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Post LIBOR Settle Update

US EURODLR FUTURES

Steady to marginally mixed across the strip, lead quarterly EDZ0 holds steady after latest 3M LIBOR set' +0.00363 to 0.22413% (-0.00937/wk). Latest levels:

  • Dec 20 -0.005 at 99.755
  • Mar 21 steady at 99.790
  • Jun 21 steady at 99.795
  • Sep 21 -0.005 at 99.790
  • Red Pack (Dec 21-Sep 22) -0.005 to 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) steady to +0.005

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