Market Notice: 2018/017
Launch of CurveGlobal® Three month SONIA Futures and accompanying Inter-Commodity Spreads between CurveGlobal® Three month SONIA Futures and Three month Sterling Futures confirmed as 30 April 2018
Further to Market Notice 2018/012, London Stock Exchange Derivatives Market (LSEDM) confirms that CurveGlobal® Three month SONIA1 Futures contract and accompanying Inter-Commodity Spread functionality will be admitted to trading on 30 April 20182.
The Contract and associated Inter-Commodity Spread functionality is now available for testing in the Customer Development Service (CDS) environment.
If you have any questions, please contact the LSEDM Sales Team on +44 (0) 20 7797 3833.
London Stock Exchange
Capital Markets, LSEG
Telephone: +44 (0) 20 7797 3833
10 Paternoster Square, London, EC4M 7LS
1 Sterling Over Night Index Average (SONIA), benchmark administered by the Bank of England.
2 Subject to regulatory approval and successful deployment of SOLA 12 (please refer to Technical Notice on SOLA12 Functional Release).
The “SONIA” mark is used under licence from the Bank of England (the benchmark administrator of SONIA), and the use of such mark does not imply or express any approval or endorsement by the Bank of England. “Bank of England” and “SONIA” are registered trademarks of the Bank of England.