Free Trial

Post-LIBOR Settle Update, Dec'21 Expires

US EURODLR FUTURES

New lead quarterly EDH2 holds modest gain post LIBOR set' +0.00450 to 0.20275% (+0.01062 total last wk), Dec'21 expires 99.79725. Long end of strip outperforms:

  • Mar 22 +0.005 at 99.690
  • Jun 22 -0.005 at 99.490
  • Sep 22 steady at 99.275
  • Dec 22 -0.005 at 98.995
  • Red Pack (Mar 23-Dec 23) -0.020 to -0.005
  • Green Pack (Mar 24-Dec 24) -0.015 to -0.01
  • Blue Pack (Mar 25-Dec 25) -0.01 to +0.005
  • Gold Pack (Mar 26-Dec 26) +0.005 to +0.020

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.