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Post LIBOR Settle Update

US EURODLR FUTURES

Mildly higher to steady out the strip for the most part, lead quarterly EDZ0 holds gain even after latest 3M LIBOR set' +0.00825 to 0.23325% (+0.00562/wk). Latest levels:

  • Dec 20 +0.005 at 99.730
  • Mar 21 steady at 99.790
  • Jun 21 +0.005 at 99.80
  • Sep 21 +0.005 at 99.80
  • Red Pack (Dec 21-Sep 22) steady to +0.005
  • Green Pack (Dec 22-Sep 23) -0.005 to +0.005
  • Blue Pack (Dec 23-Sep 24) steady
  • Gold Pack (Dec 24-Sep 25) steady

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