European Market Brief

This episode of The European Market Brief dives deep into the rapidly evolving world of credit derivatives and fixed income trading. Mark Longo is joined by Russell Rhoads ("Dr. VIX"), Natesh Pothalingam from Bloomberg, and Chris Dopp from Eurex to explore the explosive growth in listed credit index futures, the impact of inflation and geopolitical volatility on the credit markets, and why institutional and retail traders alike are increasingly embracing credit products. The panel discusses: Why credit index futures are gaining traction How rising rates and inflation fears are reshaping fixed income markets The evolution of European and global credit trading Why listed credit products may be more efficient than ETFs or OTC products Retail and "pro-tail" access to credit markets The future of sector-based and geographically expanded credit products Why liquidity and capital efficiency are driving adoption Plus: insights into high yield, investment grade credit, emerging markets, systematic trading flows, and the growing role of credit derivatives in modern portfolio management.

European dividend markets have long offered a different approach to income, yield, and shareholder returns compared to the U.S. But how do these markets behave when volatility spikes and global uncertainty hits? On this episode of The European Market Brief, Mark Longo is joined by Dr. Russell Rhoads, Stuart Heath (Eurex), and Kevin Soyer (S&P Global) for an in-depth look at European dividend markets during periods of market stress. The panel explores how European companies manage dividends differently from their U.S. counterparts, why dividend yields tend to be higher across the pond, and how dividend futures and options can provide unique insight into market expectations and future cash flows. The discussion also dives into: How European dividend policies differ from U.S. buyback-heavy strategies Dividend resilience during market turmoil and geopolitical shocks High-yield sectors in Europe including banks, utilities, insurers, and energy Dividend futures and options use cases for hedging and speculation Midcurve dividend options and evolving liquidity trends Relative value opportunities between U.S. and European markets The impact of inflation, rates, and market stress on dividend expectations Key takeaways from the recent Eurex conference including European 0DTE growth and volatility trends Plus, listener questions and Russell's recap of the latest developments shaping European derivatives markets. Brought to you by Eurex. Learn more at Eurex.com.

Is it time to look past the U.S. tech concentration? For many traders, "the market" has become synonymous with a handful of domestic tech names. But with 40% of the world's investable equity sitting outside the U.S., ignoring the international tape means missing out on massive shifts in financials, defense, and emerging tech hubs. In this episode, Mark Longo sits down with a panel of experts to discuss how to navigate the global landscape using the MSCI ecosystem. We explore why the "only free lunch in finance" is back in style and how the pros are using listed derivatives to manage risk across different time zones and regimes. On the Hot Seat: Ratchna Mathur, Executive Director, Eurex Anshul Kamra, Head of Index Derivatives and Systematic Strategies Research, MSCI Inc. Vas Koutsoulis, Index Derivatives Product (EMEA), MSCI Inc. Discussion Highlights: The Concentration Crisis: Why the U.S. market's top-heavy nature is driving a hunt for global alternatives. The Global Semi Play: Accessing the AI infrastructure boom through Taiwan and Korea. Regional Deep Dives: From the resilient European financials to the shifting energy correlations in the GCC. Operational Edge: How to use Eurex's 21-hour trading window to eliminate overnight gap risk. For more on global benchmark trading, visit www.eurex.com .

Is the traditional geopolitical risk playbook dead? In this episode of The European Market Brief, Mark Longo is joined by Morad Askar, Founder of EdgeClear, and Matt Koren, Equity and Index Derivatives Sales and Global VSTOXX Lead at Eurex, to dissect the unprecedented market activity following recent escalations in the Middle East. While the "old playbook" suggests a flight to quality in gold and a spike in oil, the recent blockade of the Strait of Hormuz has sent the markets into a tailspin of "trade the tweet" volatility that defied standard expectations. The team explores why European derivatives—particularly VSTOXX and EURO STOXX 50—saw volumes surge to 2x their annual average, and why the "buy the dip" mentality is being tested like never before. Topics covered include: The Volatility Regime: Why VSTOXX hit levels near 35 while VIX lagged behind. The Transatlantic Spread: How energy dependency makes European markets more vulnerable to Middle East conflict than the US. Retail vs. Institutional Flow: The shift toward order book liquidity and the rise of daily options in Europe. Risk Management: Why "holding through the weekend" has become a dangerous game for professional traders in a 24/7 news cycle. Whether you're trading DAX, Bunds, or looking for cross-border volatility opportunities, this episode provides the "new" rules for an evolving, headline-driven market.

