FX Electronic Trading - Autobahn - Deutsche Bank

More documents

Recommendations

Info

8 Precious Metals Autobahn also offers pricing on a select group of precious metals. — EFP pricing available on XAU, XAG, XPT and XPD Gold — XAUUSD * — XAUAUD * — XAUEUR * — XAUGBP * — XAUJPY * Silver — XAGUSD * — XAGJPY Platinum Palladium — XPTUSD — XPDUSD *includes outright and swap pricing. EFP Offering Deutsche Bank now offers a wide range of EFP currency pairs (Exchange for Physical) both on Autobahn and over our API. Autobahn clients benefit from their own dedicated source of liquidity 24 hours a day and are able to clear their currencies via a synthetic futures contract over the CME or FINEX. FX Indices Trade Weighted FX Indices (FXI): — USDFXI — CHFFXI — EURFXI — AUDFXI — GBPFXI — NZDFXI — JPYFXI — CADFXI — NOKFXI — SEKFXI Also available on demand are: — ASEFXI Basket of Asian currencies versus Euro — ASUFXI Basket of Asian currencies versus US Dollar — DXYFXI Exchange traded USD Index given up to the ICE The Indices are traded on a non delivery basis to the IMM dates. EFP - Currency Futures
Foreign Exchange Algo on Autobahn Foreign Exchange Algo allows you to control the slicing, timing and fills of large orders with much greater precision and transparency than was possible before. You can now decide in advance exactly how large orders will be executed: in what size and frequency and at what spreads. You can also see, second by second, how your order is progressing and can stop, pause or amend strategies at the click of a button if market pricing becomes unfavourable at any point during execution. Foreign Exchange Algo is one of most advanced products of its kind produced by Deutsche Bank, offering many unique features accessed via an easy to use order input system. How does it work? We currently offer three execution strategies: Limit Order+, Slicer and Limit Order Slicer. Each strategy can be customised to suit your own personal needs and can be saved using a handy template function. Algo Trading Monitor instantly shows you any order execution with the rate and time of the fill. It also shows the average rate achieved and the amount executed in real and percentage terms. You can Deutsche also pause, Bank amend or stop the strategy instantly at any time. E-mail notifications and SMS Tradable prices messages can be received notifying when a strategy begins Trades and ends, or if it is paused or amended at any time. Limit Order+ is designed for clients who want to Client achieve a particular price on their trades with a chance of improvement in price. Key features External Black Box Clients Calculations — You select Internal your price Payment limit — You can select Clients start Engines and end times — You can impose a minimum size for any fill — Any price improvements achieved will be passed on Full Flexibility Prices Trades Prices Trades Trades Prices Trades Prices Full Transparency Limit Order+ Limit Order Slicer Slicer Algo Time Efficiency Cost Control Slicer is designed for clients who want to get the best possible price with minimal market impact. By splitting the orders up into a number of much smaller orders, and then “drip-feeding” them into the market, you can reduce the impact the whole order has on the market. Key features — You select the clip size — You decide the frequency of the trades — You can impose a limit price on any execution — You can impose a maximum spread at which orders will execute — You can select start and end times — You can impose a price level at which the strategy will start LOGOMARK TRI 1 Deutsche Blue Limit Order Slicer allows you to trade using a Slicer but with the added ability to 072C leave C100 orders M80 Y0 K10 during PROCESS BLUE C the execution period to capitalise on any favourable market moves. Key features — You select the clip size — You decide the frequency of the trades — You can select start and end times — At each time interval an order is placed which is relative to the current price. The order can be placed at mid, bid/ ask or customised to your Deutsche needs Blue Dark Blue Bright Blue PMS 072C PMS 289C PMS 2925C — If an order has not been filled within its own time interval C100 C100 C85 C34 the algo will “go to market” M80 to complete M76 it M21 M14 Y0 Y12 Y0 Y11 — A limit price can be set K10 for the whole K68 strategyK0 K32 80% 60% 40% 80% 60% 40% 20% 20% TRI 2 9 C100 M13 Y1 K2 Mid Grey PMS 7544C 80% 60% 40% 20%
Page 1 and 2: Deutsche Bank Foreign Exchange FX E
Page 3 and 4: Contents Electronic FX Trading on A
Page 5 and 6: World’s No 1 FX House — Deutsch
Page 7: FX Request for Stream User defined
Page 11 and 12: Maximum deal size available for str
Page 13 and 14: le Streaming Prices on Application
Page 16: Deutsche Bank Foreign Exchange Furt

FX Electronic Trading - Autobahn - Deutsche Bank

You also want an ePaper? Increase the reach of your titles

Delete template?

Save as template?