Free Trial

Post-LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly EDZ1 holding steady after latest 3M LIBOR set' -0.00725 to 0.12863% (+0.00375/wk); Whites-Reds trading weaker, Greens-Golds firmer:

  • Dec 21 steady at 99.805
  • Mar 22 -0.005 at 99.775
  • Jun 22 -0.015 at 99.610
  • Sep 22 -0.020 at 99.425
  • Red Pack (Dec 22-Sep 23) -0.025 to -0.015
  • Green Pack (Dec 23-Sep 24) -0.005 to +0.010
  • Blue Pack (Dec 24-Sep 25) +0.015 to +0.030
  • Gold Pack (Dec 25-Sep 26) +0.030 to +0.040

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.