In this episode of The European Market Brief, Mark Longo is joined by Dr. Russell Rhoads (IU Kelley School of Business), Steve Sosnick (Interactive Brokers), and Matt Riley (Eurex) to dissect a rapidly shifting landscape. With the Iran conflict crossing the one-month mark, the panel explores why the "shock and awe" expectations of a quick resolution have evaporated, replaced by fears of a lingering market impact through the end of the year. Key Topics Covered: The VSTOXX 30-Handle: We haven't seen these levels in a year. Is the current spike justified, or are traders "once bitten, twice shy" after the quick recoveries of 2025? The Great Divergence: Why the U.S. and Europe are splitting on rate expectations—from "endless cuts" to potential hikes. Free Data for the "Eurex-Curious": Steve Sosnick breaks down Interactive Brokers' new initiative providing free real-time Eurex data for retail and institutional traders. Rotation vs. Repatriation: Is the "Sell America" trade real? Why investors are looking at the STOXX 600 for value and diversification away from the Mag 7. The Red Phone: The team answers listener questions on the Brent/WTI spread and whether the U.S. Midterms are actually being priced into European vol. This episode is brought to you by Eurex—the home of Euro STOXX, VSTOXX, DAX, and European rates derivatives.

The trading landscape for European rates has shifted violently in just a matter of weeks. In this episode of The European Market Brief, host Mark Longo sits down with two industry experts to dissect the sudden pivot from rate-cut expectations to a reality where rate hikes are back on the table. Joining the program are Dan Collins, Head of Futures and Options Rates at Aurel Partners, and Andreas Stillert, Vice President and Global Product Lead for Short-Term Interest Rate (STIR) Products at Eurex. Together, they break down the "dual system" of Euribor and ESTR, the dramatic flip in option skew from calls to puts, and how geopolitical turmoil in the Middle East is refueling inflation fears across the pond. In this episode, we explore: The ESTR vs. SOFR Dynamic: Understanding the nuances of the European risk-free rate versus its US counterpart. The Great Pivot: Why the market went from 100% certainty of rate cuts to pricing in potential hikes by year-end. Volatility & Skew: Analyzing the "unthinkable" shift in the options market over the last fortnight. Listener Q&A: We tackle "The Red Phone" questions regarding private credit risks in Europe and the mechanics of the ESTR/repo basis trade.

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.

Is the "Zero Day" infection spreading across the pond? In this episode, we dive deep into the heart of the Eurozone to see how record levels in the DAX and the explosion of 0DTE options are reshaping the landscape for retail and institutional traders alike. Host Mark Longo is joined by a powerhouse panel to break down the macroeconomic shifts, sector rotations, and the structural innovations making European derivatives more accessible than ever. In This Episode: The 0DTE Contagion: Lex Luthringshausen (Tradier) explains why European traders are beaming into US markets to sling intraday iron condors and how that behavior is translating to cash-settled European indices. DAX to the Max: Eugen Mohr (Eurex) breaks down the "Conservative Shift" in German politics under the new Chancellor and how government spending in the defense and industrial sectors is driving the DAX 40 to record heights. The Economic Cycle: Dr. VSTOXX himself, Russell Rhoads, analyzes why the DAX might offer more "juice" than the S&P 500 in 2026 and why the "Potholes" in the US economy might make European exposure a smoother ride. German Engineering vs. Italian Style: A heated debate on the automotive sector—from BMW and Mercedes to the "Poster Car" aesthetics of Italian design. Micro-Sizing the Market: Why notional size matters and how the Micro-DAX (at just 1 Euro per point) is becoming the ultimate tool for retail risk management. The Red Phone: The panel tackles listener questions on Eurex 0DTE liquidity, "Weekend Risk" trades using V-Stocks, and Tradier's unique "All You Can Trade" subscription model. The Panel: Mark Longo: Founder, The Options Insider Media Group Dr. Russell Rhoads: Clinical Professor at the Kelley School of Business, Indiana University Eugen Mohr: Product & Business Development Specialist at Eurex Lex Luthringshausen: SVP of Business Development at Tradier Resources Mentioned: The Leap Trading Competition: Join over 50,000 traders in the Eurex/TradingView paper trading challenge. Visit eurex.com/competition . Learn More About Eurex: eurex.com

