interactive brokers - rmetrics · pdf fileinteractive brokers canada inc. is regulated by the...

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Interactive Brokers The Professional’s Gateway to the Worlds’ Market Meielisalp, 30 th June Dawn Sun vs.1 2008 Interactive Brokers LLC is regulated by the Securities and Exchange Commission and the Commodity Futures Trading Commission Headquarters: Two Pickwick Plaza, Greenwich, CT USA 06830. Interactive Brokers (U.K.) Limited is regulated by the FSA.Registered No. 03958476. Office: 10/10A Arthur Street, First Floor, London EC4R 9AY. Interactive Brokers Canada Inc. is regulated by the Investment Dealers Association of Canada (IDA) and the various Canadian securities commissions. Registered office: 1800 McGill College Avenue, Suite 2106, Montreal, Quebec, H3A 3J6, Canada.

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Page 1: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

Interactive BrokersThe Professional’s Gateway to the Worlds’ Market

Meielisalp, 30th June

Dawn Sunvs.1 2008

Interactive Brokers LLC is regulated by the Securities and Exchange Commission and the Commodity Futures Trading Commission Headquarters: Two Pickwick Plaza, Greenwich, CT USA 06830.

Interactive Brokers (U.K.) Limited is regulated by the FSA.Registered No. 03958476. Office: 10/10A Arthur Street, First Floor, London EC4R 9AY.

Interactive Brokers Canada Inc. is regulated by the Investment Dealers Association of Canada (IDA) and the various Canadian securities commissions. Registered office: 1800 McGill College Avenue, Suite 2106, Montreal, Quebec, H3A 3J6, Canada.

Page 2: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

Interactive Brokers Group Highlights"2007 has been our best year, an all time record for us…We continue to place great emphasis on gaining

efficiency through the use of automation across all of our businesses. This strategy has resulted in our pretax profit margin climbing to 63.5% in 2007. ..” “As the credit crises unfolded during the course of the year, more and more market participants came to realize the importance of the safety provided by clearing houses for exchange-traded contracts as opposed to OTC products. - Thomas Peterffy, Chairman and CEO

Interactive Brokers Group holds in excess of $3.5 billion in equity capital beginning of 2008.

Customers are protected by $30 million of SIPC and Lloyd's of London securities account protection.

Group affiliates execute approximately 700,000 trades per day. In 2007, IBG as a whole executed over 673 million Options Contracts, 83 million Futures contracts and 43 billion shares.

The affiliates of Interactive Brokers Group execute 14.1% of the world's equity options** and 18.3% of North American options. We are Nr. 1 liquidity provider on the three largest US options exchanges (ISE, CBOE, PHLX).

Based on independent measurements, Interactive Brokers US stock executions were 0.35 of a cent per share better than the industry as a whole during the second half of 2007 (source: TAG).

Group affiliates hold memberships on over 70 exchanges, market centers, and clearing corporations around the world.

Interactive Brokers Group has been in the trading business for 31 years.

Interactive Brokers Group is rated Investment Grade by S&P. ** on markets we actively trade.

Page 3: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

Interactive Brokers Group's founding member has completed its 31st year as a Broker Dealer. Our consolidated equity capital exceeds $3.5 billion, and our mission remains unchanged:

"Create technology to provide liquidity on better terms. Compete on price, speed, size, diversity of global products and advanced trading tools.“

Chairman & CEO, Thomas Peterffy.

Interactive Brokers' headquarters are in Greenwich Connecticut, and it has over 500 employees in its offices there and in Chicago, Switzerland, Canada, Hong Kong, London and Sydney. IB is regulated by the SEC, NASD, NYSE, SFA and other regulatory agencies around the world.

Welcome to Interactive Brokers!

PROFESIONAL ADVISOR HEDGE / MUTUAL FUND

Page 4: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

American Stock Exchange (AMEX) Boston Options Exchange (BOX) Chicago Board Options Exchange (CBOE) CBOE Futures Exchange (CFE)International Securities Exchange (ISE) National Association of Securities Dealers (NASDAQ) New York Stock Exchange (NYSE) NYSE Arca, BTRADE, INET (ISLAND), DirectEdge OneChicago (ONE) Pacific Exchange (PCX) Philadelphia Stock Exchange (PHLX) New York Mercantile Exchange (NYMEX) National Stock Exchange (NSX) Montreal Exchange (ME) Toronto Stock Exchange (TSX) Toronto Venture Exchange (TSXV)

Eurex Deutschland (formerly DTB)Eurex Schweiz (formerly SOFFEX) XETRA (formerly IBIS) EDX London Limited (formerly OMLX, Sweden)Euronext AmsterdamEuronext BrusselsEuronext Liffe Euronext ParisEuronext LIFFE, LondonIntercontinental Exchange, ICE (formerly IPE) London Stock Exchange (LSE) Stockholm Fondbors (SFB) Swiss Exchange (SWX, VirtX) Spanish Futures & Options Exchange (MEFF) Italiana Borsa (IDEM division)

Hong Kong Futures Exchanges (HKFE)Stock Exchange of Hong Kong (SEHK) (SEOCH) Australian Stock Exchange (ASX) Sydney Futures Exchange (SFE) Singapore Exchange (SGX) Tokyo Stock Exchange (TSE.JPN) Korea Stock Exchange (KSE) Osaka Securities Exchange (OSE.JPN)

Global Market AccessStocks, Futures Options, FX, Bonds, ETF’s and Warrants trading from one single Universal Account.

