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Post LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDZ1 holds mildly lower after 3M LIBOR set' +0.00300 to 0.13313% (+0.00088/wk). Levels trading progressively higher out the strip, Golds outperforming:

  • Dec 21 -0.005 at 99.825
  • Mar 22 -0.005 at 99.850
  • Jun 22 steady at 99.795
  • Sep 22 +0.005 at 99.690
  • Red Pack (Dec 22-Sep 23) +0.010 to +0.020
  • Green Pack (Dec 23-Sep 24) +0.025 to +0.030
  • Blue Pack (Dec 24-Sep 25) +0.035 to +0.040
  • Gold Pack (Dec 25-Sep 26) +0.040 to +0.050

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