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Post LIBOR Settle Update

US EURODLR FUTURES

Trading steady to mildly weaker, no react lead quarterly EDZ0 after latest 3M LIBOR set' +0.00888 to 0.24613% (-0.0042/wk). Latest levels:

  • Dec 20 -0.005 at 99.705
  • Mar 21 steady at 99.795
  • Jun 21 -0.005 at 99.810
  • Sep 21 steady at 99.810
  • Red Pack (Dec 21-Sep 22) -0.005 to steady
  • Green Pack (Dec 22-Sep 23) -0.005 to steady
  • Blue Pack (Dec 23-Sep 24) -0.01 to steady
  • Gold Pack (Dec 24-Sep 25) -0.01

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