monthly news monthly news December 2017

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monthly statistics bulletin issue december

Transcription:

monthly news December 1 / 11

Figures Turnover in million Euro, single counted November Year Total Daily Average Total Daily Average 35 2 43,735 185 Turnover in November 17 reached 35 million (single counted) a decrease of 97% compared to October 17 ( 1,148 million) a decrease of 99.6% compared to November 16 ( 8,020 million) number of participants: 28 Volumes in million Euro 9.000 8.000 7.000 6.000 5.000 4.000 3.000 2.000 1.000 0 Avg 2016 Avg Nov 2016 Dec 2016 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov 1 / 10 Eurex Bonds Newsletter December

NEWS Termination of Eurex Bonds Business Operations Eurex Bonds GmbH will terminate its business operations as of 31 December. For procedural reasons, the last trading day will be 15 December. Only the Eurex Bonds (MIC: XEUB) market and its secondary request-for-quote (RFQ) system Eurex Bonds Negotiation Platform (ENP) will be terminated. The termination does not affect other trading venues within Deutsche Börse Group, i.e. all other business operations will continue. We would like to thank you for your cooperation and for being our esteemed counterparty over the past years. If you have any questions or require further information, please contact the Eurex Bonds Customer Support at tel. +49-69-211-1 12 22 or e-mail: info@eurex-bonds.com. 2 / 10 Eurex Bonds Newsletter December

Turnover by Market Segment November European Government Benchmark 94,29% German Govies 5,71% Year German Govies 92,2% Euro Zone Govt Linker 5,1% European Government Benchmark 2,7% 3 / 10 Eurex Bonds Newsletter December

Issuer Statistics Issuer Statistics November This Month Total Turnover Last Month Issuer Name in million (double counted) 1 2 France, Republic 52 2 5 The Netherlands, Kingdom 12 3 1 Germany, Federal Republic 4 4 2 Belgium, Kingdom 2 Issuer Statistics Year Rank in Issuer Name Total Turnover in million (double counted) 1 Germany, Federal Republic 85,044 2 France, Republic 1,656 3 Belgium, Kingdom 472 4 The Netherlands, Kingdom 124 5 Spain, Kingdom 86 6 Austria, Republic 56 7 Italy, Republic 14 8 Ireland, Republic 8 9 Finland, Republic 6 10 GEMEINSAME BUNDESLAENDER 2 4 / 10 Eurex Bonds Newsletter December

Total Turnover by Terms November by Terms between 6.5 and 13.5 years 14,3% over 13.5 years 5,7% below 1 year 51,4% between 3.5 and 6.5 years 25,7% between 1 and 3.5 years 2,9% Year by Terms over 13.5 years 4,9% below 1 year 10,5% between 6.5 and 13.5 years 25,3% between 3.5 and 6.5 years 15,1% between 1 and 3.5 years 44,1% 5 / 10 Eurex Bonds Newsletter December

New instruments information German Govies Short Name ISIN Name First Trade Date BD52 DE0001137719 BUBILL 16.05.2018 13.11. BS60 DE0001104701 BUNDSCHATZ 13.12.2019 14.11. European Government Benchmark Short Name ISIN Name First Trade Date F1RN FR0124584709 BTF 11.04.2018 01.11. NLBT NL0012650733 DTC 30.04.2018 06.11. KB6F BE0312760326 BGTB 08.11.2018 07.11. OFB8 FR0124584659 BTF 07.02.2018 08.11. I9AY IT0005311847 BOTS 14.11.2018 13.11. FTA4 FR0124584741 BTF 07.11.2018 16.11. OE1D ES0L01811162 SGLT 16.11.2018 17.11. IE0N IT0005312142 BTPS I/L 20.11.2023 0,25% 23.11. F1RS FR0124584667 BTF 21.02.2018 24.11. D3DM DK0009816647 DGTB 01.06.2018 29.11. F1R8 FR0124584717 BTF 09.05.2018 29.11. 6 / 10 Eurex Bonds Newsletter December

