(3 Month Euribor/3 Month Eonia 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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Sep 10
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-
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-
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99.040
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99.045
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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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97265
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( - )
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( - )
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( 1195 )
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( 3232 )
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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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98.950
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98.955
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-
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-
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-
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-
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-
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100
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129743
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( - )
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( - )
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( 10 )
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( 2401 )
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( - )
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( - )
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( - )
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( - )
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Mar 11
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-
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-
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98.860
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98.865
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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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91304
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( - )
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( - )
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( 262 )
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( 1499 )
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( - )
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( - )
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( - )
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( - )
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Jun 11
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-
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-
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98.760
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98.765
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-
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-
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-
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-
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20
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20
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110149
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( - )
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( - )
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( 174 )
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( 859 )
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( - )
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( - )
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( - )
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( - )
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