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LIST OF MARKETS AND PRODUCTS

Details of the following products are provided for information purposes only, and we do not guarantee the accuracy of the data.

We are proud to be one of the few liquidity providers providing prices on US Treasury and Euro$ options in the European morning session (ie pre CBOT and CME open).

› US Treasury Futures and Options
› European Fixed Income Futures and Options
› Euribor Futures and Options
› Short Sterling Futures and Options
› Eurodollar Futures and Options
US TREASURY FUTURES AND OPTIONS
30yr T-Bond
10yr T-Note

5yr T-Note
Option Future
Value of 1 point: USD 1000 USD 1000
Tick size: 0^01 (64ths) 0^01 (32nds)
Tick value:

 USD15.625

 USD 31.25
Option type: American
Option settlement: Settles into nearest quarterly future

Option/Future Hedge ratio:

1:1

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EUROPEAN FIXED INCOME FUTURES AND OPTIONS
Euro-BUND 10yr 6% notional
Euro-BOBL 5yr 6% notional

Euro-SHAZ

2yr 6% notional
Option Future
Value of 1 point: EUR 1000.00 EUR 1000.00
Tick size: 0.01 0.01
Tick value:

 EUR10.00

 EUR 10.00
Option type: American
Option settlement: Settles into nearest quarterly future

Option/Future Hedge ratio:

1:1

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EURIBOR FUTURES AND OPTIONS

Three-month Euro Euribor interest rate futures and options
Option Future
Value of 1 point: EUR 2500 EUR 2500
Tick size: 0.005 0.005
Tick value:

 EUR 12.50

 EUR 12.50
Option type: American
Option settlement: Cash

Option/Future Hedge ratio:

1:1

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SHORT STERLING FUTURES AND OPTIONS

90-Day Sterling LIBOR futures and options trading on Liffe Connect
Option Future
Value of 1 point: GBP 1250 GBP 1250
Tick size: 0.005 0.01
Tick value:

 GBP 6.25

 GBP 12.50
Option type: American
Option settlement: Cash

Option/Future Hedge ratio:

1:1

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EURODOLLAR FUTURES AND OPTIONS

90-day US interest rate futures and options
Option Future
Value of 1 point: USD 2500 USD 2500
Tick size: 0.0025 0.005
Tick value:

 USD 6.25

 USD 12.50
Option type: American
Option settlement: Cash

Option/Future Hedge ratio:

1:1

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