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Long-End Holds Bid

US EURODLR FUTURES CLOSE

Moderately higher across the strip, near session highs with Golds outperforming all session; lead quarterly EDZ0 holding steady since 3M LIBOR set' +0.00575 to 0.22225% (-0.00188 last wk).

  • Dec 20 steady at 99.755
  • Mar 21 +0.005 at 99.790
  • Jun 21 steady at 99.795
  • Sep 21 steady at 99.800
  • Red Pack (Dec 21-Sep 22) +0.005 to +0.010
  • Green Pack (Dec 22-Sep 23) +0.015 to +0.030
  • Blue Pack (Dec 23-Sep 24) +0.035 to +0.045
  • Gold Pack (Dec 24-Sep 25) +0.045 to +0.055

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