Is it time to diversify beyond the U.S. and take the "Leap" into European markets? In this episode, host Mark Longo is joined by Russell Rhoads (IU Kelley School of Business), Cornelius Trenz (EUREX), and Helena Jarabakova (TradingView) to explore how retail and professional traders can access the high-liquidity European derivatives landscape. We dive deep into "The Leap"—a massive new paper trading competition with over $20,000 in prizes designed to help you master EUREX products without risk. Continental Conversations: TradingView 101: How Helena Jarabakova and the TradingView team are democratizing access to European data for just $2/month. The "Mid-Morning" Edge: Why the European market close (around 11:30 AM ET) offers a second daily window for volatility and swing trading. VDAX vs. VIX: Analyzing the "Greenland Dust-up" and how European volatility is currently correlating with the U.S. Hidden Gems: Cornelius Trenz highlights why Euro STOXX Banks and STOXX Europe 600 futures are the preferred tools for institutional-grade diversification. Correlation Breakdown: Russell Rhoads explains why the decoupling of DAX and S&P 500 correlation is a green light for portfolio diversification. Timestamps: 0:00 – Introduction to European Volatility 5:20 – TradingView: Charting and Education for 100M+ Users 12:45 – Deep Dive: "The Leap" Paper Trading Competition 22:15 – The "Mid-Morning" Opportunity for U.S. Traders 31:40 – VDAX, VIX, and the Impact of Global Tariffs 45:10 – Mail Call: European Financials & Sector Rotation Brought to you by EUREX. Take the Leap today at EUREX.com/competition

The trading day doesn't start when the opening bell rings. In this inaugural episode of 2026, Mark Longo is joined by a powerhouse panel to dissect a wild 2025 and forecast the trends shaping the European derivatives landscape in the year ahead. Inside This Episode: 2025 Retrospective: Why European financials and defense sectors outperformed the US mega-cap tech narrative. The Defense Boom: A look at the unprecedented returns in European defense indices (some up nearly 100%) and whether the momentum can survive potential geopolitical shifts. Banking on Europe: Why the STOXX Europe 600 Banks index returned a staggering 76% in 2025 and how the diversification of European mega-caps offers a unique play compared to US financials. Volatility Outlook: Russell Rhoads breaks down the VIX vs. VSTOXX and explains why the US remains the primary source of global "anticipatory" volatility. New Product Alert: Sophie Granchi (Eurex) discusses the shift toward Industry Futures and the demand for thematic trading in a de-globalizing world. The Red Phone: Listener Q&A The panel answers your burning questions on: Relative Value Trades: How to play the narrow calendar spreads in VSTOXX vs. the wider spreads in VIX. Institutional Rotation: Is the heavy volume in European Bank futures a "higher for longer" play or a flight from US markets? The Divergence Myth: Is the gap between the S&P 500 and STOXX cyclical or a permanent shift in global equity performance? Featured Guests: Mark Longo: Founder & CEO, The Options Insider Media Group Russell Rhoads: Kelly School of Business, Indiana University (a.k.a. Dr. VSTOXX) Sophie Granchi Head of Equity & Index Sales (EMEA), Eurex Arun Singhal: Global Head of Index Product Management, STOXX

What defined European markets in 2025, and what trading trends will dominate 2026? In this year-end episode of the European Market Brief, host Mark Longo joins industry experts from Eurex, Advantage Futures, and Indiana University for a deep dive into market performance and future outlooks. The panel moves beyond a simple review to analyze surprising shifts in market structure, from the explosion of prediction markets to the demand for 24-hour trading access. Tune in to hear the panel discuss: 2026 Market Predictions: Where the experts see European opportunities next year. Volatility Strategies: Why interest in trading volatility remained high in 2025. Futures Debates: The evolving roles of cash vs. physically settled futures. New Frontiers: Opportunities in credit indices and round-the-clock trading. Featured Guests: Russell Rhoads, Indiana University Kelley School of Business Mike O'Malley, Advantage Futures Lee Bartholomew, Eurex

In this episode of the European Market Brief, the discussion centers on navigating the European derivatives markets and managing market risk. Host Mark Longo is joined by experts Matt Koren (Eurex), Mark Wator (Barchart), and Russell Rhoads (Kelley School of Business at Indiana University) to provide in-depth volatility trading analysis. Key topics include the nuances and trading opportunities within the V-STOXX index (Europe's leading volatility index), its direct comparison to the VIX, and the evolving analytic tools and derivatives market data provided by Barchart. Other highlights cover insights into real-time trading activities, the influence of major European market events, and future plans for new financial products, particularly in options and volatility trading. The episode wraps up with answering listener queries about V-STOXX data sources and proven trading strategies.

