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Short End Weaker Even As 3M LIBOR Dips

US EURODLR FUTURES CLOSE

Levels trading weaker in the short end, lead quarterly EDH1 under pressure late despite 3M LIBOR set -0.00162 to 0.20088% (+0.01000/wk). Long end outperforms while volumes in Greens (EDH3-EDZ3) outpaces (over 460k).

  • Mar 21 -0.010 at 99.830
  • Jun 21 -0.005 at 99.835
  • Sep 21 steady at 99.825
  • Dec 21 steady at 99.790
  • Red Pack (Mar 22-Dec 22) steady to +0.010
  • Green Pack (Mar 23-Dec 23) +0.010 to +0.025
  • Blue Pack (Mar 24-Dec 24) +0.025
  • Gold Pack (Mar 25-Dec 25) +0.025 to +0.030

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