Free Trial

Weaker, But Well Off Lows

US EURODLR FUTURES CLOSE

While Treasury futures fell back to overnight session low range, Eurodollar futures have drifted to the upper half of range. Lead quarterly EDH1 marginally weaker after 3M LIBOR bounced off last Fri's all-time low: 3 Month +0.00025 to 0.17550% (-0.01850 net last wk).

  • Mar 21 -0.0025 at 99.840
  • Jun 21 -0.005 at 99.850
  • Sep 21 -0.005 at 99.830
  • Dec 21 -0.005 at 99.785
  • Red Pack (Mar 22-Dec 22) -0.01 to steady
  • Green Pack (Mar 23-Dec 23) -0.035 to -0.02
  • Blue Pack (Mar 24-Dec 24) -0.035 to -0.015
  • Gold Pack (Mar 25-Dec 25) -0.02 to -0.005

To read the full story

Close

Why MNI

MNI is the leading provider

of intelligence and analysis on the Global Fixed Income, Foreign Exchange and Energy markets. We use an innovative combination of real-time analysis, deep fundamental research and journalism to provide unique and actionable insights for traders and investors. Our "All signal, no noise" approach drives an intelligence service that is succinct and timely, which is highly regarded by our time constrained client base.

Our Head Office is in London with offices in Chicago, Washington and Beijing, as well as an on the ground presence in other major financial centres across the world.