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Indices > Property Derivatives > Germany Trading Volumes
IPD/IPF German Trade Volume report

 

Derivatives traded on IPD UK Indices reported to end of March 2012.
(reported on the 3rd May 2012).

The information on this page shows the size of the German commercial property derivatives market traded on IPD Indices since end March 2007. The trade volumes are provided to IPD by the banks licenced to trade on IPD Indices.

 

  OTC swaps contracts
Notional of Trades Executed (£m) in Q1 2012 0
Total Outstanding Notional Value (£m) as at end Q1 2012 26
   
Number of Trade/Contracts executed in Q1 2012 0
Number of Outstanding Trade/Contracts as at end Q1 2012 1

 

  Q2 2007 Q3 2007 Q4 2007 Q1 2008 Q2 2008 Q3 2008 Q4 2008 Q1 2009 Q2 2009 Q3 2009 Q4 2009 Q1 2010 Q2 2010 Q3 2010 Q4 2010 Q1 2011 Q2 2011 Q3 2011 Q4 2011 Q1 2012
Total Outstanding Notional (£m) 181 260 273 391 457 472 482 480 480 480 487 274 261 261 260 197 185 185 185 26
Total Notional of Trades Executed each Quarter (£m) 158 109 16 110 77 55 10 0 0 0 15 0 0 0 0 18 0 0 0 0
                                         
Total Outstanding Number of Trades 21 35 38 61 74 81 84 90 90 90 96 60 57 57 58 32 29 28 28 1
Total Number of Trades Executed each Quarter 20 20 4 20 15 15 3 1 0 0 3 0 0 0 0 2 0 0 0 0
                                         
Average Outstanding Deal Size (£m) 9 7 7 6 6 6 6 5 5 5 5 5 5 5 5 6 6 7 7 0
Average Deal Size Starting each Quarter (£m) 8 5 4 6 5 4 3 0 0 0 5 0 0 0 0 9 0 0 0 0

 

Note that the total estimate is a sum of all market activity rather than the net matched notional position as it is not yet possible to cross-link inter-bank trades.


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The Indices and the market volume data are the exclusive property of IPD. IPD owns all of the intellectual property rights in the Indices and market volume data, including copyright and database right. “IPD” is the registered trade mark of IPD. All rights are reserved. No sale, distribution, transmission, copying or other form of making available any of IPD’s data or Indices may be made without IPD’s prior written consent. For derivative trades which use the Indices IPD has a standard licence agreement which is available upon request. IPD does not sponsor, endorse, sell or promote any derivative products or any other investment or security (“Derivative Product(s)”). IPD makes no warranty or representation whatsoever, whether express or implied, as to the results to be obtained from the use of any of its Indices or market volume data in connection with any Derivative Product. IPD shall not be liable (whether in negligence or otherwise) to any person for any error in any Index or market volume data and is not under any obligation to advise any person of any error therein.

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