Eurex Deutschland

When the German derivatives exchange finally opened its title was the Deutsche Terminborse (DTB) and has more recently become Eurex-Deutschland. 

Probably the most popular euro-denominated contracts available on European bonds are those offered by Eurex Deutschland and, in particular, those on longer-dated bonds issued by the German Federal Government the Buxl, Bnnd, and Bobl. Also popular but at the shorter end of the maturity spectrum are short-term notes issued by either the Federal Government or the Treuhandanstalt the Euro-Schatz notes. 

The action undertaken by the portfolio manager is then as follows. Assume that the cash market bond held in the portfolio is deliverable into a futures contract and is a natural candidate for hedging using the Euro-Bund futures contract on Eurex-Deutschland. The contract specification appears in Exhibit 16.6. 

I Exchange (EUX) Eurex Deutschland Cuas DTE) Reladiied ifunctlcns... 

Lxchange Uata IBIXJ Eurex Deutschland (uas DIBJ ... 

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See also in sourсe #XX -- [ , ]

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