alphaflash now available in sao paulo data center

The fastest machine-readable

economic and corporate news AlphaFlash®

January 2012

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Agenda

AlphaFlash®

Algo trading today

Overview AlphaFlash®

Macroeconomic data

Chicago PMI

Treasury auctions

Data centres and coding

About us

Contact details AlphaFlash®

The fastest machine-readable

economic and corporate news

Deutsche Börse – Market Data & Analytics

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ALGO TRADING TODAY


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Algo Trading Survey 2011*

Automated Trader

Data and inputs

42% buyside use real time data from instruments

from other asset classes in systematic algos

21% buyside use event or machine readable

news in systematic algos

14% buyside use sentiment or other derived data

9.7% use social media, tweets or other public

internet sources

7% use weather or geo-sensory data

72% of buyside firms use corporate action data

63% of sellside firms use latency metrics for

execution algos, but only 36% of buyside

Published in Q4 2011, Automated Trader. More than 500 survey respondents.


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OVERVIEW

AlphaFlash®


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AlphaFlash®

Key benefits

Market moving U.S., Canadian, European, Australian, Chinese and Japanese

macroeconomic data straight from the original news sources

U.S. and global treasury auction announcements and results

Unscheduled corporate financial data covering around 100 of the most liquid

stocks listed in Germany

Optimised network topology for ultra fast direct and easy integration into algo

trading applications

Dedicated team of IT experts and financial reporters support customers with

product integration and are accessible for customer feedback


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AlphaFlash®

Available data packages

AlphaFlash®

USA Feed

AlphaFlash®

European Feed

AlphaFlash®

Canadian Feed

AlphaFlash®

US Treasury Feed

AlphaFlash®

Asia-Pacific Feed

AlphaFlash®

Corporate News Germany

Macroeconomic Releases Treasury Auctions Corporate News

AlphaFlash®

Global Treasury Feed

AlphaFlash®

Chicago PMI


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AlphaFlash® Macroeconomic Releases and Treasury Auctions

Global sources

Data is provided by Need to Know News (NTKN) and Market News International (MNI), both wholly

owned subsidiaries of Deutsche Börse Group. Both news agencies are accredited by all relevant

news sources for immediate access to news that moves the financial markets.

Europe

European Central Bank

Bank of England

Office for National Statistics

ZEW

Institute for Economic Research Ifo

German Economy Ministry

German Bundesbank

Swiss Federal Department of Finance

Eurostat

And More

North America

US Department of Labor

US Department of Treasury

US Department of Commerce

The Conference Board

National Association of Realtors

USDA

Statistics of Canada

Bank of Canada

And more


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AlphaFlash® Macroeconomic Releases and Treasury Auctions

Global sources (cont.)

Japan

Ministry of Finance

Bank of Japan

Cabinet Office

Ministry of Economy, Trade and Industry

Ministry of Health, Labour and Welfare

Ministry of Internal Affairs and Communication

Ministry of Land, Infrastructure and Tourism

And more

Australia

Australian Bureau of Statistics

Australian Office of Financial Management

Bank of Australia

China

National Bureau of Statistics

People’s Bank of China

Ministry of Finance

Ministry of Commerce

National Development and Reform

Commission


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MACROECONOMIC DATA

AlphaFlash®


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AlphaFlash® USA Feed

Selection of events

Labour Market

Nonfarm Payrolls

Initial Jobless Claims

Employment Cost Index

Manufacturing Data

Empire Fed Manufacturing Index

Philly Fed Manufacturing Index

ISM Manufacturing Index

Housing Market Data

Existing Home Sales

Pending Home Sales Index

New Home Sales

Energy

DOE Crude Inventories

EIA Natural Gas Storage

Federal Reserve Data

FOMC Rate Decisions

FOMC Details

Industrial Production

Growth & Income

Gross Domestic Product

Personal Income/Consumption

Trade Data

Retail Sales

Durable Goods Orders

Wholesale Trade

Price Data

Consumer Price Index

Producer Price Index

PCE Price Index

As at March 2011


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AlphaFlash® Canada Feed

Selection of events

Labour Market

Payrolls

Labour Force Survey

Housing Market Data

CMHC Housing Starts

Building Permits

Bank of Canada Data

BoC Rate Announcement

Manufacturing Data

Monthly Manufacturing Survey

YVEY Purchasing Managers Index

Trade Data

Retail Sales

Wholesale Trade

New Motor Vehicle Sales

Growth & International Trade Data


International Merchandise Trade

International Transaction Securities

Price Data


Industrial Product & Raw Material Price Index

As at March 2011


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AlphaFlash® European Feed

Selection of events (UK)

