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Reporting on key macro data at the time of release.
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Levels mildly weaker across the strip, lead quarterly EDU0 holding narrow range since 3M LIBOR set' -0.0061 to 0.2500% (-0.0203/wk).
- Sep 20 -0.002 at 99.772
- Dec 20 steady at 99.725
- Mar 21 steady at 99.80
- Jun 21 -0.005 at 99.810
- Red Pack (Sep 21-Jun 22) -0.01 to -0.005
- Green Pack (Sep 22-Jun 23) -0.01
- Blue Pack (Sep 23-Jun 24) -0.015 to -0.01
- Gold Pack (Sep 24-Jun 25) -0.01 to -0.005