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Post-LIBOR Settle Update


Lead quarterly holding onto higher level after latest 3M LIBOR set' -0.00200 to 0.12950% (+0.00587/wk), Whites-Greens recovering some ground after Mon's heavy selling. Blue-Golds weaker:

  • Dec 21 +0.010 at 99.815
  • Mar 22 +0.010 at 99.80
  • Jun 22 +0.020 at 99.690
  • Sep 22 +0.030 at 99.525
  • Red Pack (Dec 22-Sep 23) +0.030 to +0.035
  • Green Pack (Dec 23-Sep 24) +0.010 to +0.025
  • Blue Pack (Dec 24-Sep 25) -0.01 to +0.005
  • Gold Pack (Dec 25-Sep 26) -0.03 to -0.015

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