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Post LIBOR Settle Update, New 3M Record Low


Trading mostly weaker, long end leading drop, lead quarterly EDZ0 back to steady after 3M LIBOR set' -0.00975 to new record low of 0.20863% (-0.00575 last wk).

  • Dec 20 steady at 99.760
  • Mar 21 -0.005 at 99.790
  • Jun 21 -0.005 at 99.80
  • Sep 21 -0.005 at 99.80
  • Red Pack (Dec 21-Sep 22) -0.015 to -0.005
  • Green Pack (Dec 22-Sep 23) -0.025 to -0.02
  • Blue Pack (Dec 23-Sep 24) -0.045 to -0.035
  • Gold Pack (Dec 24-Sep 25) -0.05 to -0.040

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