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Weaker, Session Lows On Close

US EURODLR FUTURES CLOSE
After trading mildly higher in the first half, futures slipped to
session lows in late trade, lead quarterly steady after 3M
LIBOR set +0.0228 to 0.2696% (-0.0246 last wk).
  • Sep 20 steady at 99.760
  • Dec 20 -0.005 at 99.705
  • Mar 21 -0.010 at 99.790
  • Jun 21 -0.010 at 99.810
  • Red Pack (Sep 21-Jun 22) -0.015 to -0.01
  • Green Pack (Sep 22-Jun 23) -0.02 to -0.015
  • Blue Pack (Sep 23-Jun 24) -0.02 to -0.015
  • Gold Pack (Sep 24-Jun 25) -0.025 to -0.02

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