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Heavy Short End Volume, December Expires Early Monday

US EURODLR FUTURES CLOSE

Futures traded firmer all session, short end lagging lagging higher levels out the strip -- but Whites through Reds far outpaced on volumes again, outright (over 65,000 EDZ0 +99.775 late, total EDZ0 volume near 300k) and on spd with EDZ0 expiring early Monday. Current levels:

  • Dec 20 +0.005 at 99.775
  • Mar 21 +0.005 at 99.810
  • Jun 21 +0.010 at 99.820
  • Sep 21 +0.010 at 99.810
  • Red Pack (Dec 21-Sep 22) +0.010 to +0.020
  • Green Pack (Dec 22-Sep 23) +0.020 to +0.025
  • Blue Pack (Dec 23-Sep 24) +0.025 to +0.030
  • Gold Pack (Dec 24-Sep 25) +0.035 to +0.040

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