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US EURODLR FUTURES CLOSE

Mildly higher to steady at points along the strip, narrow ranges on modest volumes. Lead quarterly holds steady since 3M LIBOR set' -0.00675 to 0.23013% (+0.00600/wk). Latest lvls:

  • Dec 20 steady at 99.755
  • Mar 21 +0.005 at 99.795
  • Jun 21 +0.005 at 99.805
  • Sep 21 +0.005 at 99.805
  • Red Pack (Dec 21-Sep 22) +/-0.005
  • Green Pack (Dec 22-Sep 23) steady to +0.005
  • Blue Pack (Dec 23-Sep 24) steady to +0.005
  • Gold Pack (Dec 24-Sep 25) steady to +0.005

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