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Post LIBOR Settle Update, 3M Bounce off Wed's Record Low


Lead quarterly EDM1 holds gains after 3M LIBOR bounces after making new all-time low Wed (0.17288%), settling +0.00287 to 0.17575% (-0.01250/wk), levels running steady to mildly weaker out the strip

  • Jun 21 +0.005 at 99.820
  • Sep 21 +0.005 at 99.810
  • Dec 21 +0.005 at 99.750
  • Mar 22 +0.005 at 99.780
  • Red Pack (Jun 22-Mar 23) steady
  • Green Pack (Jun 23-Mar 24) steady
  • Blue Pack (Jun 24-Mar 25) -0.005
  • Gold Pack (Jun 25-Mar 26) -0.005

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