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New Record 3M LIBOR Low, Post-Settle Update

US EURODLR FUTURES

Lead quarterly EDM1 trimmed small loss/back to steady after latest 3M LIBOR set' -0.00250 to new record low of 0.12825% (-0.00312/wk). Levels running steady to mildly higher out the strip

  • Jun 21 -0.002 at 99.875
  • Sep 21 steady at 99.880
  • Dec 21 steady at 99.825
  • Mar 22 steady at 99.835
  • Red Pack (Jun 22-Mar 23) -0.005 to steady
  • Green Pack (Jun 23-Mar 24) steady to +0.010
  • Blue Pack (Jun 24-Mar 25) +0.005 to +0.010
  • Gold Pack (Jun 25-Mar 26) +0.005 to +0.010

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