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Post LIBOR Settle Update

US EURODLR FUTURES

Futures trading steady to mostly higher out the strip, lead quarterly EDZ0 dips slightly after 3M LIBOR climbs +0.00863 off Mon's all-time low to 0.21363% (+0.00775/wk).

  • Dec 20 -0.005 at 99.760
  • Mar 21 steady at 99.785
  • Jun 21 steady at 99.785
  • Sep 21 +0.005 at 99.785
  • Red Pack (Dec 21-Sep 22) steady to +0.005
  • Green Pack (Dec 22-Sep 23) -0.005 to steady
  • Blue Pack (Dec 23-Sep 24) steady to +0.010
  • Gold Pack (Dec 24-Sep 25) +0.010 to +0.020

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