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CHF LIBOR FIX - 23-07-2021

US EURODLR FUTURES

Post LIBOR Settle Update

EUROZONE

EUR LIBOR FIX - 23-07-2021

Steady/mixed, short end....>

US EURODLR FUTURES CLOSE
US EURODLR FUTURES CLOSE: Steady/mixed, short end reverses early weakness as
probability of third rate cut by year end gains traction (despite Fed Harker
hawkish comments (didn't support last week's rate cut, siding w/Fed Williams
that there's no need to "rush to judgement" over current mkt issues). Current
White pack (Dec 19-Sep 20): 
* Dec 19 +0.020 at 98.040
* Mar 20 +0.010 at 98.330
* Jun 20 +0.005 at 98.445
* Sep 20 +0.005 at 98.525
* Red Pack (Dec 20-Sep 21) -0.005 to steady
* Green Pack (Dec 21-Sep 22) -0.01 to -0.005
* Blue Pack (Dec 22-Sep 23) -0.01 to -0.005
* Gold Pack (Dec 23-Sep 24) -0.01 to -0.01
MNI Chicago Bureau | +1 312-431-0089 | bill.sokolis@marketnews.com