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Lead quarterly holds mildly lower after 3M LIBOR set +0.00712 to 0.20250% (+0.01162/wk). Steady to modestly higher out the strip.
- Mar 21 -0.005 at 99.835
- Jun 21 -0.005 at 99.835
- Sep 21 steady at 99.825
- Dec 21 steady at 99.790
- Red Pack (Mar 22-Dec 22) steady to +0.005
- Green Pack (Mar 23-Dec 23) steady to +0.010
- Blue Pack (Mar 24-Dec 24) +0.010 to +0.015
- Gold Pack (Mar 25-Dec 25) +0.015