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Post LIBOR Settle Update, Sep'21 Expires

US EURODLR FUTURES

Levels running steady to marginally mixed out the strip after 3M LIBOR set' +0.00025 to 0.11600% (+0.00025 total last wk) compares to Record Low 0.11413% on 9/12/21. Sep futures expires -- final settle 99.884.

  • Sep 21 expired/settle at 99.884
  • Dec 21 -0.005 at 99.820
  • Mar 22 steady at 99.855
  • Jun 22 -0.005 at 99.805
  • Red Pack (Sep 22-Jun 23) -0.01 to steady
  • Green Pack (Sep 23-Jun 24) -0.01 to steady
  • Blue Pack (Sep 24-Jun 25) -0.005 to +0.005
  • Gold Pack (Sep 25-Jun 26) +0.005

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