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Well bid across the strip,.......>

US EURODLR FUTURES
US EURODLR FUTURES: Well bid across the strip, short end blipped higher after
latest 3M LIBOR set: +0.0103 to 2.1684% (-0.0072/wk). Current White pack (Sep
19-Jun 20):
* Sep 19 +0.025 at 97.970
* Dec 19 +0.025 at 98.145
* Mar 20 +0.040 at 98.410
* Jun 20 +0.050 at 98.525
* Red Pack (Sep 20-Jun 21) +0.040 to +0.050
* Green Pack (Sep 21-Jun 22) +0.035
* Blue Pack (Sep 22-Jun 23) +0.035 to +0.050
* Gold Pack (Sep 23-Jun 24) +0.050 to +0.060

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