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Higher across the strip,...>

US EURODLR FUTURES CLOSE
US EURODLR FUTURES CLOSE: Higher across the strip, near session highs with
decent/consistent bid through the second half. Short end lagging while Dec'17
futures imply lower rate hike probability into year end at 38.2% vs. 42% last
week. Current White pack (Jun'17-Mar'18):
* Sep'17 +0.000 at 98.675
* Dec'17 +0.025 at 98.575
* Mar'18 +0.040 at 98.515
* Jun'18 +0.040 at 98.460
* Red pack (Sep'18-Jun'19) +0.045-0.050
* Green pack (Sep'19-Jun'20) +0.045-0.040
* Blue pack (Sep'20-Jun'21) +0.035-0.030
* Gold pack (Sep'21-Jun'22) +0.025-0.015

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