HOST: Mark Longo, The Options Insider CO-HOST: Dr. Russell Rhoads, Indiana University Kelley School of Business CO-HOST: Davide Masi, Eurex CO-HOST: Fateen Sharaby, Bloomberg Index Product This episode of the European Market Brief focuses on the growing interest and key trends in the European credit derivatives market. They delve into the specifics of credit index futures, covering product offerings, market dynamics, and key use cases for institutional and retail investors. The episode also touches on the implications of recent market volatility, the integration of ETF and futures markets, and the evolving landscape of electronic trading. 

HOST: Mark Longo, The Options Insider GUEST: Russell Rhoads, Indiana University's Kelley School of Business GUEST: Philipp Schultze, Eurex GUEST: Ryan Pitylak, NinjaTrader This episode offers an in-depth look at the European derivatives markets. Topics discussed encompass differences between the European and U.S. market structures, the role of economic data, retail trading trends, European-style settlement origins, and the future outlook for European markets. The episode also addresses specific questions from listeners about the European crypto marketplace, warrants, and the term structure of VIX versus VSTOXX.

Host: Mark Longo, The Options Insider Media Group Panelist: Eugen Mohr, Eurex Panelist: David Russell, TradeStation Panelist: Russell Rhoads, Indiana University Kelley School of Business In this episode, the panel discuss the intricate details of the DAX complex, exploring its evolution from the original contract to the introduction of mini and micro futures. They highlight the significance of different contract sizes and how they cater to varying investor needs, especially retail investors. They also discuss liquidity, market strategies, and future trends. And, the impact of zero DTE options on the European market is also examined, along with a focus on VSTOXX and their role during market volatility. Listeners get a comprehensive overview of trading opportunities, market behavior, and strategic insights to navigate the European derivatives landscape effectively.    

Host: Mark Longo, Owner and CEO of The Options Insider Media Group Featured Guests: Russell Rhoads, Associate Clinical Professor at Indiana Kelley School of Business Matt Amberson, Principal and Founder of ORATS (Options Research and Technology Services) Daniel Murillo, Associate Vice President and US Sales Manager for Market Data and Services at Deutsche Börse (Eurex) For traders looking across the pond, data access is the key to unlocking opportunities. In this episode, our panel tackles the challenges of finding, analyzing, and utilizing quality European derivatives market data. On the Agenda: Data Deep Dive: Where can retail and professional traders find reliable, cost-effective data for Eurex products like EURO STOXX 50, DAX, and VSTOXX? Guests highlight essential free and paid resources. Backtesting the Continent: ORATS's Matt Amberson details how the unique, often sideways movement of European stocks offers different—and sometimes better—backtesting results for strategies like covered calls compared to the U.S. market's long bull run. The Race for Speed: Daniel Murillo of Eurex shares an insider look at the exchange's data services, including T+1 flows and new picosecond-level timestamping for High-Frequency Traders. VIX vs. VSTOXX: Russell Rhoads analyzes the difference in the futures term structure between VIX and VSTOXX, revealing why the European volatility index offers unique trading dynamics, especially as the U.S. trading day slows down.

This episode delves into the world of European dividends and the specialized futures and options markets used to trade them. Host Mark Longo is joined by Dr. Russell Rhoads (Indiana University), Lorena Dishnica (Head of Dividend Products, Eurex), and Sahand Taghizadeh (Head of Investable Stocks Benchmarks, STOXX). Key Differences: Unlike the U.S. with its quarterly payments and buyback culture, Europe favors annual dividends, with a "dividend season" in spring/summer. Dividend Futures: Eurex pioneered a listed market for dividend derivatives in 2008. These products allow traders to isolate and hedge dividend risk, which is a key need for banks that issue structured products. Analyzing the Market: The most liquid contracts are the annual Decembers. They can be used to gauge the market's fundamental outlook, as their prices are sensitive to corporate cash flow forecasts and macroeconomic events. The Curve: The European dividend futures curve often shows a downward slope, known as backwardation, reflecting the heavy hedging activity. Listener Question: A listener asks about smaller contract sizes. While dividend futures are not yet micro-sized, the options on them offer a way for traders to manage their capital commitment.

