(3 Month Eonia/3 Month Euribor Swap Index Futures)
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Contracts
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ICS (3M Eonia/3M Euribor Spreads)
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Trading Volumes
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3M Eonia
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3M Euribor
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Explicit
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Implied
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ICS
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3M Eonia
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3M Euribor
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Bid
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Ask
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Bid
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Ask
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Bid
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Ask
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Bid
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Ask
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Mar 10
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-
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-
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99.350
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99.355
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-
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-
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-
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-
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-
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-
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1
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( - )
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( - )
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( 1188 )
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( 19325 )
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( - )
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( - )
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( - )
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( - )
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Jun 10
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-
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-
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99.245
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99.250
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-
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-
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-
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-
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-
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-
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4
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( - )
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( - )
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( 460 )
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( 1608 )
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( - )
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( - )
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( - )
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( - )
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Sep 10
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-
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-
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99.020
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99.035
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-
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-
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-
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-
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-
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-
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2
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( - )
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( - )
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( 94 )
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( 242 )
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( - )
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( - )
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( - )
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( - )
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Dec 10
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-
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-
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98.780
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98.800
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-
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-
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-
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-
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-
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-
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0
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( - )
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( - )
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( 200 )
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( 321 )
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( - )
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( - )
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( - )
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( - )
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