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Lead quarterly EDZ1 pares modest gain, back to steady after 3M LIBOR set' +0.00200 to 0.12000% (+0.00425/wk). Levels steady to mildly higher out the strip:
- Dec 21 steady at 99.825
- Mar 22 steady at 99.855
- Jun 22 steady at 99.815
- Sep 22 +0.005 at 99.735
- Red Pack (Dec 22-Sep 23) +0.005 to +0.010
- Green Pack (Dec 23-Sep 24) +0.005 to +0.010
- Blue Pack (Dec 24-Sep 25) steady to +0.005
- Gold Pack (Dec 25-Sep 26) steady to +0.005