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Much Where They Started

US EURODLR FUTURES CLOSE

Futures holding narrow range on net, steady in the short end to mildly higher in the latter half of the strip. Heavy Block action again: 10,000 2Y bundles (EDH1-EDZ2) adds to 12.5k Thursday as well as 7.5k Whites, ongoing chatter -- may be related to talk ICE will annc end of LIBOR/transition date early next week. Lead quarterly EDH1 steady even as 3M LIBOR inches lower: -0.00250 to 0.21525% (-0.00813/wk).

  • Mar 21 steady at 99.815
  • Jun 21 +0.005 at 99.830
  • Sep 21 +0.010 at 99.825
  • Dec 21 steady00 at 99.785
  • Red Pack (Mar 22-Dec 22) steady to +0.005
  • Green Pack (Mar 23-Dec 23) +0.005 to +0.015
  • Blue Pack (Mar 24-Dec 24) +0.005 to +0.010
  • Gold Pack (Mar 25-Dec 25) steady to +0.010

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