(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 ) ( - )   ( - ) ( - )  
             

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