Liffe has told Futures and Options Intelligence that it will introduce two new market-making schemes and a fee rebate to promote liquidity in its benchmark ‘short sterling’ and Euribor interest rate futures.
The exchange will introduce a market-making scheme for packs and bundles of its three month ‘short sterling’ Libor future and the three month Euribor future on March 19.
On the same day, Liffe will launch its second designated market maker scheme for an inter-contract spread strategy between futures on three month Euribor and the three month Eonia swap index.
Both market maker...