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Offered across the strip,........>

US EURODLR FUTURES
US EURODLR FUTURES: Offered across the strip, at/near late overnight lows, short
end actually blipped higher after latest 3M LIBOR set: +0.0121 to 2.1358%
(-0.0398/wk), but has reversed/extends lows last few minutes. Current White pack
(Sep 19-Jun 20):
* Sep 19 -0.025 at 98.010
* Dec 19 -0.025 at 98.235
* Mar 20 -0.020 at 98.510
* Jun 20 -0.020 at 98.630
* Red Pack (Sep 20-Jun 21) -0.02 to -0.015
* Green Pack (Sep 21-Jun 22) -0.02
* Blue Pack (Sep 22-Jun 23) -0.025
* Gold Pack (Sep 23-Jun 24) -0.03 to -0.025

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