It should be noted that some key documents remain within this Liffe Market Handbook section because they are still in force under the new IFEU Rules and will remain so for the foreseeable future. This section also contains other documents that are for information purposes only.
| Date | Notice | Description |
|---|---|---|
| 19 MAY 1999 | LON1420 | Extension Of Basis Trading Facility - Index Futures Against A "Basket" Of Securities - Bond Futures Against Standard OTC Swaps |
| 17 FEB 2000 | LON1577 | Extensions to LIFFE's Basis Trading Facility Short Term Interest Rate Futures Against Standard Forward Rate Agreements, OTC Interest Rate Swaps and Bonds Exchange Traded Futures Against Relating OTC Options and OTC Options Strategies Asset Allocation Trades Involving a Broader Range of Futures Contracts |
| 21 FEB 2000 | LON1578 | Extensions to LIFFE's Basis Trading Facility Clarification of Hedge Ratios |
| 26 APR 2000 | LON1609 | Extension of Basis Trading Facility Inclusion of Exchange-Traded Funds ("ETFs") Within the Cash Leg of an Eligible Basket of Securities Against Index Futures Contracts |
| 09 DEC 2002 | LON2140 | Basis Trade Facility: Inclusion of "Repo Transactions as an Eligible Cash Leg Simplification of the Reporting Requirements for Basis Trades Involving Cash Bonds |
| 03 SEP 2003 | LON2276 | € Swapnote® Futures Contracts: Basis Trade Facility |
| 17 SEP 2004 | LON2515 | Pre-negotiation of LIFFE Business |
| 31 OCT 2005 | LON2702 | Basis Trading Facility: Addition to the Eligible Basis Trade Cash Legs in respect of the Three Month Euro (EURIBOR) Interest Rate Futures Contract |
| 28 MAY 2013 | LON3722 | Authorisation of Basis Trades in Exceptional CircumstancesUpdates to the Trading Procedures to reflect the migration to the Universal Trading Platform |