Eurex basis trades

The EUREX/LCH tool is expected to enable traders to facilitate better management of their clearing house risk and provide control over orders and confidentiality at a lower cost than voice-based or hybrid trading pathways. No other trading platform currently offers the ability for EUREX/LCH Basis swaps to be negotiated on a purely electronic basis, making this trade the first of its kind to be completed in the derivatives market. Wematch’s workflow platform provides technology to transform how traders match, negotiate and manage trades. The EUREX/LCH Basis swap tool enables traders to easily manage their clearing house risk. As such, the new functionality gives complete control over orders and confidentiality and at a

Eurex Clearing AG uses cookies to improve its website. If you continue to browse our website, you agree with our use of cookies. For more details and how to manage cookies (i.e. to object web analytics), please see our Latest CCP basis trades articles on risk management, derivatives and complex finance Hosted by Risk.net, these awards bring together recognition of the leading vendor solutions for credit, operational and enterprise-wide risk management. LCH-Eurex basis falls 80% as insurers head to Frankfurt. Basis Trading and the Implied Repo Rate 43Author: Moorad Choudhry long future with potential problems if there is a change in yields sufficient to change the CTD from one bond to another. Basis Trade at Index Close (BTIC) and BTIC+ transactions enable market participants to execute a basis trade relative to the official close for the underlying index. Furthermore, BTIC+ on E-mini S&P 500 now allows customers to executive this trade days in advance of the closing index print. leg trades and 10 minutes from of time of execution for block trades consisting of two or more legs. For block trades executed outside of normal trading hours, the block trade must be reported to the Exchange no later than 5 minutes prior to the open of the next trading session for the particular block eligible contract

Become part of a global network connecting more than 7,700 traders in over 35 countries, trading more than 6,0 million contracts daily. Trade at Eurex Exchange and enjoy one-stop-shopping. We provide you with direct access to more than 2,000 products — including some of the most liquid derivatives in the world.

electronic EUREX/LCH Basis swap trade between Societe Generale and Landesbank Baden-Württemberg Wematch, the web-based matching and negotiation platform, has hosted a EUREX/LCH Basis swap trade on its electronic trading platform, carried out between Societe Generale and Landesbank Baden-Württemberg (LBBW). The EUREX/LCH tool is expected to enable traders to facilitate better management of their clearing house risk and provide control over orders and confidentiality at a lower cost than voice-based or hybrid trading pathways. No other trading platform currently offers the ability for EUREX/LCH Basis swaps to be negotiated on a purely electronic basis, making this trade the first of its kind to be completed in the derivatives market. Wematch’s workflow platform provides technology to transform how traders match, negotiate and manage trades. The EUREX/LCH Basis swap tool enables traders to easily manage their clearing house risk. As such, the new functionality gives complete control over orders and confidentiality and at a

18 Feb 2020 Wematch said the Eurex/LCH basis swap was carried out between is a non- hybrid, pure electronic negotiating platform, allowing traders 

21 Jun 2016 ISA Direct is a new way for clients, clearing firms and Eurex Clearing as CCP to Basis trades on bond futures help maintain efficient markets. FRANKFURT/NEW YORK/CHICAGO, March 12, 2008 - Eurex, the International Securities Exchange (ISE), and The Options Clearing Corporation (OCC) today  Become part of a global network connecting more than 7,700 traders in over 35 countries, trading more than 6,0 million contracts daily. Trade at Eurex Exchange and enjoy one-stop-shopping. We provide you with direct access to more than 2,000 products — including some of the most liquid derivatives in the world. Eurex Repo is a leading provider for international financing in the secured money market business (repo and securities lending). Its highly liquid marketplace combines electronic trading with the efficiency and safety of clearing as well as standardized collateral management and settlement for secured funding and financing transactions - and is continuously growing. The Eurex basis trading facility processes transactions that have been concluded off-exchange in Eurex futures against a simultaneous cash transaction in fixed-income bonds. The resulting Eurex positions are cleared and settled by Eurex Clearing.

The CCP Switch trade means that one Dealer on the trade is willing to pay away the basis in order to reduce exposure. Using our earlier 30Y example this would mean this Dealer is willing to pay fixed on a CME Swap at 2.76734 and receive fixed on an LCH Swap at 2.74584.

Basis Trade at Index Close (BTIC) and BTIC+ transactions enable market participants to execute a basis trade relative to the official close for the underlying index. Furthermore, BTIC+ on E-mini S&P 500 now allows customers to executive this trade days in advance of the closing index print. leg trades and 10 minutes from of time of execution for block trades consisting of two or more legs. For block trades executed outside of normal trading hours, the block trade must be reported to the Exchange no later than 5 minutes prior to the open of the next trading session for the particular block eligible contract The CCP Switch trade means that one Dealer on the trade is willing to pay away the basis in order to reduce exposure. Using our earlier 30Y example this would mean this Dealer is willing to pay fixed on a CME Swap at 2.76734 and receive fixed on an LCH Swap at 2.74584.

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leg trades and 10 minutes from of time of execution for block trades consisting of two or more legs. For block trades executed outside of normal trading hours, the block trade must be reported to the Exchange no later than 5 minutes prior to the open of the next trading session for the particular block eligible contract The CCP Switch trade means that one Dealer on the trade is willing to pay away the basis in order to reduce exposure. Using our earlier 30Y example this would mean this Dealer is willing to pay fixed on a CME Swap at 2.76734 and receive fixed on an LCH Swap at 2.74584.

Option strategies or option volatility strategies on the basis of Eurex options listed in the table are also admitted to the Block Trade Service. The Minimum Block  1 Feb 2020 19th Amendment Ordinance to the Conditions for Trading at Eurex on the basis of floor trading at the Frankfurt Stock Exchange Editorial  The trading technology of Xetra was designed and implemented on the basis of Eurex trading technology; this was undertaken on behalf of Deutsche Börse AG