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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