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Post LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDM1 holding mildly higher after 3M LIBOR set -0.00012 to 0.18363% (-0.00388/wk), levels steady to mixed out the strip, Whites and Golds outperform.

  • Jun 21 +0.005 at 99.825
  • Sep 21 +0.005 at 99.815
  • Dec 21 +0.005 at 99.740
  • Mar 22 +0.005 at 99.775
  • Red Pack (Jun 22-Mar 23) -0.015 to -0.005
  • Green Pack (Jun 23-Mar 24) -0.015 to -0.01
  • Blue Pack (Jun 24-Mar 25) -0.005 to steady
  • Gold Pack (Jun 25-Mar 26) steady to +0.005

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