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Trading softer/long end..........>

US EURODLR FUTURES: Trading softer/long end underperforming, short end better
after 3M LIBOR -0.0032 to 1.7413% (+0.0230 last wk). Heavy overnight option
volume (+100k EDH9 73/75p spd 0.5 over EDH9 80c; +20k EOZ 70p, 6.5). Current
White pack (Mar'18-Dec'18):
* Mar'18 +0.005 at 98.145
* Jun'18 -0.005 at 97.935
* Sep'18 -0.015 at 97.795
* Dec'18 -0.020 at 97.675
* Red pack (Mar'19-Dec'19) -0.025
* Green pack (Mar'20-Dec'20) -0.025-0.030
* Blue pack (Mar'21-Dec'21) -0.025-0.030
* Gold pack (Mar'22-Dec'22) -0.025-0.020

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