Free Trial

Lead Quarterly Bid Despite 3M LIBOR Bounce

US EURODLR FUTURES CLOSE

Mostly weaker, mixed in the short end to modestly weaker out the strip, Blues-Golds near lows. Lead quarterly EDZ0 holds bid despite 3M LIBOR bounce +0.00162 off last Fri's all-time low of 0.20488% to 0.20650% (-0.01712/wk).

  • Dec 20 +0.005 at 99.758
  • Mar 21 steady at 99.785
  • Jun 21 -0.005 at 99.790
  • Sep 21 -0.005 at 99.785
  • Red Pack (Dec 21-Sep 22) -0.005 to +0.005
  • Green Pack (Dec 22-Sep 23) -0.01 to -0.005
  • Blue Pack (Dec 23-Sep 24) -0.015 to -0.01
  • Gold Pack (Dec 24-Sep 25) -0.03 to -0.02

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.