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Fixed Income Highlights - September 2019 edition

Release date: 12 Sep 2019 | Eurex Exchange

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 Italian segments continue to grow, having outperformed YoY growth of the core benchmark sectors. We are starting to see our Fixed Income ETF options segment picking up and I’m excited by what we can potentially achieve in this space. Again, thank you to our members and partners for supporting us on this journey.

Facts & figures



News

The Working Group on Euro Risk-free Rates (RfR) recently issued further recommendations on the €STR transition. We spoke to Andreas Franke, who works in Eurex Clearing’s CCP Risk Management Department in the Risk Methodology OTC unit, about the working Group, its activities, recommendations and the challenges ahead.


As of 16 September, Eurex will offer Inter-Product Spread Strategies (IPS) for fixed income futures. With recent severe changes of the European yield curves inter-product spreads are sought-after hedging and trading instruments.


With its GC Pooling Cheapest-To-Deliver (CTD) Basket, Eurex Repo introduced new trading opportunities to customers as of 12 August. We spoke to Manan Wagishauser, Business & Product Development at Eurex Repo, about the background of this new product and what opportunities it offers to our clients.


Over the last couple of years, the Eurex Clearing team has worked on evolving today's clearing market structure to make clearing more efficient and the overall market more resilient. As any changes to market structure, this takes time, and now we are seeing the first results. Matthias Graulich, Member of the Executive Board of Eurex Clearing, shares some insights.


Eurex EnLight now offers the capability to do a "Working Delta" negotiation for situations where the requester may want to grant the responder more flexibility to hedge themselves before the deal is final. Please follow the link for the new Working Delta tutorial videos.

Events

After the successful forums in Frankfurt, Amsterdam, Paris and Stockholm, we are now heading for London! The Derivatives Forum is one of the leading events on derivatives, trading and risk management and the perfect opportunity to ask questions, find answers and network with your peers at the closing reception. Mark your calendar!



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