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Post LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDZ1 holds mildly higher after 3M LIBOR set -0.00650 to 0.12663% (+0.00088 total last wk). Levels trading weaker out the strip:

Dec 21 +0.005 at 99.830

Mar 22 steady at 99.855

Jun 22 +0.005 at 99.805

Sep 22 steady at 99.695

Red Pack (Dec 22-Sep 23) -0.015 to -0.01

Green Pack (Dec 23-Sep 24) -0.025 to -0.015

Blue Pack (Dec 24-Sep 25) -0.02 to -0.015

Gold Pack (Dec 25-Sep 26) -0.02 to -0.015

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