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Fixed Income Highlights – October 2018 edition

Release date: 10 Oct 2018 | Eurex Exchange

Fixed Income Highlights – October 2018 edition


Philip Simons, Global Head Fixed Income Sales Derivatives, Funding & Financing


Facts & figures



News section

Euro clearing in Frankfurt? Costs are no longer a hurdle.

In his latest blog, Matthias Graulich, Member of the Executive Board of Eurex Clearing, explains that while bid/offer spreads used to be higher for Eurex cleared Euro swaps for the last couple of years, our Partnership Program has helped taking this hurdle.

Byron Baldwin: alpha generating strategies for European Fixed Income

Generating Alpha in European Fixed Income is extremely difficult. Byron Baldwin, Deputy Global Head, Fixed Income Trading & Clearing Sales, explains how Eurex can generate a number of very efficient leveraged relative value / duration neutral strategies for the buy side and sell side.

Thomas Laux: "Ten years after Lehman, we are much better prepared"

The tenth anniversary of the biggest financial market shock in the history of the global economy is now upon us: the Lehman bankruptcy completely changed the world of banks, exchanges, clearing houses and their regulators. Thomas Laux, Member of the Executive Board and Chief Risk Officer at Eurex Clearing, talks about the approach of Eurex Clearing during the Lehman crisis and which lessons the clearing house learned from it.

Introduction of Three-Month SARON® Futures on 29 October 2018

Regulatory pressure, along with ongoing issues regarding LIBOR, has created the need for alternative risk free reference rates (RFRs). In Switzerland SARON® has been the alternative interest rate benchmark since end of 2017. To help the market with an orderly transition to the new benchmark, Eurex is launching a Three-Month SARON® Futures contract, the first exchange-traded SARON® Futures globally, on the 29th of October, 2018. SARON® Futures constitute a market-driven alternative that seeks to attract market participants by providing the opportunity to hedge their CHF exposures while benefiting from cross margining opportunities at Eurex Clearing AG.

Events

Eurex would like to invite you to the Derivatives Forum 2018. At the Forum, industry experts will focus on the key issues that will shape the derivatives industry of the future. The conference will feature panels on product innovation across asset classes, fintech and geopolitical issues such as Brexit.

 

Fixed Income Highlights – January 2019 edition

Fixed Income Highlights – January 2019 edition

Market briefing Starting the year off with good momentum is always a step in the right direction and last year was a good year for Eurex across ...

Fixed Income Highlights – December 2018 edition

Fixed Income Highlights – December 2018 edition

Market briefing November was a strong month overall for Eurex, with futures and options volumes up across the board. Despite the European Central ...

Fixed Income Highlights – November 2018 edition

Fixed Income Highlights – November 2018 edition

Market briefing Volumes in core European rate futures and options increased substantially in light of the recent equity market downturn and ...

Fixed Income Highlights – October 2018 edition

Fixed Income Highlights – October 2018 edition

Market briefing Philip Simons, Global Head Fixed Income Sales Derivatives, Funding & Financing Facts & figures News section Euro ...

Fixed Income Highlights - September 2018 edition

Fixed Income Highlights - September 2018 edition

Market Briefing August was a strong month for Fixed Income markets in general, with strong volume growth across our core benchmark products, both ...

Fixed Income Highlights - August 2018 edition

Fixed Income Highlights - August 2018 edition

Market Briefing Reflecting on July, European Fixed Income markets were left largely treading water with low levels of realized volatility across ...

Fixed Income Highlights - July 2018 edition

Fixed Income Highlights - July 2018 edition

Market Briefing [Video] Lee Bartholomew, Head of Fixed Income & FX Product R&D Facts & figures News section In June, we expanded our ...

Fixed Income Highlights - June 2018 edition

Fixed Income Highlights - June 2018 edition

Market briefing In May, geopolitical risks such as the uncertainty arising from the Italian elections continued to drive European FIC markets.

Fixed Income Highlights - IDX 2018 May special edition

Fixed Income Highlights - IDX 2018 May special edition

OTC IRD volume development May saw record volumes at Eurex Clearing with total open interest now over EUR 6.5 trillion and overall notional ...

Fixed Income Highlights - April 2018 edition

Fixed Income Highlights - April 2018 edition

Market briefing . Lee Bartholomew, Head of Fixed Income & FX Product R&D, Eurex Facts & figures Focus Clearing: Record Activity in ...

 
 
 

Interest rate derivatives

Welcome to the home of the euro yield curve

Interest rate derivatives make up one of the largest markets in the world. About 70 percent of all listed and centrally cleared euro interest rate derivatives are traded on Eurex Exchange. These figures relate to the fixed income and money market segment.

Coverage of the euro yield curve

Interest rate derivatives

Equity Index Newsletter & Market Briefs

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Stay ahead of the curve with our fixed income derivatives

Fixed Income Flyer

As the home of the euro yield curve we cover the entire euro yield curve from overnight to long dated bond futures. This new flyer informs about our product spectrum of cash bonds, repo, listed and OTC derivatives.

All about our fixed income portfolio

We list some of the world's most heavily traded fixed income futures as well as fixed income options.

All about our money market portfolio

With our EURIBOR and EONIA derivatives as well as the EUR Secured Funding and LDX IRS Constant Maturity Futures you can manage short-term liquidity and interest rate risks in the best possible way.

All about Eurex Repo

Eurex Repo is the leading European market place for international secured funding and financing covering the GC Pooling, Repo, SecLend and Triparty Repo.

Vassily Pascalis

London Representative Office
Sales

11 Westferry Circus, 2nd Floor, Canary Wharf
London E14 4HE

T +44-20-78 62-72 11

 

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