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

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