(3 Month Euribor/3 Month Eonia 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
|
|
-
|
99.650
|
|
99.350
|
99.355
|
|
-
|
-
|
|
-
|
0.300
|
|
-
|
385
|
83327
|
|
|
( - )
|
( 207 )
|
|
( 5805 )
|
( 79248 )
|
|
( - )
|
( - )
|
|
( - )
|
( 207 )
|
|
|
|
|
|
|
|
|
|
|
Jun 10
|
|
-
|
-
|
|
99.245
|
99.250
|
|
-
|
-
|
|
-
|
-
|
|
-
|
-
|
154031
|
|
|
( - )
|
( - )
|
|
( 16314 )
|
( 11266 )
|
|
( - )
|
( - )
|
|
( - )
|
( - )
|
|
|
|
|
|
|
|
|
|
|
Sep 10
|
|
-
|
-
|
|
99.020
|
99.025
|
|
0.255
|
-
|
|
-
|
-
|
|
15
|
15
|
254432
|
|
|
( - )
|
( - )
|
|
( 4515 )
|
( 1305 )
|
|
( 15 )
|
( - )
|
|
( - )
|
( - )
|
|
|
|
|
|
|
|
|
|
|
Dec 10
|
|
-
|
-
|
|
98.780
|
98.785
|
|
0.260
|
-
|
|
-
|
-
|
|
-
|
-
|
210433
|
|
|
( - )
|
( - )
|
|
( 870 )
|
( 1635 )
|
|
( 225 )
|
( - )
|
|
( - )
|
( - )
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|