Welcome to the European Market Brief, Episode 8! In this episode, we dive into a transatlantic financial showdown, comparing the European and U.S. markets. Join Mark Longo and special guests Russell Rhoads, Christoph Schon, and Zubin Ramdarshan as they explore everything from market concentration and volatility to the surprising resurgence of the European defense sector. Key Discussion Points & Timestamps [00:03:52] - Introducing the Panelists Host Mark Longo, CEO and founder of The Options Insider Radio Network Russell Rhoads, also known as "Dr. VSTOXX," from Kelley School of Business - Indiana University Christoph Schon, Lead Principal at SimCorp Zubin Ramdarshan, Global Co-Head of Derivatives Products and Markets at Deutsche Börse [00:10:07] - The US vs. European Market Structure [00:13:30] - Sector Trading in Europe [00:16:30] - The Small-Cap vs. Large-Cap Debate [00:18:48] - Recent Market Performance [00:23:38] - The Impact of US Headlines on Europe [00:27:10] - The European "Tech" Sector Analogs [00:29:40] - The Role of Earnings Season in Europe [00:32:04] - The Rise of the European Defense Sector [00:36:54] - Final Takeaways [00:41:26] - The Red Phone: Listener Q&A Regarding the Spread between VIX and VSTOXX & Zero-Day Options in Europe Where to Find Our Guests Christoph Schon: Learn more about his research and insights at https://simcorp.com/resources/insights. Zubin Ramdarshan: Connect with Zubin on LinkedIn (Zubin Ramdarshan) or explore product details at Eurex.com. Russell Rhoads: Follow Russell's research and commentary on Twitter: @RussellRhoads.      

In this episode, the discussion centers around the basics of futures trading, including contract sizes, expiration, and margin requirements. Guests Russell Rhoads (Kelley School of Business, Indiana University), Rich Excel (Gies College of Business, University of Illinois) and Sascha Semroch (Eurex) join the talk, providing insights into how futures compare to stocks, the concept of contango and backwardation, and the nuances of trading VIX versus VSTOXX. The episode also addresses listener questions, covering topics such as the FX market in Europe, potential volatility catalysts in the EU, and strategies for trading VSTOXX.    01:22 Welcome to the European Market Brief 03:38 Meet the Experts: Russell Rhoads, Rich Excel & Sascha Semroch 06:13 Continental Conversations: Diving into Futures 06:54 Futures 101: Basics and Nuances 18:10 Understanding Futures Pricing and Expiration 21:30 Margin Rates and Capital Efficiency in Futures 26:32 Options on Futures: A Deeper Dive 28:38 Analyzing Volatility Futures in US and Europe 29:09 The Evolution of VSTOXX as a Standalone Product 30:31 Systematic Approaches to Trading VIX and VSTOXX 32:04 Pricing Nuances in VSTOXX and VIX Futures 34:46 Comparing Futures and Traditional Asset Classes 37:59 Final Thoughts on Futures Trading 43:50 Listener Questions: FX Market and VSTOXX vs VIX  

In episode six of the European Market Brief, host Mark Longo is joined by guests Russell Rhoads (Indiana University), Nicolae Raulet (Eurex), Shawn Creighton (FTSE Russell), and Sandra Brekalo (Crypto Finance) to discuss the latest trends in the European derivatives and crypto markets. The episode covers the rise of crypto futures and options, institutional interest in crypto, recent price movements in Bitcoin and Ethereum, regulatory developments in the US and Europe, as well as the impact of AI on the crypto space. The hosts also dive into listener questions about staking rewards for Ethereum and share bold predictions for the future of the market.   01:22 Welcome to the European Market Brief 03:40 Meet the Guests 07:50 Diving into Crypto 09:00 Crypto Product Offerings at Eurex 14:17 FTSE Russell's Role in Crypto Benchmarks 19:07 The Evolution of Crypto Futures and Options 22:05 Current Trends in the Crypto Market 30:23 Institutional Demand for Crypto 35:03 Customer-Driven Exchange and Product Development 35:46 Institutional Demand and Crypto Market Dynamics 37:09 Indexing and Bite-Sized Products 38:53 Regulatory Uncertainty and Institutional Adoption 39:42 Evolution of Crypto Assets and Market Trends 44:02 Regulatory Developments in Europe and the US 49:09 Future Outlook and Bold Predictions 56:07 Listener Questions and Staking Rewards 59:01 Closing Remarks and Resources  

