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Moderately Weaker Across Strip

US EURODLR FUTURES CLOSE

Futures on late session lows, decent volumes in short end, new lead quarterly EDZ0 leads w/135k (EDU0 expires 99.76275 after latest 3M LIBOR set' -0.01313 to 0.23727%, +0.0024 last wk). Latest lvls:

  • Dec 20 -0.005 at 99.705
  • Mar 21 -0.010 at 99.795
  • Jun 21 -0.010 at 99.815
  • Sep 21 -0.015 at 99.810
  • Red Pack (Dec 21-Sep 22) -0.015 to -0.020
  • Green Pack (Dec 22-Sep 23) -0.015 to -0.010
  • Blue Pack (Dec 23-Sep 24) -0.015 to -0.010
  • Gold Pack (Dec 24-Sep 25) -0.010 to -0.005

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