Free Trial

Month-End Bounce In Rates

US EURODLR FUTURES CLOSE

Both Treasury and Eurodollar futures continued to inch higher after Friday's close on decent month end duration buying, Whites through Reds paring modest losses. Lead quarterly EDH1 steady/bid after 3M LIBOR set -0.00212 to 0.18838% (+0.01313/wk).

  • Mar 21 steady at 99.823
  • Jun 21 steady at 99.835
  • Sep 21 +0.005 at 99.820
  • Dec 21 steady at 99.775
  • Red Pack (Mar 22-Dec 22) +0.005 to +0.020
  • Green Pack (Mar 23-Dec 23) +0.010 to +0.020
  • Blue Pack (Mar 24-Dec 24) +0.010 to +0.015
  • Gold Pack (Mar 25-Dec 25) +0.025 to +0.040

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.