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Weaker, But Well Off Lows


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

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