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No US$ LIBOR Settles Today

US EURODLR FUTURES

Futures trading steady/mixed in short end, weaker out the strip -- at/near overnight lows on very light volumes. Reminder, there are no US$ LIBOR settles today due to UK Boxing Day holiday.

  • Mar 21 +0.005 at 99.830
  • Jun 21 steady at 99.825
  • Sep 21 -0.005 at 99.815
  • Dec 21 -0.005 at 99.775
  • Red Pack (Mar 22-Dec 22) -0.01 to -0.005
  • Green Pack (Mar 23-Dec 23) -0.015 to -0.01
  • Blue Pack (Mar 24-Dec 24) -0.02 to -0.015
  • Gold Pack (Mar 25-Dec 25) -0.025 to -0.02

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