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Mildly Weaker In Short End

US EURODLR FUTURES CLOSE

Whites-Reds underperform, steady to weaker out the strip, lead quarterly EDU0 off early lows after 3M LIBOR set' +0.0049 to 0.2559% (+0.0059/wk). Update:

  • Sep 20 -0.002 at 99.770
  • Dec 20 -0.010 at 99.715
  • Mar 21 -0.010 at 99.785
  • Jun 21 -0.010 at 99.795
  • Red Pack (Sep 21-Jun 22) -0.015 to -0.005
  • Green Pack (Sep 22-Jun 23) -0.005 to steady
  • Blue Pack (Sep 23-Jun 24) -0.005 to steady
  • Gold Pack (Sep 24-Jun 25) steady

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