|
Short Term Interest Rate (STIR) |
|
CONTRACT |
CONTRACT MONTH |
MINIMUM THRESHOLD LEVEL (LOTS) |
|
Eonia® Futures |
Outrights in all months |
250 |
|
Strategies involving all months |
375 in aggregate |
|
Eonia® Swap Index Futures |
Outrights in all months |
500 |
|
Strategies involving all months |
375 in aggregate |
| |
|
Eurodollar Futures * |
Outrights in the first year (white months) |
3,000 |
|
Outrights in the second year (red months) |
1,500 |
|
Outrights in all other months |
500 |
|
Strategies involving white months |
5,000 in aggregate |
|
Strategies involving red months |
3,000 in aggregate |
|
Strategies involving all other months |
1,000 in aggregate |
| |
|
Eurodollar Options* |
Outrights in white months |
3,000 |
|
Outrights red months |
1,000 |
|
Strategies involving white months |
5,000 in aggregate |
|
Strategies involving red months |
2,000 in aggregate |
| |
|
Eurodollar Mid-Curve Options |
Outrights in all months |
1,000 |
|
Strategies involving all months |
2,000 in aggregate |
| |
|
Euribor® Futures* |
Outrights in the first year (white months) |
3,000 |
|
Outrights in the second year (red months) |
1,500 |
|
Outrights in all other months |
500 |
|
Strategies involving white months |
5,000 in aggregate |
|
Strategies involving red months |
3,000 in aggregate |
|
Strategies involving all other months |
1,000 in aggregate |
| |
|
Euribor® Options* |
Outrights in white months |
3,000 |
|
Outrights red months |
1,000 |
|
Strategies involving white months |
5,000 in aggregate |
|
Strategies involving red months |
2,000 in aggregate |
| |
|
Euribor® One Year Mid-Curve Options |
Outrights in all months |
1,000 |
|
Strategies involving all months |
2,000 in aggregate |
Euribor® Two Year Mid-Curve Options |
Outrights in all months |
500 |
Strategies involving all months |
1,000 in aggregate |
| |
|
Short Sterling Futures* |
Outrights in white months |
2,000 |
|
Outrights in red months |
1,000 |
|
Outrights in all other months |
500 |
|
Strategies involving white months |
3,000 in aggregate |
|
Strategies involving red months |
2,000 in aggregate |
|
Strategies involving all other months |
1,000 in aggregate |
| |
|
Short Sterling Options* |
Outrights in white months |
2,000 |
|
Outrights in red months |
1,000 |
|
Strategies involving white months |
3,000 in aggregate |
|
Strategies involving red months |
2,000 in aggregate |
| |
|
Short Sterling One Year Mid-Curve Options |
Outrights in all months |
1,000 |
|
Strategies involving all months |
2,000 in aggregate |
Short Sterling Two Year Mid-Curve Options |
Outrights in all months |
500 |
Strategies involving all months |
1,000 in aggregate |
| |
|
Euroswiss Futures |
Outrights in white months |
1,000 |
|
Outrights in red months |
500 |
|
Strategies involving all months |
1,500 in aggregate |
| |
|
Euroswiss Options |
Outrights in all months |
1,500 |
|
Strategies involving all months |
1,500 each leg of strategy |
| |
|
Euroyen Futures |
Outrights in all months |
250 |
|
Strategies involving all months |
500 in aggregate |