Top instruments per segment Top Instruments German Govies 1 BS56 DE0001104669 BUNDSCHATZ 14.12.2018 4,650 2 BS57 DE0001104677 BUNDSCHATZ 15.03.2019 3,960 3 BB62 DE0001102416 BUNDANL 15.02.2027 0,25% 3,056 European Government Benchmark 1 F1RV FR0013219177 FRTR 25.05.2022 121 2 5RF2 FR0010916924 FRTR 25.04.2026 3,5% 90 2 F1RU FR0013232485 FRTR 25.02.2020 90 Covered Bonds 1 BE08 DE000A14J3F7 LAND BERLIN 22.04.2025 0,25% 1 1 BU2A DE000A1684R1 LAENDERANL 01.10.2020 0,25% 1 Euro Zone Govt Linker 1 BL56 DE0001030567 BUND I/L 15.04.2026 0,1% 996 2 BL55 DE0001030559 BUND I/L 15.04.2030 0,5% 401 3 BL54 DE0001030542 BUND I/L 15.04.2023 0,1% 314 Top Instruments November German Govies 0 BB64 DE0001102432 BUNDANL 15.08.2048 1,25% 1 0 BS60 DE0001104701 BUNDSCHATZ 13.12.2019 1 European Government Benchmark 1 F1R6 FR0013283686 FRTR 25.03.2023 9 1 F1R2 FR0012634558 FRTR 25.02.2018 9 3 F1R5 FR0124423262 BTF 12.09.2018 5 7 / 10 Eurex Bonds Newsletter December

Simulation Calender Simulation Calendar Börse Frankfurt (XFRA) Simulation Schedule Release 17.0 November 06, - December 10, CW 45 Monday Tuesday Wednesday Thursday Friday Saturday Sunday Calendar Day 06.11. 07.11. 08.11. 09.11. 10.11. 11.11. 12.11. Online Time (CET/CEST) 00:00-24:00 00:00-16:00 10:00-16:00 10:00-16:00 10:00-24:00 00:00-24:00 00:00-24:00 Event Focus Day Audit Trail Batch Day No Yes Yes Yes No No No Business Day 07.11. 07.11. 08.11. 09.11. 14.11. 14.11. 14.11. CW 46 Monday Tuesday Wednesday Thursday Friday Saturday Sunday Calendar Day 13.11. 14.11. 15.11. 16.11. 17.11. 18.11. 19.11. Online Time (CET/CEST) 00:00-24:00 00:00-16:00 10:00-16:00 10:00-16:00 10:00-24:00 00:00-24:00 00:00-24:00 Event Batch Day No Yes Yes Yes No No No Business Day 14.11. 14.11. 15.11. 16.11. 22.11. 22.11. 22.11. CW 47 Monday Tuesday Wednesday Thursday Friday Saturday Sunday Calendar Day 20.11. 21.11. 22.11. 23.11. 24.11. 25.11. 26.11. Online Time (CET/CEST) 00:00-24:00 00:00-24:00 00:00-16:00 10:00-16:00 10:00-24:00 00:00-24:00 00:00-24:00 Event Batch Day No No Yes Yes No No No Business Day 22.11. 22.11. 22.11. 23.11. 28.11. 28.11. 28.11. CW 48 Monday Tuesday Wednesday Thursday Friday Saturday Sunday Calendar Day 27.11. 28.11. 29.11. 30.11. 01.12. 02.12. 03.12. Online Time (CET/CEST) 00:00-24:00 00:00-16:00 10:00-16:00 10:00-24:00 00:00-24:00 00:00-24:00 00:00-24:00 Event Batch Day No Yes Yes No No No No Business Day 28.11. 28.11. 29.11. 06.12. 06.12. 06.12. 06.12. CW 49 Monday Tuesday Wednesday Thursday Friday Saturday Sunday Calendar Day 04.12. 05.12. 06.12. 07.12. 08.12. 09.12. 10.12. Online Time (CET/CEST) 00:00-24:00 00:00-24:00 00:00-16:00 10:00-16:00 10:00-24:00 00:00-24:00 00:00-24:00 Event Batch Day No No Yes Yes No No No Business Day 06.12. 06.12. 06.12. 07.12. 12.12. 12.12. 12.12. 8 / 10 Eurex Bonds Newsletter December

