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Post LIBOR Settle Update


Lead quarterly EDU1 gains slightly after latest 3M LIBOR settlement: -0.00675 to 0.12613% (-0.00250/wk). Levels running steady to mildly higher out the strip:

  • Sep 21 +0.005 at 99.875
  • Dec 21 steady at 99.805
  • Mar 22 +0.005 at 99.815
  • Jun 22 steady at 99.745
  • Red Pack (Sep 22-Jun 23) steady to +0.010
  • Green Pack (Sep 23-Jun 24) +0.005
  • Blue Pack (Sep 24-Jun 25) steady to +0.010
  • Gold Pack (Sep 25-Jun 26) +0.005 to +0.010

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