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Post-LIBOR Update

US EURODLR FUTURES

Whites through Reds steady to little weaker, Greens through
Golds trading marginally higher. Lead quarterly (EDU0) slips
despite 3M LIBOR set' -0.0022 to 0.2488% (+0.0019/wk). Latest:

  • Sep 20 -0.005 at 99.775
  • Dec 20 -0.005 at 99.740
  • Mar 21 steady at 99.825
  • Jun 21 -0.005 at 99.840
  • Red Pack (Sep 21-Jun 22) -0.005 to steady
  • Green Pack (Sep 22-Jun 23) steady to +0.005
  • Blue Pack (Sep 23-Jun 24) +0.005 to +0.005
  • Gold Pack (Sep 24-Jun 25) +0.005 to +0.010

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