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3M LIBOR New Record Low

US EURODLR FUTURES

Lead quarterly EDM1 holding steady after 3M LIBOR falls to new record low again: -0.00212 to 0.15988% (-0.01650/wk), levels running mildly lower out the strip.

  • Jun 21 steady at 99.830
  • Sep 21 -0.005 at 99.815
  • Dec 21 steady at 99.765
  • Mar 22 steady at 99.790
  • Red Pack (Jun 22-Mar 23) -0.01 to -0.005
  • Green Pack (Jun 23-Mar 24) -0.01 to -0.005
  • Blue Pack (Jun 24-Mar 25) -0.005
  • Gold Pack (Jun 25-Mar 26) -0.01 to -0.005

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