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Weaker, Mirror Tsy Curve

US EURODLR FUTURES CLOSE

Futures traded broadly weaker Friday, at/near session lows with the long end of the strip underperforming. Heavy selling in Whites through Greens as markets warm to thought of tighter policy late 2022-2024. Heavy selling lead quarterly EDH1 after 3M LIBOR set' +0.00562 to 0.18950% (+0.00412/wk).

  • Mar 21 -0.005 at 99.810
  • Jun 21 steady at 99.835
  • Sep 21 -0.005 at 99.810
  • Dec 21 -0.015 at 99.750
  • Red Pack (Mar 22-Dec 22) -0.035 to -0.01
  • Green Pack (Mar 23-Dec 23) -0.06 to -0.045
  • Blue Pack (Mar 24-Dec 24) -0.095 to -0.07
  • Gold Pack (Mar 25-Dec 25) -0.12 to -0.105

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