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Post LIBOR Settle Update


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

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