Free Trial

Post-LIBOR Settle Update


Lead quarterly EDU1 holding steady after 3M LIBOR set unch at 0.13425% (+0.00562 total last wk). Levels running progressively higher out the strip -- mirroring Bond lead rally in Tsys.

  • Sep 21 steady at 99.875
  • Dec 21 steady at 99.820
  • Mar 22 +0.005 at 99.830
  • Jun 22 +0.010 at 99.775
  • Red Pack (Sep 22-Jun 23) +0.015 to +0.035
  • Green Pack (Sep 23-Jun 24) +0.045 to +0.065
  • Blue Pack (Sep 24-Jun 25) +0.070 to +0.080
  • Gold Pack (Sep 25-Jun 26) +0.080 to +0.085

To read the full story



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.