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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