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Post LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly WDM1 holding steady after 3M LIBOR set -0.00087 to 0.20163% (+0.00263/wk), levels at/near overnight lows on broad range out the strip.

  • Jun 21 steady at 99.825
  • Sep 21 -0.005 at 99.805
  • Dec 21 steady at 99.740
  • Mar 22 steady at 99.780
  • Red Pack (Jun 22-Mar 23) -0.015 to -0.01
  • Green Pack (Jun 23-Mar 24) -0.06 to -0.03
  • Blue Pack (Jun 24-Mar 25) -0.075 to -0.065
  • Gold Pack (Jun 25-Mar 26) -0.075 to -0.06

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