ICE Futures Europe

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.


Futures Contracts on Short Term Interest Rates (STIRS)

Futures Contracts on Bonds (BONDS)

Futures Contracts on Commodities

Liquidity Provider & Market Marker Programs



19 MAY 1999LON1420Extension Of Basis Trading Facility
- Index Futures Against A "Basket" Of Securities
- Bond Futures Against Standard OTC Swaps
17 FEB 2000LON1577Extensions to LIFFE's Basis Trading Facility
Short Term Interest Rate Futures Against Standard
Forward Rate Agreements, OTC Interest Rate Swaps and Bonds
Exchange Traded Futures Against Relating OTC
Options and OTC Options Strategies
Asset Allocation Trades Involving a Broader
Range of Futures Contracts
21 FEB 2000LON1578Extensions to LIFFE's Basis Trading Facility
Clarification of Hedge Ratios
26 APR 2000LON1609Extension of Basis Trading Facility Inclusion of
Exchange-Traded Funds ("ETFs") Within the
Cash Leg of an Eligible Basket of Securities
Against Index Futures Contracts
09 DEC 2002LON2140Basis Trade Facility: Inclusion of "Repo
Transactions as an Eligible Cash Leg
Simplification of the Reporting Requirements
for Basis Trades Involving Cash Bonds
03 SEP 2003LON2276€ Swapnote® Futures Contracts:
Basis Trade Facility
17 SEP 2004LON2515Pre-negotiation of LIFFE Business
31 OCT 2005LON2702Basis Trading Facility: Addition to the
Eligible Basis Trade Cash Legs in respect
of the Three Month Euro (EURIBOR)
Interest Rate Futures Contract
28 MAY 2013LON3722Authorisation of Basis Trades in Exceptional
CircumstancesUpdates to the Trading Procedures
to reflect the migration to the Universal
Trading Platform


17 SEP 2004LON2515Pre-negotiation of LIFFE Business
13 JAN 2014LON3785Pre-negotiation of Business in Gilt Futures Contracts


15 DEC 2014LON3873Termination of all LIFFE Memberships
30 JAN 2015LON3874Termination of all LIFFE Memberships