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New 3M LIBOR Low Again, Post-Settle Update

US EURODLR FUTURES

After posting decent gain Thu, lead quarterly EDM1 holding steady after 3M LIBOR falls to new all-time low of 0.14700% (-0.00313 and -0.00813 for week). Levels running mostly steady out the strip:

  • Jun 21 steady at 99.855
  • Sep 21 -0.005 at 99.845
  • Dec 21 steady at 99.80
  • Mar 22 +0.005 at 99.820
  • Red Pack (Jun 22-Mar 23) steady
  • Green Pack (Jun 23-Mar 24) steady
  • Blue Pack (Jun 24-Mar 25) steady to +0.005
  • Gold Pack (Jun 25-Mar 26) steady

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