A fairly quiet session for.......>

US EURODLR FUTURES: A fairly quiet session for EDs, with moves post-LIBOR fixing

the only event of note. Most interesting trade on the day was large liquidation

of upside call spread (EDM0 99.75/99.87 at 0.5 in 73k) following 3M fixing that

was higher for the second consecutive day, and which send EDM0 lower a few

ticks, where it has largely remained (rest of strip steady/up 1 or 2 ticks).

White pack (Jun 20-Mar 21):

* Jun 20 -0.015 at 99.683

* Sep 20 -0.010 at 99.705

* Dec 20 -0.005 at 99.70

* Mar 21 -0.005 C 99.775

* Red Pack (Jun 21-Mar 22) steady to +0.010

* Green Pack (Jun 22-Mar 23) +0.010 to +0.015

* Blue Pack (Jun 23-Mar 24) +0.005 to +0.010

* Gold Pack (Jun 24-Mar 25) +0.010 to +0.015