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US EURODLR FUTURES CLOSE

Steady to mixed in the short end, mildly weaker out the strip; lead quarterly EDZ0 back to steady since 3M LIBOR set' +0.00113 to 0.21438% (-0.00212/wk).

  • Dec 20 steady at 99.755
  • Mar 21 +0.005 at 99.790
  • Jun 21 +0.005 at 99.800
  • Sep 21 steady at 99.800
  • Red Pack (Dec 21-Sep 22) -0.005 to steady
  • Green Pack (Dec 22-Sep 23) -0.01 to -0.005
  • Blue Pack (Dec 23-Sep 24) -0.01 to -0.005
  • Gold Pack (Dec 24-Sep 25) -0.015 to -0.010

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