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Mostly Weaker

US EURODLR FUTURES CLOSE

Lead quarterly (EDU0) holds steady since 3M LIBOR inched +0.0002 to 0.2490% this morning, levels steady to mildly weaker out the strip. Update

  • Sep 20 steady at 99.780
  • Dec 20 steady at 99.745
  • Mar 21 -0.005 at 99.820
  • Jun 21 -0.005 at 99.840
  • Red Pack (Sep 21-Jun 22) -0.005 to -0.005
  • Green Pack (Sep 22-Jun 23) -0.005 to steady
  • Blue Pack (Sep 23-Jun 24) -0.01 to -0.005
  • Gold Pack (Sep 24-Jun 25) -0.02 to -0.01

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