BOE Data

BOE Rate Decision

Quantitative Easing

BOE MPC Minutes Details

Housing Equity Withdrawal

Trade Data

Retail Sales

Shop Sales

Price Data


BOE Gfk NOP Inflation Report

BRC Monthly Shop Price Index

GDP & OECD Data

GDP (1st, 2nd & 3rd Estimates)

NIESER Monthly GDB Estimate

Quarterly National Accounts

Composite Leading Indicator

CBI & BBA Data

CBI Distributive Trades

CBI Industrial Trends

BBA Mortgage Activity

Labour & Manufacturing

Labour Report


As at March 2011


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AlphaFlash® European Feed

Selection of events (EU)

Germany

ZEW Economic Sentiment


Producer Prices

Retail Sales

IFO Business Climate

Industrial Orders

Euro Area

Construction Output

Final HICP Inflation Rate

Flash Inflation Estimate

Unemployment Rate

Retail Trade

European Central Bank (ECB)

Sentix EZ Economic Index

EZ Current Account

EZ Quarterly GDP

ECB Interest Rate Decision

France

Bank of France Survey

Consumer Sentiment

GDP

HICP CPI

MFG Sentiment

Belgium

BNB Business Sentiment

As at March 2011


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AlphaFlash® Asia-Pacific Feed

Selection of events (China)

Manufacturing & Confidence Data

Industrial Output

CFLP Manufacturing Index

Consumer Confidence Index

Price Data



Retail Price Index

Corporate Goods Price Index

Housing Sales Price Index

Sector Data

Retail Sales

CFLP Non-Manufacturing Index

Housing & Investment Data

Fixed Asset Investment

Money Supply

FX Reserves

Foreign Direct Investment

Real-Estate Investment

Commercial Building Sales

Bank Lending

Growth & International Trade Data

GDP

Macro-Economic Climate Index

International Trade

Volume of Transportation

As at March 2011


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Selection of events (Japan)

Sentiment

Tankan

Consumer Confidence

Economy Watchers Survey

Sector Data

Machinery Orders

Retail Sales

Labour & Price Data

Labour Force Survey

General Employment Situation



Corporate Goods Price Index

Growth & Spending Data

GDP

Household Spending

Money Stock

International Trade Data

International Trade

Balance of Payments

Manufacturing & Housing Market Data


All Industry Activity Index

Housing Starts

Construction Orders

As at March 2011


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Selection of events (Australia)

Labour Market Data

Labour Force

Job Vacancies

Sector Data

Retail Trade

New Motor Vehicle Sales

Lending Finance

Housing & Credit Market Data

Housing Finance

Building Approvals

Dwelling Unit Commencements

Growth Data

GDP

Price Data

International Trade Price Indices



Labour Price Index

International Trade Data

International Trade

Balance of Payments

As at March 2011


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18

Trading opportunity

IBOVESPA future contract reacts to US weekly jobless claims (05 January 2012)

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11:30 h Brasilia Summer Time

US Initial Jobless Claims: 372 k

Consensus: 375 k

IBOVESPA future up +34 ticks (170 index points)

immediately after release

Strong news reversal pushing

IBOVESPA future down -60

ticks (300 index points)

Source: Bloomberg Market Data

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19

Trading opportunity

(Mini) IBOVESPA futures rise upon US non-farm payrolls (06 January 2012)

19



US non-farm Payrolls: + 200 k

Consensus: + 155 k

IBOVESPA future up +24 ticks

(120 index points) to 59,610

Mini IBOVESPA future up +20

ticks (100 index points) to 59,590


Strong correlation due to same underlying Bovespa Index

=> arbitrage opportunities after macro economic data

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20

Trading opportunity

BRL / USD spot quotation falls after US non-farm payrolls (06 January 2012)

20



US non-farm Payrolls: + 200 k

Consensus: + 155 k

BRL / USD spot down -50 pips straight after release


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21

Trading opportunity

Mini IBOVESPA future plunges after US weekly jobless claims (12 January 2012)

21




Consensus: 375 k

Mini IBOVESPA future down -56 ticks

(230 index points)

163 trades: 11:30:00 – 11:30:03


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Trading opportunity

BRL / USD future spikes after US weekly jobless claims (12 January 2012)

22




Consensus: 375 k

USD BRL future spikes 60 pips


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CHICAGO PMI

AlphaFlash®

23


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AlphaFlash®

The Chicago Report (‘Chicago PMI’)

The Chicago Report delivers the number for the composite Chicago Business Barometer

(commonly referred to as ‘Chicago PMI’) from the Institute for Supply Management (ISM)

Chicago in machine-readable format

The Chicago PMI (based on a survey of purchasing professionals) reports the extent of

expanding or contracting economic activity; it is closely tracked by traders and analysts for

clues to the national ISM index numbers which follow it by a day

The Chicago PMI is published on the last working day of each month at 8:45 am CT

(Chicago time)

