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New 3M LIBOR Low Anchors Short End

US EURODLR FUTURES CLOSE

Futures mostly steady in Whites-Reds, weaker out the strip. Lead quarterly back to unchanged after trading firmer as 3M LIBOR set' new record low: -0.00175 to 0.19088% (-0.01100/wk) ** vs. 3M New record Low on 2/02/21: 0.19225%. Currently

  • Mar 21 +0.000 at 99.835
  • Jun 21 +0.005 at 99.845
  • Sep 21 +0.005 at 99.830
  • Dec 21 steady at 99.790
  • Red Pack (Mar 22-Dec 22) steady
  • Green Pack (Mar 23-Dec 23) -0.01 to -0.005
  • Blue Pack (Mar 24-Dec 24) -0.015 to -0.005
  • Gold Pack (Mar 25-Dec 25) -0.03 to -0.015

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