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This paper argues that, in the September 1992 European currency crisis, market trends in derivatives, interms of price volatility and change in volumes traded, might have represented an early indicator, inreference to the spot market, of the lack of confidence in the ability of the Italian Lira and the SterlingPound to maintain their parities within the ERM. The assessment is made by comparing the daily data onItalian/English interbank rates with the implicit yield on short-term interest rate futures and with amaximum compatible with the ERM band created by means of German interbank rates and changes in theexchange rates

The Credibility of the Exchange Rate Regime: An Analysis Trough 'Derivatives' of the September 1992 Crisis