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Post LIBOR Settle Update


Lead quarterly ticks lower after 3M LIBOR set +0.01013 to 0.20063% (+0.00375/wk), levels stronger, near overnight highs out the strip.

  • Jun 21 -0.005 at 99.825
  • Sep 21 steady at 99.815
  • Dec 21 steady at 99.735
  • Mar 22 steady at 99.780
  • Red Pack (Jun 22-Mar 23) steady to +0.015
  • Green Pack (Jun 23-Mar 24) +0.015 to +0.035
  • Blue Pack (Jun 24-Mar 25) +0.045 to +0.060
  • Gold Pack (Jun 25-Mar 26) +0.060

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