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Post LIBOR Settle Update

US EURODLR FUTURES

Trading steady/mixed the strip, Golds outperforming. Lead quarterly EDU0 weaker after latest 3M LIBOR set' +0.0092 to 0.2561% (-0.0142/wk). Latest levels:

  • Sep 20 -0.007 at 99.772
  • Dec 20 -0.005 at 99.725
  • Mar 21 steady at 99.805
  • Jun 21 steady at 99.820
  • Red Pack (Sep 21-Jun 22) -0.005 to steady
  • Green Pack (Sep 22-Jun 23) -0.005 to steady
  • Blue Pack (Sep 23-Jun 24) steady to +0.005
  • Gold Pack (Sep 24-Jun 25) +0.005 to +0.015

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