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Steady/Weaker, No LIBOR Settles Monday

US EURODLR FUTURES

Trading steady/marginally lower in the short end, progressively weaker out the strip. Note, no LIBOR settles today due to UK bank holiday, resume Tuesday. Latest levels:

  • Sep 20 steady at 99.770
  • Dec 20 steady at 99.710
  • Mar 21 steady at 99.795
  • Jun 21 -0.010 at 99.80
  • Red Pack (Sep 21-Jun 22) -0.01 to steady
  • Green Pack (Sep 22-Jun 23) -0.01 to -0.005
  • Blue Pack (Sep 23-Jun 24) -0.02 to -0.01
  • Gold Pack (Sep 24-Jun 25) -0.03 to -0.02

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