MARKET NOTICE SONIA 2018/033
MARKET NOTICE 2018-033
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
London Stock Exchange Derivatives Market (LSEDM) confirms that CurveGlobal® Three month SONIA1 Futures contract and accompanying Inter-Commodity Spread functionality will be available for trading starting on 30 April 2018.
Initially listed series will consist of 24 quarterly contracts, with the expiries reported in Annex 1.
On Thursday 21 June (the day after June IMM) the 25th quarterly contract will be also made available for trading.
Annex 1 also indicates the available Inter Commodity Spread (ICS) between CurveGlobal® Three month SONIA Futures and Three month Sterling Futures.
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
1Sterling Over Night Index Average (SONIA), benchmark administered by the Bank of England.
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.