English
Auf die Warteliste
Die Bücher... aber nicht gratis
10 Strategier Som Slår BörsenSvenska10 Strategier Som Slår Börsen10 Strategies That Beat the MarketEnglish10 Strategies That Beat the MarketProRealTime Coding Made SimpleEnglishProRealTime Coding Made Simple
600+StatistikMarktstatistiken und Edges1,327StrategienBackgetestete Strategien18Research PapersDie Studie hinter den Algos301DokumentationProBuilder-Referenz27Algo-EntwicklungsprogrammKurse und Lektionen24Alles hier fließt in die 24 AlgosDie Algos ansehen

Statistik › Bewertung › Bond trading costs

The same bonds cost 36.8 basis points to trade on one reporting system and 19.5 on another

KennzahlInvestment GradeQuelleHinweis
Implementation cost, European reporting data36.8 basis pointsRegulator occasional paperMean
Implementation cost, United States data, same bonds19.5 basis pointsSame paperA measurement difference, not a market difference
Round trip, buy side, calm period9.2 basis pointsCentral bank working paper on European reportsPre stress
Round trip, sell side, calm period8.7 basis pointsGleichPre stress

The first two rows come from the same study measuring the same instruments through two reporting systems, which is why the gap is informative. The second pair is from a different study on a different sample and should not be compared with the first.

A regulator measured implementation costs on investment grade bonds using two separate transaction databases covering overlapping instruments. The European reporting data gave a mean of 36.8 basis points and the United States data 19.5 on the same bonds.

36.8 basis pointsMean cost, investment grade, European reporting data
19.5 basis pointsThe same bonds in United States reporting data
9.2 basis pointsPre crisis buy side cost in a second study
8.7 basis pointsThe matching sell side cost

Nur für Mitglieder

Der restliche Teil dieser Seite ist für Mitglieder

Below this point there are 3 sections and 2 named sources, roughly 350 words of it. Every figure carries the source it came from and the date the data is from.

Sie können weiterhin jede Statistik in der Bibliothek kostenlos durchsehen. Die Einleitung und die Zusammenfassung sind immer offen.