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New Record 3M Low, Post LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDM1 holding mild gain after 3M LIBOR falls to new all-time low: -0.00550 to 0.14963% (-0.00475 total last wk) ** (vs. 0.15413% on 5/12). Levels running steady to mixed out the strip, Golds weaker. Current levels:

  • Jun 21 +0.002 at 99.843
  • Sep 21 +0.010 at 99.840
  • Dec 21 +0.005 at 99.790
  • Mar 22 +0.010 at 99.810
  • Red Pack (Jun 22-Mar 23) +0.005 to +0.010
  • Green Pack (Jun 23-Mar 24) +0.005
  • Blue Pack (Jun 24-Mar 25) -0.005 to steady
  • Gold Pack (Jun 25-Mar 26) -0.01 to -0.005

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