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Post LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDZ1 holds steady after latest 3M LIBOR set' -0.00037 to 0.12363% (-0.00950/wk), levels trading steady to mixed out the strip:

  • Dec 21 steady at 99.830
  • Mar 22 +0.005 at 99.855
  • Jun 22 steady at 99.790
  • Sep 22 steady at 99.675
  • Red Pack (Dec 22-Sep 23) -0.01 to -0.005
  • Green Pack (Dec 23-Sep 24) -0.005 to steady
  • Blue Pack (Dec 24-Sep 25) steady to +0.005
  • Gold Pack (Dec 25-Sep 26) +0.010

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