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Steady To Weaker, Massive Front-End Sellers

US EURODLR FUTURES CLOSE

Futures trading steady to mildly weaker, at or near session lows after massive selling in Mar'21 through Sep'22. Mar'21 total volume >350k, appr 3.5% 20D avg. Lead quarterly traded weaker since 3M LIBOR set +0.00863 off Mon's all-time low to 0.21363% (+0.00775/wk). Latest levels:

  • Dec 20 -0.005 at 99.760
  • Mar 21 -0.005 at 99.780
  • Jun 21 steady at 99.785
  • Sep 21 steady at 99.780
  • Red Pack (Dec 21-Sep 22) -0.005 to steady
  • Green Pack (Dec 22-Sep 23) -0.005 to steady
  • Blue Pack (Dec 23-Sep 24) steady
  • Gold Pack (Dec 24-Sep 25) steady

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