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Reporting on key macro data at the time of release.
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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