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Post LIBOR Settle Update


Trading steady in the short end, modestly firmer out the strip. Lead quarterly EDU0 holds steady after latest 3M LIBOR set' -0.0026 to 0.2677% (+0.0179 last wk). Latest levels:

  • Sep 20 steady at 99.755
  • Dec 20 steady at 99.705
  • Mar 21 steady at 99.785
  • Jun 21 steady at 99.795
  • Red Pack (Sep 21-Jun 22) +0.005 to +0.005
  • Green Pack (Sep 22-Jun 23) +0.005 to +0.010
  • Blue Pack (Sep 23-Jun 24) +0.005 to +0.010
  • Gold Pack (Sep 24-Jun 25) +0.005 to +0.015

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