falls To New Record Low

US EURODLR FUTURES CLOSE

Whites through Reds held steady to marginally mixed all day, Greens-Golds holding mildly higher on narrow range. Lead quarterly EDH1 steady even as 3M LIBOR -0.00638 to 0.19550% (-0.01337 net last wk) ** 3M New record Low vs. 0.20188% on 1/29/21. Current levels:

  • Mar 21 steady at 99.840
  • Jun 21 +0.005 at 99.850
  • Sep 21 steady at 99.835
  • Dec 21 -0.005 at 99.795
  • Red Pack (Mar 22-Dec 22) -0.005 to +0.010
  • Green Pack (Mar 23-Dec 23) +0.015 to +0.020
  • Blue Pack (Mar 24-Dec 24) +0.020
  • Gold Pack (Mar 25-Dec 25) +0.020 to +0.025

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