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Another New 3M LIBOR Low

US EURODLR FUTURES

Lead quarterly EDU1 still holding steady after 3M LIBOR settles to new all-time low: -0.00213 to 0.11550% (-0.00438/wk). Levels steady to mixed out the strip:

  • Sep 21 steady at 99.880
  • Dec 21 -0.005 at 99.820
  • Mar 22 steady at 99.855
  • Jun 22 steady at 99.815
  • Red Pack (Sep 22-Jun 23) steady to +0.005
  • Green Pack (Sep 23-Jun 24) steady to +0.005
  • Blue Pack (Sep 24-Jun 25) -0.01 to -0.005
  • Gold Pack (Sep 25-Jun 26) -0.01 to -0.005

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