It is now the middle of March. You fund yourself at LIBOR flat and need to borrow euros for 9 months. What is the cheapest way of achieving this, given the following rates?

3-month cash: 5.10/5.20%

6-month cash 5.25/5.35%

9-month cash: 5.35/5.45%

3v6 FRA: 5.34/5.39%

3v9 FRA: 5.42/5.47%

6v9 FRA: 5.40/5.45%

June futures: 94.60/94.61 September futures: 94.57/94.58