Eurex has come up with a dangerous way of advertising its liquidity, which it regards as its main arsenal in its skirmish with Euronext and the LSE to gain control of Liffe.

Organisers of Eurex's annual shindig, this year dubbed the 'Flow' Party, have equipped each invitee with instructions for turning an innocent piece of A4 paper into an effective water balloon. Should these origami 'bombs' be unleashed at the party - an affair that annually sees about 400 rowdy derivatives traders on their worst behaviour - it may turn into a very wet occasion indeed.