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Post LIBOR Settle Update, New Record Low 3M

US EURODLR FUTURES

Trading steady/mixed in the short end to modestly higher out the strip, lead quarterly EDZ0 gains after 3M LIBOR set' -0.01238 to new record low of 0.21775% (-0.00638/wk).

  • Dec 20 +0.005 at 99.760
  • Mar 21 -0.005 at 99.790
  • Jun 21 steady at 99.805
  • Sep 21 steady at 99.805
  • Red Pack (Dec 21-Sep 22) steady to +0.005
  • Green Pack (Dec 22-Sep 23) steady to +0.005
  • Blue Pack (Dec 23-Sep 24) +0.005 to +0.015
  • Gold Pack (Dec 24-Sep 25) +0.010 to +0.015

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