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Liffe confirm Sonia and Eonia launch

by Colin Packham, Sydney

Liffe has confirmed that it will launch one month futures contracts on the Euro Overnight Indexed Average (Eonia) and the Sterling Overnight Indexed Average (Sonia), and a three month Eonia Swap Index futures contract in June 2008.

FO Week revealed a week earlier that the London exchange was examining the feasibility of launching the contracts and after a period of market consultation it has now approved the move which is designed to capitalise on existing turbulent market conditions.

Eonia contracts have proved slightly more...

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