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Short End Outperforms, 3M LIBOR Near All-Time Low

US EURODLR FUTURES CLOSE

Futures trading mixed after the bell, short end bid after 3M LIBOR set -0.01825 to 0.17550% (-0.01288/wk) ** (Just above Record Low of 0.17525% on 2/19/21). Greens through Golds broadly lower on heavier volumes (-20k EDZ5 Block sale; large Red Sep/Dec Spread >80,000 EDU2/EDZ2 spds sold 0.110-0.105.).

  • Mar 21 +0.005 at 99.825
  • Jun 21 -0.005 at 99.835
  • Sep 21 +0.005 at 99.830
  • Dec 21 +0.005 at 99.780
  • Red Pack (Mar 22-Dec 22) -0.015 to +0.005
  • Green Pack (Mar 23-Dec 23) -0.055 to -0.035
  • Blue Pack (Mar 24-Dec 24) -0.075 to -0.06
  • Gold Pack (Mar 25-Dec 25) -0.095 to -0.08

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