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Post-LIBOR Settle, Small Gain for 3M

US EURODLR FUTURES

Lead quarterly EDM1 holding modest gain after 3M LIBOR set +0.00088 to 0.15013% (-0.00500/wk). Levels modestly firmer out the strip.

  • Jun 21 +0.005 at 99.855
  • Sep 21 steady at 99.845
  • Dec 21 +0.005 at 99.80
  • Mar 22 steady at 99.810
  • Red Pack (Jun 22-Mar 23) +0.005 to +0.010
  • Green Pack (Jun 23-Mar 24) +0.015 to +0.020
  • Blue Pack (Jun 24-Mar 25) +0.020 to +0.025
  • Gold Pack (Jun 25-Mar 26) +0.030 to +0.035

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