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Front EDs Edge Lower On LIBOR Fix

US EURODLR FUTURES

3M LIBOR fixing comes out a little higher - 0.22875% (+0.0095). Desk reports EDF1 sold down from 99.81 to 99.805 in 10k post-fix.

Current White pack (Mar 21-Dec 21):

  • Mar 21 -0.010 at 99.820
  • Jun 21 -0.010 at 99.825
  • Sep 21 -0.005 at 99.825
  • Dec 21 steady at 99.785
  • Red Pack (Mar 22-Dec 22) -0.01 to steady
  • Green Pack (Mar 23-Dec 23) -0.005 to steady
  • Blue Pack (Mar 24-Dec 24) -0.01 to steady
  • Gold Pack (Mar 25-Dec 25) -0.01

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