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Wholesale trading
Under the Asset Allocation facility, members and their clients are able to simultaneously execute trades consisting of the following combinations of contracts:

For combinations of the same duration:

  1. Universal Stock Futures contracts v Universal Stock Futures contracts;
  2. Equity Index contracts v Equity Index contracts;
  3. Equity Index contracts v Bond contracts;
  4. Short term interest rate (STIR) contracts v STIR contracts;
  5. Bond contracts v Bond contracts;
  6. Bond contracts v Swapnote® contracts;
  7. Swapnote contracts v Swapnote® contracts;

For combinations of different duration:

  1. STIR contracts v Bond contracts;
  2. STIR contracts v Swapnote® contracts;
  3. Bond contracts v Bond contracts;
  4. Bond contracts v Swapnote® contracts;
  5. Swapnote® contracts v Swapnote® contracts;

For combinations of options

  1. STIR options v STIR options

In respect of asset allocation trades between two STIR contracts, the two legs of the trade must involve the same delivery month (e.g. Sep 08 Euribor® versus Sep 08 Short Sterling contracts but not Dec 08 Short Sterling contracts).