Futures and Options listed markets

 

10 & 5 years French Notional (MATIF in the 90's)

30 years & 10 years TBonds and TNotes (LIFFE in the 90's, CME)

10 years Bunds, 5 years Boble, 2 years Shatz (LIFFE in the 90's, EUREX)

3mth Eurollar, Eurodem, Pibor now Euribor (MATIF, LIFFE, CME)

 

OTC markets

 

Fra's or Forward Rate Agreements on;

USD, JPY, EURO, GBP

 

IRS or Interest Rates Swap / OIS or Overnight Interest Rates Swap on

USD JPY EURO GBP

 

Swaps with linear or non linear paying off on;

French Franc markets, with Pibor and money market Reference TAM, T4M, TAG, on Libor and EURIBOR

 

Cap & Floor with linear or non linear paying on;

(FRF) USD JPY EURO GBP

 

Swaptions on;

(FRF) USD JPY EURO GBP

 

Cross Currency Swap on;

(FRF) USD JPY EURO GBP