European Market Brief
European Market Brief
Podcast Description
The European Market Brief discusses current activity across a broad spectrum of Eurex products (e.g. EURO STOXX®, VSTOXX®, DAX®, Euro-Bund, Euro-Bobl, Euro-Schatz derivatives, etc.). We look at trading activity across Eurex’s options and futures products. The program also features special guests discussing the unique developments in each respective market.
Podcast Insights
Content Themes
Focuses on European financial markets, delving into Eurex products with episodes covering topics like the performance of EURO STOXX and VSTOXX, trading strategies for DAX derivatives, and the implications of Euro-Bund movements, aiming to keep listeners updated on evolving market trends.
The European Market Brief discusses current activity across a broad spectrum of Eurex products (e.g. EURO STOXX®, VSTOXX®, DAX®, Euro-Bund, Euro-Bobl, Euro-Schatz derivatives, etc.). We look at trading activity across Eurex’s options and futures products. The program also features special guests discussing the unique developments in each respective market.
The trading day doesn’t start at the bell—it starts with the data. In this episode of The European Market Brief, Mark Longo heads across the pond to dive deep into the mechanics of the European rates market.
He is joined by an expert panel featuring Dr. Russell Rhoads (Indiana University), Rex Jones (Eurex), and Mingyue Xin (Deutsche Bank) to break down one of the most critical yet misunderstood periods in the derivatives calendar: The Roll.
Inside this episode:
The “Jelly Roll” Debate: Why the transition from March to June is a “subculture” unto itself in the rates market.
The Art & Science of the Roll: Finding the “sweet spot” for execution and avoiding the pitfalls of being a late roller.
US vs. EU Rates: Structural differences in delivery dates and how they impact your portfolio.
Basis Trading 101: Why hedge funds are fixated on the basis trade and how to understand “Net Basis.”
Cheapest to Deliver (CTD): Understanding the delivery basket and the conversion factor for Bund, Bobl, and Schatz.
Whether you’re a seasoned pro or new to the rates complex, learn how to navigate the cross-border volatility and innovation that makes the European marketplace so fascinating.
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