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Post-LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDU1 extends gains in minutes after latest 3M LIBOR set' -0.00413 to 0.13375% (-0.00113/wk). Whites-Reds outperforming weaker Blues-Golds:

  • Sep 21 +0.015 at 99.870
  • Dec 21 +0.015 at 99.80
  • Mar 22 +0.015 at 99.805
  • Jun 22 +0.020 at 99.735
  • Red Pack (Sep 22-Jun 23) +0.015 to +0.025
  • Green Pack (Sep 23-Jun 24) -0.005 to +0.010
  • Blue Pack (Sep 24-Jun 25) -0.015 to -0.005
  • Gold Pack (Sep 25-Jun 26) -0.015 to -0.01

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