Free Trial

Post-LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDZ1 dips slightly after latest 3M LIBOR set' +0.00300 to 0.12838% (+0.00450/wk), levels running modestly weaker out the strip.

  • Dec 21 -0.005 at 99.810
  • Mar 22 -0.005 at 99.845
  • Jun 22 steady at 99.815
  • Sep 22 -0.005 at 99.725
  • Red Pack (Dec 22-Sep 23) -0.01 to steady
  • Green Pack (Dec 23-Sep 24) -0.015 to -0.01
  • Blue Pack (Dec 24-Sep 25) -0.02
  • Gold Pack (Dec 25-Sep 26) -0.025

To read the full story

Close

Why MNI

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.