LIFFE Resources: London Handbook
It should be noted that some key documents remain within this Liffe Market Handbook section because they are still in force under the new IFEU Rules and will remain so for the foreseeable future. This section also contains other documents that are for information purposes only.
Contract Information
Futures Contracts on Short Term Interest Rates (STIRS)
Futures Contracts on Bonds (BONDS)
Futures Contracts on Commodities
Liquidity Provider & Market Marker Programs
Basis Trades
| Date | Notice | Description |
|---|---|---|
| 19 MAY 1999 | Extension Of Basis Trading Facility | |
| 17 FEB 2000 | Extensions to LIFFE's Basis Trading Facility | |
| 21 FEB 2000 | Extensions to LIFFE's Basis Trading Facility<br> Clarification of Hedge Ratios | |
| 26 APR 2000 | Extension of Basis Trading Facility Inclusion of | |
| 09 DEC 2002 | Basis Trade Facility: Inclusion of "Repo | |
| 03 SEP 2003 | € Swapnote® Futures Contracts: | |
| 17 SEP 2004 | Pre-negotiation of LIFFE Business | |
| 31 OCT 2005 | Basis Trading Facility: Addition to the | |
| 28 MAY 2013 | Authorisation of Basis Trades in Exceptional |
Pre-Negotiation of Business
LIFFE Memebership
LIFFE Historical Notices
Historical Liffe Notices from 2005 - 2014
- 2014 Notices (LON3783 - LON3872)
- 2013 Notices (LON3680 - LON3782)
- 2012 Notices (LON3552 - LON3679)
- 2011 Notices (LON3378 - LON3551)
- 2010 Notices (LON3239 - LON3377)
- 2009 Notices (LON3111 - LON3238)
- 2008 Notices (LON2989 - LON3110)
- 2007 Notices (LON2834 - LON2988)
- 2006 Notices (LON2729 - LON2833)
- 2005 Notices (LON2583 - LON2728)
Additional Historical Liffe notices can be provided upon request.