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EURHUF Testing 100DMA Resistance

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NBH To Hike Rates By 30bps Today

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Post-LIBOR Settle Update

US EURODLR FUTURES
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Lead quarterly EDZ1 dipped briefly but holding firmer after latest 3M LIBOR set +0.00238 to 0.17325% (-0.00212/wk), levels broadly higher out the strip:

  • Dec 21 +0.005 at 99.798
  • Mar 22 +0.030 at 99.770
  • Jun 22 +0.060 at 99.640
  • Sep 22 +0.070 at 99.450
  • Red Pack (Dec 22-Sep 23) +0.080 to +0.090
  • Green Pack (Dec 23-Sep 24) +0.080
  • Blue Pack (Dec 24-Sep 25) +0.080
  • Gold Pack (Dec 25-Sep 26) +0.075 to +0.080