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Strategies & Market Trends : The coming US dollar crisis -- Ignore unavailable to you. Want to Upgrade?

To: Real Man who wrote (4538)2/26/2008 9:38:51 PM
From: RockyBalboa  Read Replies (1) | Respond to 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.



To: Real Man who wrote (4538)2/26/2008 10:40:16 PM
From: Paul Kern  Respond to of 71475
 
Can you find
quotes for futures on ECB rates somewhere?

I think each country has a debt market. You would need to look up rate futures for the biggest individual economies; France and Germany.



To: Real Man who wrote (4538)2/26/2008 11:02:13 PM
From: Paul Kern  Respond to of 71475
 
FWIW the french claim to have the largest and most liquid debt market in the euro zone but, then, again, the french claim to have largest, best, most what have you in everything.


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