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Tariff-tied risk-off spreads.....>

US EURODLR FUTURES: Tariff-tied risk-off spreads to short end, futures already
well bid across the strip on heavy volume even before latest collapse in 3M
LIBOR set: (3 Month -0.0177 to 2.5025%, -0.0224/wk). Note, 1Y LIBOR -0.00679 at
2.5102% (-0.1088/wk). Current White pack (Jun 19-Mar 20):
* Jun 19 +0.025 at 97.510
* Sep 19 +0.070 at 97.710
* Dec 19 +0.085 at 97.850
* Mar 20 +0.095 at 98.055
* Red Pack (Jun 20-Mar 21) +0.10 to +0.10
* Green Pack (Jun 21-Mar 22) +0.085 to +0.090
* Blue Pack (Jun 22-Mar 23) +0.075 to +0.085
* Gold Pack (Sep 22-Jun 23) +0.070 to +0.075

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