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Lead Quarterly Steady After 3M Set' New All-Tim Low

US EURODLR FUTURES CLOSE

Futures holding steady inthe short end to modestly higher out the strip. Lead quarterly EDZ0 steady since 3M LIBOR set -0.00775 to 0.20488% (-0.01712/wk) -- new all time low (prior 0.20500% on 11/9/20). Current levels:

  • Dec 20 steady at 99.753
  • Mar 21 steady at 99.785
  • Jun 21 steady at 99.790
  • Sep 21 +0.005 at 99.790
  • Red Pack (Dec 21-Sep 22) steady to +0.005
  • Green Pack (Dec 22-Sep 23) +0.005 to +0.010
  • Blue Pack (Dec 23-Sep 24) +0.005 to +0.015
  • Gold Pack (Dec 24-Sep 25) +0.015 to +0.020

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