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Post LIBOR Settle Update


Steady to mostly weaker, lead quarterly EDZ0 bounced slightly after 3M LIBOR set -0.00725 to 0.22375% (+0.00175/wk). Update:

  • Dec 20 -0.002 at 99.750
  • Mar 21 -0.005 at 99.780
  • Jun 21 steady at 99.790
  • Sep 21 steady at 99.785
  • Red Pack (Dec 21-Sep 22) steady to +0.005
  • Green Pack (Dec 22-Sep 23) -0.01 to -0.005
  • Blue Pack (Dec 23-Sep 24) -0.01 to -0.005
  • Gold Pack (Dec 24-Sep 25) -0.005 to +0.005

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