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Modestly bid across the strip,...>

                                            US EURODLR FUTURES: Modestly bid across the strip, lead quarterly slips to low
                                            end narrow range even after 3M LIBOR set -0.0068 to 1.7941% (-0.0250/wk).
                                            Current White pack (Mar'20-Dec'20):
                                            * Mar 20 +0.005 at 98.270
                                            * Jun 20 +0.010 at 98.355
                                            * Sep 20 +0.010 at 98.440
                                            * Dec 20 +0.010 at 98.460
                                            * Red Pack (Mar 21-Dec 21) +0.010 to +0.015
                                            * Green Pack (Mar 22-Dec 22) +0.015 to +0.020
                                            * Blue Pack (Mar 23-Dec 23) +0.015 to +0.020
                                            * Gold Pack (Mar 24-Dec 24) +0.020

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