Stockholm Monthly Fixed Income Report March 211 Contents Sthlm FI Market Overview of the Stockholm fixed income market Retail Bonds Retail Bonds Total Structured Products Retail Bonds Yield Retail Bonds Price Trading figures for Retail Bonds, summary Trading figures for the Retail Bonds Structured Products submarket Trading figures for the Retail Bonds Yield submarket Trading figures for the Retail Bonds Price submarket Institutional Bonds Benchmark Bonds Trading figures for the Benchmark Bonds submarket Contacts For questions on the report, please contact fredrik.silfver@nasdaqomx.com For questions regarding the FI market please see http://nordic.nasdaqomxtrader.com/trading/fixedincome/sweden/ for contact information
Monthly Stockholm FI Report - March 211 Overview Stockholm Fixed Income Market Total number of listed bonds (22-211) Turnover,, daily averages Retail Bonds 2 2 1 1 281 268 34 266 694 796 816 796 746 343 423 22 261 276 41 487 1296 146 3 32 477 431 167 1374 33 332 421 414 1729 1741 22 23 24 2 26 27 28 29 21 211 Benchmark bonds Corporate bonds Retail bonds 8 7 6 4 3 2 1 (22-211) 22 23 24 2 26 27 28 29 21 211 Lottery Bonds Retail Bonds Turnover, BSEK, daily averages Benchmark Bonds (Reported) (26-211) 6 4 3 2 1 26 27 28 29 21 211 Fixed Income Derivatives Open interest (26-211) 3 2 2 1 1 26 27 28 29 21 211 FI Derivatives Long/Short Average daily number of contracts (26-211) FI Derivatives Long/Short Average daily number of contracts (Last 13 Months) 1 9 8 7 6 4 3 2 1 26 27 28 29 21 211 Long Short 14 14 12 12 1 1 8 8 6 6 4 4 2 2 21321217219211121112113 Daily Average Long Daily Average Short Yearly Daily Average Long Yearly Daily Average Short Note: Benchmark Bonds include: Certificates, Government bonds, Inflation linked bonds, Mortgage bonds and T-bills Open Interest Includes FRA, FRA options, Government Forwards, Mortgage Forwards and T-bills Short includes FRA, FRA options, RIBA futures and t-bill contracts. Long includes mortgage and government forwards.
Monthly Stockholm FI Report - March 211 Retail Bonds Total Turnover, 77 9 43 (26-211) 18 16 14 12 1 8 6 4 2 26 27 28 29 21 211 Turnover No of trades 2 18 16 14 12 1 8 6 4 2 1 4 16 1 2 14 12 1 1 8 8 6 6 4 4 2 2 13 1 17 19 111 111 113 Turnover msek No of Note: Annual turnover 21 is estimated (based on 63 out of 23 trading days) (22-211) 1 8 1 6 1 4 1 2 1 8 6 4 2 22 24 26 28 21 Number of bonds outstanding as of March 211: 1 679 Market Shares, Top in turnover Skandinaviska Enskilda Banken AB 26,4 22,68 Svenska Handelsbanken AB 2,93 2,48 Swedbank AB 1,73 17,64 Nordea Bank 14,91 16,97 Carnegie Investment Bank AB 1,3 8,73 Other 7,37 8, Market Shares, Top in No of trades Svenska Handelsbanken AB 26,19 26,33 Swedbank AB 24,2 2,63 Skandinaviska Enskilda Banken AB 2,9 18,9 Nordea Bank 16,33 16,97 Carnegie Investment Bank AB 6,16,7 Other 6,34 6,72
