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

US EURODLR FUTURES
US EURODLR FUTURES: Well bid across the strip, expecting a lower set the lead
quarterly recedes from highs after 3M LIBOR came in -0.0116 to 0.7725%
(-0.1235/wk). Current White pack (Mar'20-Dec'20):
* Mar 20 +0.035 at 99.248
* Jun 20 +0.055 at 99.580
* Sep 20 +0.050 at 99.605
* Dec 20 +0.050 at 99.575
* Red Pack (Mar 21-Dec 21) +0.035 to +0.040
* Green Pack (Mar 22-Dec 22) +0.025 to +0.030
* Blue Pack (Mar 23-Dec 23) +0.030 to +0.040
* Gold Pack (Mar 24-Dec 24) +0.040 to +0.050

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