(3 Month Eonia/3 Month Euribor Swap Index Futures)

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

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