Mako Financial Markets

FIXED INCOME OPTIONS

Details of the following products are provided for information purposes only, and we do not guarantee the accuracy of the data.

We are proud to be able to provide prices from one of the few liquidity providers on US Treasury and Euro$ options in the European morning session. (ie pre CBOT and CME open).

› US Treasury Futures and Options
› European Fixed Income Futures and Options
› Euribor Futures and Options
› Short Sterling Futures and Options
› Eurodollar Futures and Options

US TREASURY FUTURES AND OPTIONS

30yr T-Bond
10yr T-Note

5yr T-Note

	Option	Future
Value of 1 point:	USD 1000	USD 1000
Tick size:	0^01 (64ths)	0^01 (32nds)
Tick value:	USD15.625	USD 31.25

Option type:	American
Option settlement:	Settles into nearest quarterly future
Option/Future Hedge ratio:	1:1

EUROPEAN FIXED INCOME FUTURES AND OPTIONS

Euro-BUND	10yr 6% notional
Euro-BOBL	5yr 6% notional
Euro-SHAZ	2yr 6% notional

	Option	Future
Value of 1 point:	EUR 1000.00	EUR 1000.00
Tick size:	0.01	0.01
Tick value:	EUR10.00	EUR 10.00

Option type:	American
Option settlement:	Settles into nearest quarterly future
Option/Future Hedge ratio:	1:1

EURIBOR FUTURES AND OPTIONS

Three-month Euro Euribor interest rate futures and options

	Option	Future
Value of 1 point:	EUR 2500	EUR 2500
Tick size:	0.005	0.005
Tick value:	EUR 12.50	EUR 12.50

Option type:	American
Option settlement:	Cash
Option/Future Hedge ratio:	1:1

SHORT STERLING FUTURES AND OPTIONS

90-Day Sterling LIBOR futures and options trading on Liffe Connect

	Option	Future
Value of 1 point:	GBP 1250	GBP 1250
Tick size:	0.005	0.01
Tick value:	GBP 6.25	GBP 12.50

Option type:	American
Option settlement:	Cash
Option/Future Hedge ratio:	1:1

EURODOLLAR FUTURES AND OPTIONS

90-day US interest rate futures and options

	Option	Future
Value of 1 point:	USD 2500	USD 2500
Tick size:	0.0025	0.005
Tick value:	USD 6.25	USD 12.50

Option type:	American
Option settlement:	Cash
Option/Future Hedge ratio:	1:1