Services and Contacts Eurex Bonds GmbH D-60485 Frankfurt/Main http://www.eurex-bonds.com Customer support Tel. +49 (0)69 211 1 12 22 (Monday Friday 09:00am 5.30pm) Fax +49 (0)69 211 1 70 03 Email: sales@eurex-bonds.com General Information requests Functional Helpdesk Trading * Tel. +49 (0)69 211 1 38 90 (Monday Friday 8.30am 6.00pm) Fax +49 (0)69 211 1 43 47 Email: eurex.bonds.ms@deutsche-boerse.com Functional requests and questions regarding the Eurex Bonds trading platform Functional Helpdesk Clearing (fixed income CCP) * Tel. +49 (0)69 211 1 72 34 (Monday Friday 7.00am 6.00pm) Fax +49 (0)69 211 1 43 34 Email: ccp@deutsche-boerse.com Functional FI-CCP requests and questions, e.g. regarding report selection and @X-PERT GUI Technical Helpdesk Trading Tel. +49 (0)69 211 1 84 00 (Monday Friday 6.00am 10.00pm) Fax +49 (0)69 211 1 84 01 Email: xetra-help@deutsche-boerse.com Technical requests and questions regarding Eurex Bonds trading platform (Xetra) Technical Helpdesk Clearing (fixed income CCP) Tel. +49 (0)69 211 1 28 00 (Monday Friday 8.00am 6.00pm) Fax +49 (0)69 211 1 84 01 Email: xetra-help@deutsche-boerse.com Technical FI-CCP +requests *incoming and outgoing telephone calls conducted to these hotlines of Eurex Bonds are recorded 9 / 10 Eurex Bonds Newsletter December

Eurex Deutsche Börse AG (DBAG), Clearstream Banking AG (Clearstream), Eurex Frankfurt AG, Eurex Clearing AG (Eurex Clearing) as well as Eurex Bonds GmbH (Eurex Bonds) and Eurex Repo GmbH (Eurex Repo) are corporate entities and are registered under German law. Eurex Zürich AG is a corporate entity and is registered under Swiss law. Clearstream Banking S.A. is a corporate entity and is registered under Luxembourg law. U.S. Exchange Holdings, Inc. and International Securities Exchange Holdings, Inc. (ISE) are corporate entities and are registered under U.S. American law. Eurex Frankfurt AG (Eurex) is the administrating and operating institution of Eurex Deutschland. Eurex Deutschland and Eurex Zürich AG are in the following referred to as the Eurex Exchanges. All intellectual property, proprietary and other rights and interests in this publication and the subject matter hereof (other than certain trademarks and service marks listed below) are owned by DBAG and its affiliates and subsidiaries including, without limitation, all patent, registered design, copyright, trademark and service mark rights. While reasonable care has been taken in the preparation of this publication to provide details that are accurate and not misleading at the time of publication DBAG, Clearstream, Eurex, Eurex Clearing, Eurex Bonds, Eurex Repo as well as the Eurex Exchanges and their respective servants and agents (a) do not make any representations or warranties regarding the information contained herein, whether express or implied, including without limitation any implied warranty of merchantability or fitness for a particular purpose or any warranty with respect to the accuracy, correctness, quality, completeness or timeliness of such information, and (b) shall not be responsible or liable for any third party s use of any information contained herein under any circumstances, including, without limitation, in connection with actual trading or otherwise or for any errors or omissions contained in this publication.this publication is published for information purposes only and shall not constitute investment advice respectively does not constitute an offer, solicitation or recommendation to acquire or dispose of any investment or to engage in any other transaction. This publication is not intended for solicitation purposes but only for use as general information. All descriptions, examples and calculations contained in this publication are for illustrative purposes only.eurex and Eurex Clearing offer services directly to members of the Eurex exchanges respectively to clearing members of Eurex Clearing. Those who desire to trade any products available on the Eurex market or who desire to offer and sell any such products to others or who desire to possess a clearing license of Eurex Clearing in order to participate in the clearing process provided by Eurex Clearing, should consider legal and regulatory requirements of those jurisdictions relevant to them, as well as the risks associated with such products, before doing so.eurex derivatives (other than EURO STOXX 50 Index Futures contracts, EURO STOXX Select Dividend 30 Index Futures contracts, STOXX Europe 50 Index Futures contracts, STOXX Europe 600 Banks/Industrial Goods & Services/Insurance/Media/Travel & Leisure/Utilities Futures contracts, Dow Jones Global Titans 50 IndexSM Futures contracts, DAX Futures contracts, MDAX Futures contracts, TecDAX Futures contracts, SMIM Futures contracts, SLI Swiss Leader Index Futures contracts, Eurex inflation/commodity/weather/property and interest rate derivatives) are currently not available for offer, sale or trading in the United States or by United States persons. Trademarks and service marks Eurex, Eurex Bonds, Eurex Repo, and Xetra are registered trademarks of DBAG. 10 / 10 Eurex Bonds Newsletter December