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Post LIBOR Settle Update

US EURODLR FUTURES

Bid across the strip for the most part, near middle overnight range, lead quarterly EDZ0 holds steady after 3M LIBOR set +0.00113 to 0.21438% (-0.00212/wk).

  • Dec 20 steady at 99.755
  • Mar 21 +0.005 at 99.790
  • Jun 21 +0.005 at 99.800
  • Sep 21 +0.005 at 99.805
  • Red Pack (Dec 21-Sep 22) +0.005 to +0.015
  • Green Pack (Dec 22-Sep 23) +0.010 to +0.015
  • Blue Pack (Dec 23-Sep 24) +0.020 to +0.020
  • Gold Pack (Dec 24-Sep 25) +0.020 to +0.025

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