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New 3M LIBOR Record Low, Post-Settle Update

US EURODLR FUTURES

Lead quarterly EDM1 holds steady after 3M LIBOR settles -0.00350 to a new record low of 0.13500% (-0.01200/wk). Levels running steady to marginally mixed out the strip:

  • Jun 21 steady at 99.865
  • Sep 21 steady at 99.860
  • Dec 21 steady at 99.815
  • Mar 22 steady at 99.830
  • Red Pack (Jun 22-Mar 23) -0.005 to steady
  • Green Pack (Jun 23-Mar 24) steady to +0.005
  • Blue Pack (Jun 24-Mar 25) -0.005 to steady
  • Gold Pack (Jun 25-Mar 26) -0.005 to steady

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