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Long End Weaker

US EURODLR FUTURES CLOSE

Steady to mixed after the bell, long end of strip weaker, near lows. Short end mildly higher, lead quarterly steady since 3M LIBOR gained +0.00875 to 0.23388% (+0.01600/wk). Latest lvls:

  • Dec 20 steady at 99.750
  • Mar 21 steady at 99.80
  • Jun 21 +0.005 at 99.810
  • Sep 21 +0.010 at 99.810
  • Red Pack (Dec 21-Sep 22) +0.010 to -0.005
  • Green Pack (Dec 22-Sep 23) -0.020 to -0.005
  • Blue Pack (Dec 23-Sep 24) -0.030 to -0.020
  • Gold Pack (Dec 24-Sep 25) -0.045 to -0.040

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