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New 3M LIBOR Record Low, Post Settle Update

US EURODLR FUTURES

Lead quarterly EDM1 slips back to steady after 3M LIBOR inched -0.00037 lower to another new record low of 0.13463% (-0.01237/wk) -- perhaps recent buyers expecting a larger than expected drop in ref. rate.

  • Jun 21 steady at 99.873
  • Sep 21 steady at 99.870
  • Dec 21 steady at 99.825
  • Mar 22 steady at 99.840
  • Red Pack (Jun 22-Mar 23) -0.01 to steady
  • Green Pack (Jun 23-Mar 24) -0.02 to -0.01
  • Blue Pack (Jun 24-Mar 25) -0.015
    Gold Pack (Jun 25-Mar 26) -0.015

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