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Post LIBOR Settle Update

US EURODLR FUTURES

Trading marginally bid to steady at points in Golds, lead quarterly EDU0 holds mild bid after latest 3M LIBOR set' -0.0099 to 0.2460% (-0.0040/wk). Latest levels:

  • Sep 20 +0.002 at 99.772
  • Dec 20 +0.005 at 99.725
  • Mar 21 +0.005 at 99.790
  • Jun 21 +0.005 at 99.80
  • Red Pack (Sep 21-Jun 22) +0.005 to +0.010
  • Green Pack (Sep 22-Jun 23) +0.005
  • Blue Pack (Sep 23-Jun 24) +0.005
  • Gold Pack (Sep 24-Jun 25) steady to +0.005

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