A subscription to AlphaFlash® gives access to the Chicago PMI 3 minutes before public

release

As at November 2011


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Trading opportunity

EUROSTOXX future reacts to release of Chicago PMI (30 Sept. 2011)


25

Chicago PMI Sept 11 at 60.4

Consensus was 55.4


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Trading opportunity

DAX future reacts to release of Chicago PMI (30 Sept. 2011)


26

Chicago PMI Sept 11 at 60.4

Consensus was 55.4


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TREASURY AUCTIONS

AlphaFlash®


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AlphaFlash® US Treasury Feed

Events

Treasury Bills

4-week bill

3-month bill

6-month bill

52-week bill

TIPS & Cash Management Bills

5-year note

10-year note

20-year bond

30-year bond

Treasury Notes

2-year note

3-year note

5-year note

7-year note

10-year note

Treasury Bonds

30-year bond

As at March 2011


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AlphaFlash® Global Treasury Feed

Countries and sources

Australia: Australian Office of Financial Management (AOFM) / The

Reserve Bank of Australia (RBA)

Austria: Austrian Federal Financing Agency (AF-FA)

Belgium: Belgian Debt Agency

Canada: Bank of Canada

Germany: Deutsche Bundesbank

Italy: Department of Treasury (Dipartimento del Tesoro)

New Zealand: New Zealand Debt Management Office (NZDMO)

Poland: Ministry of Finance - Public Debt Department

Russia: MICEX Market Data & Indices Department

Sweden: Swedish National Debt Office (Riksgälden)

Switzerland: Federal Department of Finance (FDF)

United Kingdom: UK Debt Management Office (DMO)

As at November 2011


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30

Trading opportunity

Bund future reacts to Italy’s BTP auction (14 November 2011)

30


Official Release: 11:09:15 CET

Scheduled Release: 11:15 CET

Italy sells EUR 3.0 bn

BTP 4,75% Sep 2016

Target : EUR1.5 bn – EUR 3.0 bn

Average Yield: 6.29 %

Bid-to-Cover: 1.469

= better than expected

BUND future down -15 ticks / 1st minute


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31

Trading opportunity

Gilt future selloff after UK 10-year Gilt auction (1 December 2011)

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Official Release: 11:35:06 CET

UK sells GBP 3 bn Gilt 3.75%

Sep 2021 Jan 2022

Average Yield: 2.391 %

Bid-to-Cover: 1.61

= price tail of 8 ticks was a sign of

poor quality demand

GILT future

immediately drops to

113.80 after release of

auction results and

further down to 113,42

GILT future trades

at 113.97 before

release

2

1


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DATA CENTRES AND CODING

AlphaFlash®


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AlphaFlash®

Fast data distribution

Lines and equipment selected for lowest latency possible

Custom engineered telecommunication lines and equipment

Proximity hosting near trading centres or news sources

Chicago

Washington D.C.

Secaucus (New Jersey)

London

Frankfurt

Sydney

Tokyo

Singapore


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AlphaFlash®

Coding

Proprietary binary format that is easy to integrate

Documentation spec in XML

Example programs in Java, C++ and C#

Test message generator

Easy access to development and IT staff

Calendar of scheduled events in XML for simple integration


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ABOUT US

AlphaFlash®

35


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About us

Deutsche Börse Group

As one of the world’s leading exchange organizations with more than 3000 employees, Deutsche Börse Group provides investors,

financial institutions and companies access to global capital markets

Germany’s leading stock market and pan-European electronic trading platform Xetra® as well as one of the world’s leading

derivatives market Eurex® are operated by Deutsche Börse Group

The Group’s business covers the entire process chain from securities and derivatives trading, clearing, settlement and custody, the

development of electronic trading systems, to providing high quality market data.

MNI

Market News International (MNI), a wholly owned subsidiary of Deutsche Börse Group, is a leading real-time news agency dedicated

to providing global capital markets with trading relevant information

Founded in 1983, MNI is one of the few real-time financial news agencies with press credentials recognized by the White House,

both US houses of Congress, the Fed, the Bundesbank, the ECB, as well as by the governments and central banks of all G-7 nations

Market News International has 90 employees in offices across Europe, Asia and the United States

MNI was acquired by Deutsche Börse Group in December 2008

Need to Know News

Need to Know News (NTKN), a business entity of Deutsche Börse Group, is a US financial news agency and leading provider of

algorithmic news

Founded in 2004, NTKN is currently accredited to report from key economic institutions in the US, Canada, Germany, UK and various

other European countries

NTKN was acquired by Deutsche Börse Group in November 2009


36

alphaflash now available in sao paulo data center

Economy & Finance