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Limited Impact From European Headlines

US EURODLR FUTURES

A fairly quiet session in the space, with few headline/data drivers, and seemingly in a holding pattern ahead of next week's FOMC. European intrigue (no deal Brexit risks, ECB decision Thursday) moved the needle for UK and Eurozone rates in the session, but not so across the Atlantic.

Current White pack (Sep 20-Jun 21):

  • Sep 20 steady at 99.755
  • Dec 20 steady at 99.70
  • Mar 21 +0.005 at 99.795
  • Jun 21 steady at 99.805
  • Red Pack (Sep 21-Jun 22) +0.005 to +0.010
  • Green Pack (Sep 22-Jun 23) +0.005 to +0.005
  • Blue Pack (Sep 23-Jun 24) steady to +0.005
  • Gold Pack (Sep 24-Jun 25) --0.005 to steady

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