New from March 08: Mexican Stocks and derivativesSpanish StocksMutual Funds, Governments

Page 5: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

IB TWSIB

TWS

Black-Box Trading Programme

Alternative Customer Front-End

70+Market Centers

World-wide

User API written in DDE, ActiveX, C++ or Java applications etc.

Connection Possibilities

Radianz

Interactive Brokers

Via FIX/CTCI Interface

IB Network NodesSwitzerland, Hong Kong, Greenwich CT

Via 64Kb + Leasd Line on over Radianz

APIvia Internet

IB TWS via Leased Line

Via 64Kb + Leasd Line on over RadianzReatl time Trade confirmation in FIX

FIX

CustomerFrontEnd

Page 6: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

IB TWS The Professional’s Gateway to the World’s Markets

Page 7: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

API Connectivity

Information Resources:1. Sample Codes – See IB User guide on website, under API section2. API software download – Under Menu “software”, “API”3. Questions and community discussions – API Forum on Website4. Additional questions, trouble shooting – please forward to myself

Page 8: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

IB New Technological Achievements

IB Risk Navigator, our new real-time market risk management platform unifying exposure across multiple asset classes Real-time Portfolio Margining

Reg. NMW, IB routes directly to all regional rather than relying on exchanges to route

New Forex liquidity providers added, making a total of 11 FX dealers on our IDEALPRO Platform / Network

Enhanced IB Algos

Stocks: by Arrival time, % of volume, VWAP and Jeffries & CSFB AlgosOptions: Balance Impact and Risk, minimize Impact, Greek Optimization

IB Electronic IPO auction System

3 new Dark Pool Destinations to facilitate large order and block orders

Microsoft.net availability for API

XML Based Fundamental Data for Scanners

Page 9: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

IB Risk Navigator

Real-time market risk management platform unifying exposure across multiple asset classes around the globe.

Identify overexposure to risk by starting at the portfolio level and drilling down into successively greater detail within multiple report views.

Each predefined report presents a summary of your portfolio from a different risk perspective, for example by underlying, by industry and more.

View Exposure, Value at Risk, Delta, Gamma, Vega, Theta as well as profit & loss and position quantity measures for different portfolio views.

Report data updates every 10 seconds, and immediately upon changes to your positions.

What-if scenarios let you hypothetically modify positions to see how changes in your portfolio will affect your risk summary.

Page 10: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

Lower Commissions& Higher Account Intererests

US Stocks:

$ 0.005 per share, min. $1 and max. 0.5% of stock value

US Options

Starting $0.70 per contract subjecting to sliding scale

FX Spot

Major pairs 0.5-3 pip spreads. Commissions 0.2 pip subjecting to sliding scalesubjecting to sliding scale

European Stock:

0.1% Stock value, min. EUR 4 and max. EUR 29 per trade

Futures:

Sliding scale, starting from per contract $1.20 (or equivalent) excluding exchange fees

Credit Interests:

Mar. 08: USD: from 1.97%EUR: from 3.66%CHF: from 2.30%

Page 11: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

IB TWS Highlights

Specialized Book, Options, Basket, Combo, Spread, Portfolio, Market Depth, Chart, and client Allocationtrading modules.

Real-time margin and activity reporting.

Over 40 order types and Algos for better execution performance within your risk specification

Real-time Market Scanner / Intellegence Report

API and FIX connectivity for trading, risk monitoring and transaction booking.

A paper trading account with live data and daily statements help you to familiarize TWS features and test trading strategies.

Portfolio Margining on US products

US Options Trading in Pennies

Exchange For Physical (EFP) to minimize interests costs

Broker Assisted Trading US Options (e.g. SPX), Stock, and ETFs and Combo orders

Page 12: Interactive Brokers - Rmetrics · PDF fileInteractive Brokers Canada Inc. is regulated by the ... EDX London Limited (formerly OMLX, Sweden) Euronext Amsterdam Euronext Brussels Euronext

Live Trading System – TWS Demo

Order, Execution and Account Management - Interface overview*Market Data, Charts & Analysis, Order entry, management, Executions and Margin

Specific Order Management Modules*BookTrader, OptionsTrader, FXTrader, SpreadTrader, BasketTrader

Risk Navigator, Proprietary API – Excel DDE

Dawn Sun - Regional Sales DirectorGotthardstrasse 3, 6301 Zug Switzerland

Tel Direct: +41 41 726 5078 Email: [email protected]