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Le cumul des mandats dissertation topics essay on waterfalls in telugu language ebola situation report sierra leone blood welcome to the summer 2015 your ex fixed-income webinar home of the euro yield curve as this is a recorded webinar there will be a list of your ex names and locations given at the end of the presentation to contact with any questions the agenda will involve the wide array of fixed income derivatives that your ex offers while also touching on Prisma clearing and a few trade ideas let's begin with the changes in a few you yield curbs from 2007 to today shown here Germany's yield curve very closely represented many of its European neighbors providing a fair proxy to hedge much of the --use diverse bond risk notice that the curve was high and nearly flat in 2007 an irrationally exuberant time period it's deepened quickly as the global financial crisis began and recently was nearly flat again albeit lower overall due to a persistent lack of growth ECB QE and a dovish short-term rate environment driving short end Treasury rates into negative territory and long end rates to near zero as well displayed here are the same time periods as the previous slide but these graphs represent the French and Italian yield curves notice the different reactions in the French and Italian curves immediately following the 2008 crisis the Italian long end remained and has to this day stayed relatively high throughout this time essentially due to Italy's risk and debt profile differing from that of France and Germany with this in mind in the late 2000s it was becoming clear that German derivatives as a proxy for all of the EU fixed income risk was inadequate so your ex began to offer more than only German benchmarks to customers looking to hedge EU based fixed income risk this enter EU rate divergence became a great opportunity for your ex offer fixed income futures and options that better represented the new reality of fixed income risk in the EU fred's and options with new products come new opportunities displayed here is a chart of many EU 10-year yield spreads relative to the boond from 2007 to 2015 as your eye moves along the x-axis timeline from left to right up through 2007 the idea of the boom being a proxy for all of EU fixed income held true after the small spike in the spreads in mid 2008 it became clear that your ex had to offer another tool to customers to hedge these diverging instruments more effectively in 2009 your ex released the FB TP futures contract an Italian 10 year instrument and his French rates began to diverge from those of Germany in early 2011 the f o 80 a French 10-year futures contract was launched these contracts now serve as deep liquid well designed proxies to hedge other similar EU risks and less liquid markets for example Italy serves as a proxy for Spain and France serves as a proxy for Belgium as you can see from the distribution in this chart the German French and Italian debt issuance comprises nearly 70% of all EU debt issuance this allows for deep liquid order books to exist in these respective futures contracts and hedge risk with great accuracy for nearly every EU debt profile while also allowing for physical delivery on multiple underlying instruments as a summary of the futures contracts we offer displayed here's a map with their respective year ex derivatives contracts with short and long end products available representing multiple debt profiles and 70% of EU debt issuance year X is truly the home of the euro yield curve in terms of where volumes are executed order book volume verses off book volume is represented in these two graphs screen volumes are in the green portion of each bar while the OTC volume is in navy blue it's clear from these two charts that volumes found in the upper chart are mostly done on the screen and options on futures found in lower chart are executed OTC while the open interest is represented by the black line the gain and screen volume for options lately is a hopeful sign that more options training will continue to flow to the screen this table is a useful guide to your ex fixed income future symbols on multiple ISVs as well as the open interest and average daily volume for your ex's fixed income products in May 2015 it's clear from volumes and open interest that several of the contracts are very robust this fact allows for a great amount of diversity and trading opportunities as well as the chance to create spreading strategies to simply touch on a few of the driving forces behind the volumes in the UX fixed-income futures and options there are numerous variables at play political factors include the economic decisions from elected leaders and individual Nations as well as those in Brussels and Strasbourg and Frankfurt affecting markets for example the implementation of the financial transaction tax structural issues might be pension programs and spending finance regimes varying from nation and nation propelling needs for debt in many directions across the continent regulatory activities such as the actions of the ECB and the market rules for method and me fear ESMA FCA IMF boffin etc beyond QE these bodies are constantly changing their policies and affecting markets with austerity load of negative interest rates foreign exchange issues geopolitical turmoil volatility there's enough to keep you market is extremely and consistently active this slide is a collection of heat maps and it's simply another way to look at the EU yield relationships over the last five years the efsf is the Euro financial stability facility and was created by eurozone members in June 2010 it provided emergency support to Greece Ireland and Portugal by issuing bonds and raising money through other debt instruments on the capital markets but is no longer lending dark blue represents a near one-to-one correlation while the spectrum moves to red when the correlation breaks down again the colors displayed show a breakdown of correlations in 2011 and 2012 but many relationships have recovered the prior slides heatmap segue is quite well into the ideas of spreads between your ex futures as this slide lays out the D vo ones for many of the world's fixed income futures DS 14 contracts while the numbers might have changed since the December 14 contract expired the idea here is to show that many of these spreads are able to be executed with minimal size and minimal risk giving newer traders and veterans alike the chance to try out these trades without putting too much at stake one downside to the current rate environment is that the short end is quite predictable due to the near decade of low rates however going out the curve the options open interest has consistently grown for month-to-month and may wound options hit a new record in both volume and open interest including those trades executed on the screen which is due to strategy market making programmes the recent volume pop in the standard boon options coincided very well with the April 20th 2015 launch of weekly boond options with five different weekly contracts to cover all the potential Friday's in a month outside of the Friday and which standard boon options expire they are exactly like the standard wound options exercises american-style do months our nearest quarterly boond expiration and fees are the same as benchmark futures and options 20 euro cents per contract in addition these contracts can help reduce margin requirements through the cross margining benefits in your ex's new portfolio based risk assessment protocol called Prisma with the strategy wizard your ex offers traders yet another tool to leverage the fixed income opportunities in the EU in a short 30 months the volume in these option strategies as growing steadily both on and off book a vast array of spreads and strategies are available through your exes options market making program and allows over 10,000 contracts daily to be traded via this strategy wizard money market futures and your axe clearing Prisma Prisma depending on your GCM will allow your firms entire fixed income position be it a portfolio fill with OTC swaps weekly boond options shots futures and Euribor options or a simple Boone vs. OE relative value position your required margin will benefit from portfolio based margining Prisma as the relationships between these products bear weight on the margin calculation as you can see here a vanilla Ted spread is shown with margin requirements from two CCPs the old re RBM margin calculation and the new Prisma methodology it's clear that personnel will be freeing up capital at many firms when Prisma is required for all fixed income clearing at the end of November the short end money market futures at your ex serve a number of functions for the eurozone from your I boars 20 outright contracts its PAX bundles and options to yoni ax and secured funding futures that hedge repo risk based on the ECB's maintenance period and the stocks GC pooling euro to fund funding rate the short end needs are covered by a full complement of derivatives notice that May 2015 was a landmark month in both your i boar futures and options as open interest trends higher and higher in conclusion your ex truly is the home of the euro yield curve with a full range of fixed income derivatives across the curve and across nations to hedge or speculate rate risk in the EU thank you for taking time today to learn about your ex fixed income I hope it has been helpful My name is Matthew sharp and I wish you luck trading you dissertation jack the ripper dna Montefiore Medical Center and Yeshiva University.