New short end trading opportunities - Eonia futures
In 2008 NYSE Liffe launched one month Eonia and three month Eonia® Swap Index futures contracts. These contracts were developed in order to enhance the existing hedging opportunities provided by our comprehensive STIR products, as well as to provide new spread trading opportunities within the STIR portfolio.
Please see London Notice 3031 (14 May 2008) and London Notice 3042 (3 June 2008) for further details.
New implied functionality - Eonia/Euribor® ICS strategy
On Monday 14 December, NYSE Liffe will introduce implied functionality for the Eonia/Euribor® ICS strategy. This will allow both implied 'in' and implied 'out' prices to be generated between the ICS and the parent Eonia or Euribor futures contracts, enhancing liquidity in these markets. Please see here for further information.
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