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Whites Hold Steady


Steady in the short end, Reds through Golds weaker -- moderate session lows. Lead quarterly back to steady after dipping briefly after 3M LIBOR rebounded +0.00712 from Mon's all-time low to 0.21575% (-0.00263/wk).

  • Dec 20 steady at 99.765
  • Mar 21 steady at 99.795
  • Jun 21 steady at 99.805
  • Sep 21 steady at 99.805
  • Red Pack (Dec 21-Sep 22) -0.005 to steady
  • Green Pack (Dec 22-Sep 23) -0.010 to -0.015
  • Blue Pack (Dec 23-Sep 24) -0.015 to -0.035
  • Gold Pack (Dec 24-Sep 25) -0.035 to -0.050

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