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STIR FUTURES

Dipping Below 100bps For Next Two Fed Meetings

GBP

Cable drifts below 1.2500

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Post-LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDU1 holds steady after 3M LIBOR set' +0.00037 to 0.13425% (+0.00562/wk), levels running moderately lower out the strip.

  • Sep 21 steady at 99.875
  • Dec 21 -0.005 at 99.815
  • Mar 22 -0.005 at 99.820
  • Jun 22 -0.005 at 99.760
  • Red Pack (Sep 22-Jun 23) -0.02 to -0.015
  • Green Pack (Sep 23-Jun 24) -0.03 to -0.025
  • Blue Pack (Sep 24-Jun 25) -0.03 to -0.025
  • Gold Pack (Sep 25-Jun 26) -0.03 to -0.025
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com

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