Free Trial

Post LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDU1 holding mildly weaker after 3M LIBOR set' -0.00488 to 0.11900% (-0.01888/wk) -- just above Record Low of 0.11800% set' on 6/14. Levels continue to trade higher/on highs out the strip.

  • Sep 21 -0.005 at 99.870
  • Dec 21 steady at 99.810
  • Mar 22 +0.005 at 99.825
  • Jun 22 +0.010 at 99.770
  • Red Pack (Sep 22-Jun 23) +0.015 to +0.045
  • Green Pack (Sep 23-Jun 24) +0.050 to +0.075
  • Blue Pack (Sep 24-Jun 25) +0.090 to +0.095
  • Gold Pack (Sep 25-Jun 26) +0.095 to +0.10

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.