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Post LIBOR Settle Update

US EURODLR FUTURES

Trading mostly steady in the short end to broadly higher out the strip, lead quarterly EDH1 drops 0.010 after 3M LIBOR settled +0.00913 to 0.24488% (+0.01925 net last wk). Update:

  • Mar 21 -0.010 at 99.820
  • Jun 21 steady at 99.830
  • Sep 21 steady at 99.825
  • Dec 21 steady at 99.785
  • Red Pack (Mar 22-Dec 22) +0.005 to +0.015
  • Green Pack (Mar 23-Dec 23) +0.025 to +0.035
  • Blue Pack (Mar 24-Dec 24) +0.040 to +0.050
  • Gold Pack (Mar 25-Dec 25) +0.055 to +0.065

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