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Post LIBOR Settle Update

US EURODLR FUTURES

Still weaker, lead quarterly EDH1 moved off lows after 3M LIBOR set -0.00212 to 0.18838% (+0.01313/wk). Levels steady to mixed out the strip, Greens still weaker after the week's rout, Golds modestly higher.

  • Mar 21 -0.002 at 99.820
  • Jun 21 -0.005 at 99.830
  • Sep 21 -0.005 at 99.810
  • Dec 21 -0.005 at 99.770
  • Red Pack (Mar 22-Dec 22) -0.015 to +0.010
  • Green Pack (Mar 23-Dec 23) -0.03 to -0.01
  • Blue Pack (Mar 24-Dec 24) -0.005 to +0.005
  • Gold Pack (Mar 25-Dec 25) +0.010 to +0.015

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