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Post LIBOR Settle Update, 3M Just Off All-Time Low

US EURODLR FUTURES

Holding steady in Whites-Reds, modestly weaker in Greens-Golds. Lead quarterly EDZ0 holds steady after 3M LIBOR set +0.00162 off last Fri's new all-time low of 0.20488% to 0.20650% (-0.01712/wk); prior record low of 0.20500% on 11/9/20. Update:

  • Dec 20 steady at 99.753
  • Mar 21 steady at 99.785
  • Jun 21 steady at 99.795
  • Sep 21 steady at 99.790
  • Red Pack (Dec 21-Sep 22) steady to -0.005
  • Green Pack (Dec 22-Sep 23) -0.01 to -0.01
  • Blue Pack (Dec 23-Sep 24) -0.02 to -0.015
  • Gold Pack (Dec 24-Sep 25) -0.025 to -0.02

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