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Holding near lows in Whites,.....>

US EURODLR FUTURES: Holding near lows in Whites, little react in lead quarterly
after 3M LIBOR set +0.0794 to 1.1951% (+0.3519/wk); levels well bid out the
strip. Current White pack (Jun'20-Mar'21):
* Jun 20 -0.105 at 99.360
* Sep 20 -0.045 at 99.515
* Dec 20 -0.020 at 99.495
* Mar 21 -0.005 at 99.535
* Red Pack (Jun 21-Mar 22) +0.020 to +0.070
* Green Pack (Jun 22-Mar 23) +0.080 to +0.10
* Blue Pack (Jun 23-Mar 24) +0.105 to +0.115
* Gold Pack (Jun 24-Mar 25) +0.115 to +0.125
MNI Chicago Bureau | +1 312-431-0089 |
MNI Chicago Bureau | +1 312-431-0089 |

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