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Lead Quarterly Outperforms

US EURODLR FUTURES CLOSE

Mildly weaker across the strip with the exception of the lead quarterly EDZ0 -- mildly bid all day since 3M LIBOR set' -0.00200 to 0.22538% (-0.02495/wk). Latest lvls:

  • Dec 20 +0.010 at 99.740
  • Mar 21 -0.005 at 99.795
  • Jun 21 -0.010 at 99.805
  • Sep 21 -0.010 at 99.80
  • Red Pack (Dec 21-Sep 22) -0.01 to -0.005
  • Green Pack (Dec 22-Sep 23) -0.01
  • Blue Pack (Dec 23-Sep 24) -0.01 to -0.005
  • Gold Pack (Dec 24-Sep 25) -0.015 to -0.01

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