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October 19, 2020 10:57 GMT
Post LIBOR Settle Update, New 3M Record Low
US EURODLR FUTURES
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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