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Long End Leads Sale

US EURODLR FUTURES CLOSE

Steady to mixed after the bell, long end of strip at/near session lows. Whites steady w/lead quarterly EDH1 unchanged since 3M LIBOR set' +0.00012 to 0.22450% (-0.01405 net last wk).

  • Mar 21 steady at 99.820
  • Jun 21 steady at 99.825
  • Sep 21 -0.005 at 99.810
  • Dec 21 steady at 99.775
  • Red Pack (Mar 22-Dec 22) -0.005 to +0.010
  • Green Pack (Mar 23-Dec 23) -0.02 to steady
  • Blue Pack (Mar 24-Dec 24) -0.045 to -0.03
  • Gold Pack (Mar 25-Dec 25) -0.05 to -0.045

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