Service Navigation

Fixed Income Highlights - August 2019 edition

Release date: 13 Aug 2019 | Eurex Exchange

Fixed Income Highlights - August 2019 edition

Market briefing


Fixed income markets saw European government bonds continue to rally in July as Central Banks increasingly evaluated dovish monetary policy to combat a weakening growth outlook and low inflation. The increased volatility during the usually quiet holiday period saw Eurex fixed income futures and options volumes 30 percent higher than July 2018.

Read the full market briefing by Lee Bartholomew, Head of Fixed Income Product R&D, Eurex
 

Facts & figures



News

 
Customer Survey: Tell us your needs

We are remodelling the functionalities on our website to better fit to your wishes and needs. Design with us the future by telling us what is important for you and which product parameters do you search and use. The survey should take less than 5 minutes to complete. Help us improve! Click here.


Introduction of the new "GC Pooling Cheapest-To-Deliver (CTD) Basket"

On 12 August 2019, Eurex Repo will introduce a new ring-fenced GC Pooling Basket in combination with new trade types, enabling members to fund, with minimized risk, the cheapest-to-deliver out of future delivery obligations for trades within the fixed income futures contract. The GC Pooling CTD Basket will contain German and French Government Bonds as deliverables of the next three futures expiries and will be automatically updated in case of an inclusion or exclusion of a deliverable security. Find out more here.
 

TriOptima record compression

TriOptima, a leading infrastructure service that lowers costs and mitigates risk in OTC derivatives markets, today announced that it has reduced notional outstanding at Eurex Clearing by 26% following a record compression run on 26 June 2019.
 
 
IBOR Reform - Challenge of transition

In the second part of the IBOR video series Marco Meijer, Senior Interest Rate Strategist Europe, BNP Paribas, discusses the challenges of the transition to the new risk-free rates.


IBOR Q&A

Need help with the transition to new risk-free reference rates? What are the next steps? What measurements are planned to switch from EONIA to €STR? How are you affected by this reform and what do you need to do? Our IBOR reform website has answers to these questions and provides you with a number of services and helpful tools as well as an overview of frequently asked questions.
 

Prisma Margin Estimator in Cloud - calculate your margin easily

The Cloud Prisma Margin Estimator (Cloud PME) is Eurex Clearing's cloud-based solution for margin simulations under Prisma, Eurex Clearing's margin methodology. The service is free of charge and specifically tailored for end users who wish to simulate margin requirements for Exchange Traded Derivatives (ETDs) or OTC interest rate swaps with or without cross margining. You can try our GUI or API now.

If you have any questions on risk or margin calculation please do not hesitate to contact our Clearing hotlines.
 

Events


After the successful forums in Frankfurt, Amsterdam and Paris, we are now heading for Stockholm!

Impact investing, technological advancements, regulation and geopolitical developments are rapidly changing our industry. We will touch on this paradigm shift at our Stockholm Derivatives Forum 2019. Topics of discussions are the impact of ESG and the evolution of the European financial markets landscape. Register now to join us in Stockholm on 5 September.



Please note that firewall or security systems might block access to the registration page. If this is the case, please check with your IT department for technical options.
 

 

Fixed Income Highlights – December 2019 edition

Fixed Income Highlights – December 2019 edition

Market briefing As with each of these briefings, I’d like to say thank you to the liquidity providers and market makers who help make our ...

Fixed Income Highlights - November 2019 edition

Fixed Income Highlights - November 2019 edition

Facts & figures News Eurex Clearing clears first cross currency swap transactions Eurex Clearing, one of the leading CCPs globally and part ...

Fixed Income Highlights - October 2019 edition

Fixed Income Highlights - October 2019 edition

Market briefing Lee Bartholomew, Head of Fixed Income Product R&D, Eurex Facts & figures News Three questions: Lee Bartholomew ...

Fixed Income Highlights - September 2019 edition

Fixed Income Highlights - September 2019 edition

Market briefing First, I would like to say a big thank you to our members for their continued support in volatile markets. The French and ...

Fixed Income Highlights - August 2019 edition

Fixed Income Highlights - August 2019 edition

Market briefing Fixed income markets saw European government bonds continue to rally in July as Central Banks increasingly evaluated dovish ...

Fixed Income Highlights - July 2019 edition

Fixed Income Highlights - July 2019 edition

Market briefing Overall, European Fixed Income markets continue to face headwinds from geopolitical and global event risks, namely the ...

Fixed Income Highlights - June 2019 edition

Fixed Income Highlights - June 2019 edition

Market briefing Fixed Income markets across the globe have rallied hard over the past month as trade tensions between China and the US ...

Fixed Income Highlights - May 2019 edition

Fixed Income Highlights - May 2019 edition

Market briefing April saw a continuation of the global equity markets rally against a backdrop of positive economic data from the U.S. and ...

Fixed Income Highlights - April 2019 edition

Fixed Income Highlights - April 2019 edition

Market briefing Lee Bartholomew, Head of Fixed Income Product R&D, Eurex Facts & figures News Generating alpha – Eurex Fixed ...

Fixed Income Highlights - March 2019 edition

Fixed Income Highlights - March 2019 edition

Market briefing Equities have been the focal point for the start of the 2019, with many pockets of Fixed Income performing well. Q1/2018 saw a ...

 
 
 
 

Market Status

XEUR

-

-

Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

Production newsboard

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.