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ICE Announces New NYSE Liffe European Government Bond Futures And Swapnote® Contracts - 21 New Interest Rate Futures Contracts To Launch In The Second Quarter

Date 03/04/2014

IntercontinentalExchange Group (NYSE: ICE), the leading global network of exchanges and clearing houses, today announced that NYSE Liffe will launch new European Government Bond futures and Swapnote® futures contracts.

These products, in combination with NYSE Liffe’s existing short-term interest rate contracts, mean that NYSE Liffe now offers the most comprehensive on-exchange interest rate offering in Europe, across both the interbank and government yield curves.

The European Government Bond and Swapnote® futures contracts will be available on the NYSE Liffe trading platform and via Bclear. The contracts will be cleared at ICE Clear Europe, alongside the benchmark Euribor and Euro Swapnote® futures contracts, providing cross margin benefits and capital efficiencies for market participants.

The Exchange expects the following contracts will be available for trading on May 27, 2014, subject to conclusion of regulatory processes:

NYSE Liffe European Government Bond Futures

German Government Bond futures (2, 5, 10 and 30 year contracts)
Swiss Government Bond futures (5 and 10 year contracts)
Italian Government Bond futures (2, 5 and 10 year contracts)
Spanish Government Bond futures (2, 5 and 10 year contracts)

The Exchange expects the following contracts will be available for trading on April 22, 2014, subject to conclusion of regulatory processes:

NYSE Liffe Swapnote® Futures

Swiss Swapnote® futures (2, 5, and 10 year contracts)
Sterling Swapnote® futures (2, 5, 10 and 30 year contracts)
Euro Swapnote® futures (30 year contract)
US Dollar Swapnote® futures (30 year contract)

In the fourth quarter 2014, ICE plans to migrate NYSE Liffe interest rate products to ICE Futures Europe and the ICE trading platform. The migration will consolidate ICE’s global interest rate franchise at ICE Futures Europe and ICE Clear Europe, streamlining technology and capital efficiencies for customers.