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  • Service Navigation

    Fixed Income Market Briefing

    Release date: 12 Jun 2019 | Eurex Exchange

    Fixed Income Highlights - June 2019 edition

    Latest Edition

    Market briefing


    Fixed Income markets across the globe have rallied hard over the past month as trade tensions between China and the US continue to pressure yields and keep volatility low. Any spike in volatility is sold as yields grind lower. Investors continue to favor safe haven buying and there has been heavy buying of US Treasuries. Euro swaps continue to bull flatten as there has been strong interest to receive the long end of the curve from the buy side. Across futures and options, volumes have been low with the only bright spot being French OAT’s. This segment has held up well with volumes up about 5%. In the volatility space both implied and realized vol continues to be sold, with 10 day implied around 1.5%. The July Bund has edged under 3.75% as the market continues to sell calls and buy 1x2 put spreads. It’s hard to get excited about vol at these levels as the market continues to grind higher in futures which helps to keep volatility at all-time lows.

    Lee Bartholomew, Head of Fixed Income Product R&D, Eurex
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    Facts & figures




    News


    Clients have gained substantial confidence in the quality of euro clearing in Frankfurt. This is demonstrated by increasing volumes across all tenors, a market share of more than 14 percent in notional outstanding of EUR denominated OTC interest rate derivatives (IRD), and a growing demand on the buy side.

    Traiana, a leading infrastructure service which provides trade life-cycle and risk management solutions, today announced that it has provided direct central clearing connectivity to Eurex.?

    As Eurex Clearing’s CCP service continues to establish itself, Matthias Graulich discusses the outlook for the Lending CCP in the latest issue of Securities Lending Times.?


    Events

    Derivatives Forum Amsterdam & Paris: Register now!

    Impact investing, technological advancements, regulation and geopolitical developments are rapidly changing our industry. We will touch on this paradigm shift at our Derivatives Forum 2019. Topics of discussions are changing market structures, the impact of ESG and the evolution of the European financial markets landscape. Register now to join us in Amsterdam on 13 June and in Paris on 25 June!


    The updated EMIR regulation introduces the new category “Small Financial Counterparties” (e.g. UCITS/AIFs). Such counterparties should now start to calculate and document the CCP clearing thresholds. If no calculation is made, they are automatically subject to the clearing obligation.

    Join this webinar to be prepared for the new clearing obligation and to be able to carry out CCP clearing of interest rate derivatives in investment funds (UCITS/AIFs).

    From market structures to central clearing to ESG: the agenda of FIA’s International Derivatives Expo (IDX) 2019, which took place from 4 to 5 June at The Brewery in London, was packed with topics catching the attention of the industry.

    This one-day seminar provides a brief overview of Eurex Clearing. Participants gain insights into clearing membership requirements and clearing services. In this semiar, Eurex Clearing's risk and default management process will be described. The next seminar takes place on 30 September in London.


    Eurex Exchange - The home of the euro yield curve

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    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 ...

    Fixed Income Highlights - February 2019 edition

    Fixed Income Highlights - February 2019 edition

    Market briefing A cautious start is how I'd describe the start to 2019. European Fixed Income (FI) markets have been notably quiet with a ...

    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 ...

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  • 【理上网来·喜迎十九大】精神之“钙”是拒腐防变的良药 2019-06-22
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  • 北京市北京盛运顺通综合店【在线咨询】 2019-06-19
  • 青海省直机关纪工委与派驻纪检监察组同向发力br扎实推进机关党风廉政建设向纵深发展 2019-06-19
  • 国舜科技姜强:网络安全服务标准化将成未来发展趋势 2019-06-13
  • 思想与用词停留在三十年前。 2019-06-13
  • 《2015中国音乐产业发展报告》发布 2019-06-06
  • 拥有大智慧的中国古人就把“子”和“女”结合在一体,造出一个会意字“好”字。一直就用这个“好”的感觉结果去衡量其它任何生存环境中的万物万事所给人的感觉。 2019-06-06
  • 英国顶级艺术院著名大楼再度起火 2014年曾发生火灾 2019-06-04
  • “大功三连”指导员王金龙责无旁贷学习先行走在前列 2019-05-27
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