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Post LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDU1 holds steady after latest 3M LIBOR set' declines -0.00113 to 0.12725% (+0.01063 total last wk), levels trading mildly higher out the strip:

  • Sep 21 steady at 99.875
  • Dec 21 steady at 99.825
  • Mar 22 +0.005 at 99.845
  • Jun 22 +0.005 at 99.795
  • Red Pack (Sep 22-Jun 23) +0.005 to +0.020
  • Green Pack (Sep 23-Jun 24) +0.010 to +0.015
  • Blue Pack (Sep 24-Jun 25) +0.010
  • Gold Pack (Sep 25-Jun 26) +0.005 to +0.015

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