Liffe Interest Rates

Gain liquidity and flexibility while managing risk

Manage risk and capitalize on opportunities with Liffe, the world’s premier derivatives exchange. Our interest rates offering provides exposure to bond derivatives, short term interest rates and swaps. 

Bond Derivatives

Cost-effective on-exchange exposure to multi-term UK government bonds, sterling interest rates and long term Japanese government bonds.


On-exchange exposure to short-term euro, sterling and Japanese interest rates with our portfolio of STIR futures and options contracts.


Available only on Liffe, Swapnote is priced just like a bond, but with the same yield structure as the Euro swap yield curve.

Euribor Futures

Exceptional Liquidity and Depth of Market - The Most Heavily Traded STIR Derivatives Contracts in the World

Additional Strike Prices in Euribor Options

New exercise price intervals in back expiry months.




Access short-term swiss franc interest rates with Liffe’s Euroswiss futures and options contracts.



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Liffe Market Status

Access trading and rule changes, systems updates, testing opportunities and more.


Access an extensive collection of resources covering our interest rate products, including newletters, factsheets, contract specifications and trading strategies.

Customer Support

UK Phone: +44 (0)20 7379 2001