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Strong Bullish Reversal


Sell-Off Exposes Key Support

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Greens Outperform


Trading steady to mixed, weaker short end underperforms better levels in Greens. Lead quarterly EDH1 trades weaker all session after 3M LIBOR bounced +0.00688 to 0.18413% (-0.00125/wk) after nearly tapping Record Low of 0.17525% (2/19/21) on Tuesday. Current levels:

  • Mar 21 -0.005 at 99.815
  • Jun 21 -0.005 at 99.835
  • Sep 21 -0.005 at 99.815
  • Dec 21 -0.005 at 99.760
  • Red Pack (Mar 22-Dec 22) steady to +0.025
  • Green Pack (Mar 23-Dec 23) +0.030 to +0.045
  • Blue Pack (Mar 24-Dec 24) +0.025 to +0.035
  • Gold Pack (Mar 25-Dec 25) +0.015 to +0.025
MNI Chicago Bureau | +1 312-431-0089 |
MNI Chicago Bureau | +1 312-431-0089 |

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