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Short End Lagging

US EURODLR FUTURES CLOSE

Futures trade steady/mixed in the short end, progressively higher out the strip. Lead quarterly EDH1 mildly weaker even after 3M LIBOR settled -0.00237 to 0.21288% (-0.00813 net last wk).

  • Mar 21 -0.005 at 99.815
  • Jun 21 steady at 99.830
  • Sep 21 steady at 99.820
  • Dec 21 steady at 99.790
  • Red Pack (Mar 22-Dec 22) -0.005 to +0.005
  • Green Pack (Mar 23-Dec 23) +0.015 to +0.025
  • Blue Pack (Mar 24-Dec 24) +0.030 to +0.035
  • Gold Pack (Mar 25-Dec 25) +0.040 to +0.045

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