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New Record Low Settle 3M LIBOR


Lead quarterly EDH1 back to steady, pared early gains after 3M LIBOR settled to another new record low: -0.00713 to 0.17525% (-0.01850/wk) ** Record Low (prior 0.18138% on 2/17/21).

Mar 21 steady at 99.843

Jun 21 steady at 99.855

Sep 21 -0.005 at 99.835

Dec 21 -0.005 at 99.790

Red Pack (Mar 22-Dec 22) -0.015 to steady

Green Pack (Mar 23-Dec 23) -0.030 to -0.045

Blue Pack (Mar 24-Dec 24) -0.055 to -0.085

Gold Pack (Mar 25-Dec 25) -0.085 to -0.08

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