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Trading steady in short end to modestly weaker out the strip, lead quarterly EDZ0 slips slightly after 3M LIBOR settle rebounds off Mon's all-time low (0.20863%) by +0.00712 to 0.21575% (+0.00137/wk).
- Dec 20 -0.005 at 99.760
- Mar 21 steady at 99.795
- Jun 21 -0.005 at 99.80
- Sep 21 steady at 99.805
- Red Pack (Dec 21-Sep 22) steady to -0.005
- Green Pack (Dec 22-Sep 23) -0.005
- Blue Pack (Dec 23-Sep 24) -0.005 to -0.020
- Gold Pack (Dec 24-Sep 25) -0.015 to -0.025