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Weaker, At/Near Lows

US EURODLR FUTURES CLOSE

Futures trade weaker across the strip, at/near session lows on heavy volumes, large calendar spds on day (+65,000 Red Mar/Red Jun spds, 0.040-0.050). Lead quarterly ended up softer after showing little react to 3M LIBOR set: -0.00288 to 0.18250% (-0.00300 total last wk).

  • Mar 21 -0.0025 at 99.875
  • Jun 21 -0.005 at 99.835
  • Sep 21 -0.010 at 99.815
  • Dec 21 -0.010 at 99.765
  • Red Pack (Mar 22-Dec 22) -0.03 to -0.015
  • Green Pack (Mar 23-Dec 23) -0.07 to -0.035
  • Blue Pack (Mar 24-Dec 24) -0.085 to -0.08
  • Gold Pack (Mar 25-Dec 25) -0.09 to -0.08

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