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Strategies & Market Trends : The coming US dollar crisis
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To: Real Man who wrote (4538)2/26/2008 9:38:51 PM
From: RockyBalboa  Read Replies (1) of 71475
 
Try FEU3,

it is the 3 Month Euribor. While not an ECB rate future, it gives a good indication of forward rates.

Mar: 95.60
Jun: 95.86
Sep: 94.14
Dec: 96.30
Mar, Jun 09: 96.43

Thats -75 until March 09.

The FEO1, one month Eonia (itself an overnight rate) is currently at the ECB funds rate, 4%

Mar: 95.99
Jun: 96.19
Sep: 96.44
Dec: 96.68
Jan09: 96.72

Until July 2007 the 3 Month Dec 08 rate was traded at pretty tight 4.75%, then by August it reached 4%, and ran down from 4.375% to 3.375% between End of December and Mid February.

again pointing to nearly 75bp cuts.
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