U.S. Treasury futures have started trading on the NYSE Liffe U.S. from March 28, 2011. Two-year, five-year and 10-year U.S. Treasury futures, as well as U.S. Bond and Ultra Bond futures contracts are available.
Customers trading interest-rate futures will gain from the capital efficiencies of New York Portfolio Clearing’s ‘one-pot’ margining, which reviews margin across fixed income asset classes based on the actual risk of a clearing member’s portfolio. The new products add to the Eurodollar contract launched on March 21.Click here for the release from NYSE.