Monthly Stockholm FI Report - March 211 Retail Bonds Structured Products Turnover, 736 9 223 (26-211) 16 14 12 1 8 6 4 2 26 27 28 29 21 211 Turnover No of trades 18 16 14 12 1 8 6 4 2 1 2 1 8 6 4 2 16 14 12 1 8 6 4 2 13 1 17 19 111 111 113 Turnover msek No of Note: Annual turnover 21 is estimated (based on 63 out of 23 trading days) 1 8 (22-211) 1 6 1 4 1 2 1 8 6 4 2 22 24 26 28 21 Number of bonds outstanding as of March 211: 1 629 Market Shares, Top in turnover Svenska Handelsbanken AB 26,24 2,79 Skandinaviska Enskilda Banken AB 24,21 21,4 Swedbank AB 16,39 18,66 Nordea Bank 1, 18,8 Carnegie Investment Bank AB 1, 9,34 Other 7,11 6,8 Market Shares, Top in No of trades Svenska Handelsbanken AB 26, 26,6 Swedbank AB 24,4 26,8 Skandinaviska Enskilda Banken AB 2,19 18,9 Nordea Bank 16,7 17,19 Carnegie Investment Bank AB 6,23,83 Other 6, 6,16
Monthly Stockholm FI Report - March 211 Retail Bonds Yield Turnover, 3 8 1 2 1 8 6 (26-211) 4 4 3 3 2 2 3 2 2 1 4 4 3 3 2 2 4 1 1 1 2 1 1 26 27 28 29 21 211 Turnover No of 13 1 17 19 111 111 113 Turnover msek No of Note: Annual turnover 21 is estimated (based on 63 out of 23 trading days) 3 (22-211) 3 2 2 1 1 22 24 26 28 21 Number of bonds outstanding as of March 211: 2 Market Shares, Top in turnover Skandinaviska Enskilda Banken AB,, Danske Bank A/S 48,77 46,38 Nordea Bank,82,11 Svenska Handelsbanken AB,41,49 Avanza Bank AB, 1,94 Other, 1,8 Market Shares, Top in No of trades Skandinaviska Enskilda Banken AB,, Danske Bank A/S 37, 4, Svenska Handelsbanken AB 6,2 3,33 Nordea Bank 6,2 1,67 Avanza Bank AB, 3,33 Other, 1,67
Monthly Stockholm FI Report - March 211 Retail Bonds Price Turnover, 31 172 1 4 1 2 1 8 6 4 2 (26-211) 26 27 28 29 21 211 4 4 3 3 2 2 1 1 7 4 6 3 3 4 2 2 3 1 2 1 1 13 1 17 19 111 111 113 Turnover No of trades Turnover msek No of Note: Annual turnover 21 is estimated (based on 63 out of 23 trading days) (22-211) 4 4 3 3 2 2 1 1 22 24 26 28 21 Number of bonds outstanding as of March 211: 3 Market Shares, Top in turnover Skandinaviska Enskilda Banken AB 66,66 37,1 Svenska Handelsbanken AB 21,2 24,6 Öhman J:or Fondkommission AB, E. 3,33 7,2 Avanza Bank AB 3,33,62 SkandiaBanken AB 1,83,24 Other 3,64 2,33 Market Shares, Top in No of trades Skandinaviska Enskilda Banken AB 6,47 42,1 Avanza Bank AB 14,83 18,77 Svenska Handelsbanken AB 1,47 11,46 Nordea Bank 3,78 6, Swedbank AB 2,33 3,97 Other 8,14 16,79
Monthly Stockholm FI Report - March 211 Benchmark Bonds - Reported Turnover Total nominal turnover in SEK billion, daily averages (26-211) (22-211) 6 4 3 2 1 26 27 28 29 21 211 3 3 2 2 1 1 22 24 26 28 21 Nominal turnover, daily averages in SEK billion Total Government Bonds 6 3 3 4 2 2 3 1 2 1 1 13 1 17 19 111 111 113 13 1 17 19 111 111 113 Mortgage Bonds 18 16 14 12 1 8 6 4 2 13 1 17 19 111 111 113 T-Bills 6 4 3 2 1 13 1 17 19 111 111 113 Certificates 1,2 1,,8,6,4,2, 13 1 17 19 111 111 113 Inflation Linked Bonds 3, 2, 2, 1, 1,,, 13 1 17 19 111 111 113 Note: Benchmark Bonds include: Certificates, Government bonds, Inflation linked bonds, Mortgage bonds and T-bills