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Mostly weaker, risk-off unwind...>

US EURODLR FUTURES
US EURODLR FUTURES: Mostly weaker, risk-off unwind w/equities bouncing off lows
(S&P worst sell-off since 1987 Thu; emini currently +126.0). Lead quarterly
under a lot of pressure (pricing out chances of another intermeeting move AHEAD
of next week's FOMC, 75bps still priced in w/100bp cut appr 66%). Waiting on
LIBOR sets in 35 minutes. Current White pack (Mar'20-Dec'20):
* Mar 20 -0.082 at 99.145
* Jun 20 -0.065 at 99.470
* Sep 20 -0.020 at 99.590
* Dec 20 -0.020 at 99.575
* Red Pack (Mar 21-Dec 21) -0.025 to -0.02
* Green Pack (Mar 22-Dec 22) -0.02 to -0.015
* Blue Pack (Mar 23-Dec 23) -0.01 to steady
* Gold Pack (Mar 24-Dec 24) +0.005 to +0.010

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