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Post LIBOR Settle Update

US EURODLR FUTURES

Trading steady/mixed, lead quarterly (EDU0) unchanged after latest
3M LIBOR set' +0.0002 to 0.2490% (+0.0019 last wk). Update:

  • * Sep 20 steady at 99.780
  • * Dec 20 steady at 99.745
  • * Mar 21 steady at 99.825
  • * Jun 21 steady at 99.845
  • * Red Pack (Sep 21-Jun 22) steady to +0.005
  • * Green Pack (Sep 22-Jun 23) steady to +0.005
  • * Blue Pack (Sep 23-Jun 24) steady
  • * Gold Pack (Sep 24-Jun 25) -0.015 to -0.005

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