Free Trial

Post LIBOR Settle Update; New Record Low 3M Fix

US EURODLR FUTURES

Largely steady to mildly higher out the strip, lead quarterly EDZ0 after latest 3M LIBOR set' -0.01537 to 0.21788% NEW Record Low (-0.00975/wk). Latest levels:

  • Dec 20 +0.005 at 99.740
  • Mar 21 +0.005 at 99.790
  • Jun 21 steady at 99.795
  • Sep 21 steady at 99.795
  • 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
  • Gold Pack (Dec 24-Sep 25) +0.005 to +0.010

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.