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Knee-Jerk Rise In Fronts Post-LIBOR

US EURODLR FUTURES

A fall in the 3M $Libor fix (-0.00862, to 0.22438) sends front EDs up half a tick, but settles back down. Obviously thin trading today on the Thanksgiving holiday.

Current White pack (Dec 20-Sep 21):

  • Dec 20 +0.003 at 99.750
  • Mar 21 +0.005 at 99.790
  • Jun 21 +0.005 at 99.795
  • Sep 21 steady at 99.785
  • Red Pack (Dec 21-Sep 22) +0.005 to +0.005
  • Green Pack (Dec 22-Sep 23) steady to +0.005
  • Blue Pack (Dec 23-Sep 24) +0.005 to +0.010
  • Gold Pack (Dec 24-Sep 25) +0.015 to +0.020

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