Wholesale trading
The Asset Allocation facility allows market participants to take positions in, or transfer exposure between two different Liffe contracts simultaneously. This facility allows members to manage the execution risk associated with establishing spread positions between related contracts (e.g. Short Sterling and Euribor® contracts), moving exposure along a yield curve (e.g. Short Sterling and Long Gilt contracts), and moving exposure between asset classes (e.g. FTSE100 and Long Gilt contracts).

Asset Allocation trades are available on all interest rate futures and STIR options contracts, as well as the following equity products:

  • Index Futures only (excluding Bel 20, FTSEurofirst 80 & 100, PSI and NL products)
  • All USFs (excluding MATCH and SSFs)
Further Information


Equity Derivatives
Tel: +44 (0)20 7379 2200
Email: equities@liffe.com

Fixed Income Derivatives
Tel: +44 (0)20 7379 2222
Email: stirs@liffe.com