The Three Month Euro (Euribor®) Interest Rate contract suite comprises a Futures Contract, an Option on the Futures Contract and a One Year mid-Curve Option on the Futures Contract and is the flagship product of NYSE Liffe's STIR portfolio as well as an internationally used benchmark contract.

Referenced to the European Banking Federation's (FBE) Euribor® (Euro Inter-bank Offered Rate), the benchmark of the euro money market since 1999, NYSE Liffe's Euribor® contract suite offers market participants an easily accessible and liquid means of gaining exposure to this critical and increasingly used benchmark.

NYSE Liffe's Euribor® contract suite currently accounts for over 99% of euro denominated STIR exchange-traded derivative money market activity, with an Average Daily Volume (ADV) of over 1.2 million contracts (2007), NYSE Liffe's Euribor® delivers the liquidity and depth of market that market participants require to fulfill their trading and risk management objectives effectively and efficiently.

In 2007, NYSE Liffe extended the trading hours of its Euribor futures contract further into the Asian trading day reflecting the increasing international use of the contract. The trading hours of NYSE Liffe’s Euribor® futures contract are now;

With these trading hours market participants based n Europe, American and now Asia are able to trade the Euribor futures contract during their trading day.

If you would like to find out more information on NYSE Liffe’s Euribor® contract suite, please contact either your Account Manager, or:

Telephone: +44 (0) 20 7379 2222
Email: euribor@liffe.com