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New Record Low 3M LIBOR, Post Settle Update

US EURODLR FUTURES

Lead quarterly EDM1 holds mild gain after 3M LIBOR falls -0.00600 to new record low of 0.14925% (-0.00588/wk), levels steady to moderately weaker out the strip:

  • Jun 21 +0.0025 at 99.8525
  • Sep 21 steady at 99.845
  • Dec 21 -0.005 at 99.795
  • Mar 22 steady at 99.815
  • Red Pack (Jun 22-Mar 23) -0.005 to steady
  • Green Pack (Jun 23-Mar 24) -0.02 to -0.01
  • Blue Pack (Jun 24-Mar 25) -0.03 to -0.02
  • Gold Pack (Jun 25-Mar 26) -0.03 to -0.025

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