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Trading steady/mixed, long end...>

US EURODLR FUTURES
US EURODLR FUTURES: Trading steady/mixed, long end of strip lagging, EDH8 steady
after 3M LIBOR set +0.0021 to 1.7890% (+0.0221/wk), recent sale -50k EDM8 at
97.89 takes it offered. Decent option volume hedging net effect of rate hikes on
late 2019 sector of curve. Current White pack (Mar'18-Dec'18):
* Mar'18 +0.000 at 98.115
* Jun'18 -0.005 at 97.885
* Sep'18 +0.000 at 97.745
* Dec'18 +0.000 at 97.605
* Red pack (Mar'19-Dec'19) steady to +0.005
* Green pack (Mar'20-Dec'20) steady to -0.015
* Blue pack (Mar'21-Dec'21) -0.015
* Gold pack (Mar'22-Dec'22) -0.020-0.025

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