NYSE Liffe’s bond derivatives portfolio provides cost-effective long-term exposure to sterling interest rates and UK and Japanese government bonds with the following contracts:

- Long Gilt futures and options contracts
- Japanese Government Bond (JGB) futures contract.

Our flagship Long Gilt futures contract is one of the fastest growing bond futures contracts in the world with an ADV of some 120,000 (May, 2009). Based upon a significantly liquid part of the bond curve (8¾ to 13 year bonds), it complements our Short Sterling futures contract to offer a range of hedging and trading opportunities along the government bond and money market curves.

Referencing one of the world’s largest bond markets, the JGB future is also a benchmark contract - covering the most liquid section of the Japanese government bond curve.

Our Long Gilt and JGB contracts are complemented by our Swapnote® futures and options contracts, which provide longer-dated Euro denominated interest rate exposure (two, five and ten year maturities are listed).

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