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Broadly Weaker in Reaction to FOMC

US EURODLR FUTURES CLOSE

Broadly weaker across the strip but off session lows as Fed chair conference somewhat cooled the initial hawkish react to FOMC annc. Greens-Blues underperformed:

  • Sep 21 -0.015 at 99.855
  • Dec 21 -0.015 at 99.800
  • Mar 22 -0.015 at 99.815
  • Jun 22 -0.030 at 99.760
  • Red Pack (Sep 22-Jun 23) -0.08 to -0.03
  • Green Pack (Sep 23-Jun 24) -0.14 to -0.10
  • Blue Pack (Sep 24-Jun 25) -0.145 to -0.14
  • Gold Pack (Sep 25-Jun 26) -0.13 to -0.095

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