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CHINA RATES

China Repo Rates Diverge on Tuesday

NZD

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Higher across the strip,.........>

US EURODLR FUTURES
US EURODLR FUTURES: Higher across the strip, largely recovering from Tue's sale,
no react in lead quarterly to latest 3m LIBOR set:m +0.0011 to 2.0032%
(+0.0023/wk). Current White pack (Dec 19-Sep 20): 
* Dec 19 +0.010 at 98.105
* Mar 20 +0.025 at 98.320
* Jun 20 +0.035 at 98.415
* Sep 20 +0.045 at 98.485
* Red Pack (Dec 20-Sep 21) +0.045 to +0.055
* Green Pack (Dec 21-Sep 22) +0.050 to +0.055
* Blue Pack (Dec 22-Sep 23) +0.050
* Gold Pack (Dec 23-Sep 24) +0.045 to +0.050

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