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Post LIBOR Settle Update

US EURODLR FUTURES

Trading mostly steady in Whites-Reds to mildly weaker out the strip, no react in lead quarterly EDZ0 after 3M LIBOR settled +0.00437 higher to 0.23200% (+0.00662/wk). Update:

  • Dec 20 steady at 99.750
  • Mar 21 +0.005 at 99.795
  • Jun 21 +0.005 at 99.80
  • Sep 21 steady at 99.790
  • Red Pack (Dec 21-Sep 22) -0.005 to steady
  • Green Pack (Dec 22-Sep 23) -0.01 to -0.005
  • Blue Pack (Dec 23-Sep 24) -0.015 to -0.005
  • Gold Pack (Dec 24-Sep 25) -0.02 to -0.01

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