Asset Allocation

Bond derivatives (NYSE Liffe)-Wholesale trading/Types of order-Asset Allocation1

Introduction

The Asset Allocation Facility allows market participants to take positions in, or transfer exposure between two different NYSE Liffe contracts simultaneously.

This facility allows Members to manage the execution risk associated with establishing spread positions between related contracts (e.g. Short Sterling and Euribor® contracts), moving exposure along a yield curve (e.g. Short Sterling and Long Gilt contracts), and moving exposure between asset classes (e.g. FTSE100 and Long Gilt contracts).

Asset Allocation trades are available on all interest rate futures and STIR options contracts, as well as a number of equity products.

Further Information

Fixed Income Derivatives
Phone: +44 (0)20 7379 2222
Email: bonds@liffe.com
Email: stirs@liffe.com
Email: swapnote@liffe.com

Equity Derivatives
Phone: +44 (0)20 7379 2200
Email: equities@liffe.com