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Short End Pressed

US EURODLR FUTURES CLOSE

Lead quarterly EDH1 held weaker since 3M LIBOR inched higher: +0.00225 to 0.18975% (+0.01450/wk), Blues-Golds outperformed.

  • Mar 21 -0.005 at 99.835
  • Jun 21 steady at 99.850
  • Sep 21 steady at 99.830
  • Dec 21 steady at 99.785
  • Red Pack (Mar 22-Dec 22) -0.01 to -0.005
  • Green Pack (Mar 23-Dec 23) -0.03 to -0.01
  • Blue Pack (Mar 24-Dec 24) -0.01 to +0.015
  • Gold Pack (Mar 25-Dec 25) +0.015 to +0.025

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