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Post-LIBOR Settle Update

US EURODLR FUTURES

Lead quarterly holds modest gain after the latest 3M LIBOR set' +0.0038 to 0.20088% (+0.01325/wk), Whites-Reds steady to little weaker, Blues-Golds outperform:

  • Dec 21 +0.0025 at 99.7925
  • Mar 22 steady at 99.685
  • Jun 22 steady at 99.490
  • Sep 22 -0.010 at 99.255
  • Red Pack (Dec 22-Sep 23) -0.015 to -0.005
  • Green Pack (Dec 23-Sep 24) -0.005 to +0.005
  • Blue Pack (Dec 24-Sep 25) +0.005 to +0.020
  • Gold Pack (Dec 25-Sep 26) +0.020 to +0.025

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