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Post LIBOR Settle Update

US EURODLR FUTURES

Trading steady to mildly higher out the strip, lead quarterly EDH1 holding steady after 3M LIBOR set' -0.00325 to 0.19763% (+0.00675/wk). Current levels

  • Mar 21 steady at 99.830
  • Jun 21 +0.005 at 99.840
  • 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 +0.005
  • Blue Pack (Mar 24-Dec 24) +0.010
  • Gold Pack (Mar 25-Dec 25) +0.010 to +0.005

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