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Post LIBOR Settle Update

US EURODLR FUTURES

Steady to marginally mixed, lead quarterly EDZ0 steady after latest 3M LIBOR set' +0.00875 to 0.23388% (+0.01600/wk). Latest levels:

  • Dec 20 steady at 99.750
  • Mar 21 steady at 99.800
  • Jun 21 steady at 99.805
  • Sep 21 +0.005 at 99.805
  • Red Pack (Dec 21-Sep 22) steady
  • Green Pack (Dec 22-Sep 23) steady to +/-0.005
  • Blue Pack (Dec 23-Sep 24) steady to -0.005
  • Gold Pack (Dec 24-Sep 25) -0.005

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