This episode dives deep into the German derivatives markets, particularly focusing on the DAX index. Hosts and guests discuss the composition of the DAX, trading opportunities, and its significance to the European economy. The discussion includes insights from Tobias Inger of Eurex, who elaborates on the total return index and margin requirements. Morad Askar of Edge Clear shares his experiences and observations on trading the DAX, highlighting interest trends among US traders. Russell Rhoads provides comparative analysis with US markets, shedding light on near-dated options performance and market volatility. The episode also addresses listener questions about the impact of the Euro on FX trading and explores the implications for both European and global markets.   03:54 Meet the Guests 10:05 Continental Conversations: Focus on Germany and the DAX 12:09 DAX Market Insights and Trading Opportunities 22:16 DAX Futures and Options: Trading Strategies 28:30 DAX Margin Insights 31:07 Opportunities in the German Markets 31:38 European Derivatives Market Update 32:16 Trading Strategies and Client Perspectives 36:47 Micro and Mini DAX Contracts 44:16 Listener Questions: European FX Market 51:19 Conclusion and Resources  

This episode of 'The European Market Brief' introduces listeners to the European derivatives and fixed income markets. Hosted by Mark Longo from the Options Insider Radio Network, the show delves into trading strategies, liquidity, and market trends specific to European rates, comparing them with US counterparts. Guests Russell Rhoads (Indiana University), Rex Jones (Eurex), and James Sewell (Marex) offer valuable insights into products like BUN, BOBL, and SCHATZ futures, and discuss recent market activities, including the impact of potential massive fiscal spending in Germany and ongoing global geopolitical tensions. The episode also covers the transition from LIBOR to alternatives like EUROSTR, providing listeners with a comprehensive understanding of current opportunities and challenges in the European trading landscape.   01:22 Welcome to the European Market Brief 02:32 Episode 4 Kickoff and Listener Appreciation 03:53 Guest Introductions: Russell Rhoads and Rex Jones 07:06 Guest Introduction: James Sewell 08:41 Continental Conversations: Exploring European Rates 10:14 Diving into European Rates Products 16:51 Comparing US and European Rates Markets 19:43 Liquidity and Trading Hours in European Rates 26:05 Open Interest and Speculative Activity 31:24 LIBOR Transition and New European Rates Products 33:14 Regional Differences in Interest Rates 33:51 Issues with LIBOR and Transition to New Rates 34:44 European Rate Products and Market Gaps 36:38 Short-Term Euro Interest Rate Futures 39:06 Option Strategies in European Rates 43:29 Divergence Between US and European Rates 51:44 Impact of German Fiscal Policies on Rates 53:56 Future Trading Opportunities and Market Catalysts 58:05 Conclusion and Contact Information  

In this episode of the European Market Brief, the host Mark Longo along with guests Russell Rhoads (Indiana University Kelley School of Business), Sophie Granchi (Eurex), and Patrik Herrmann (STOXX) delve into European derivatives markets, highlighting major indices like the Euro STOXX 50 and STOXX Europe 600. The discussion covers strategic insights into the unique trading opportunities and challenges in European equity markets compared to the US, touching on volatility trends and sectorial investments. The panel also answers listener questions, comparing VSTOXX with VIX, and explaining the impact of geopolitical events on volatility indices.   01:04 Welcome to the European Market Brief 02:31 Episode Three Kickoff & Meeting the Hosts and Guests 06:48 Diving into European Indices 08:48 Comparing European and US Markets 11:36 Exploring the Stocks Europe 600 19:50 Accessing European Markets 23:51 Overnight Desk: Market Activity 26:42 European Defense Sector Awakens 27:09 End User Insights from Sophie Granchi 27:59 Market Volatility and Client Behavior 30:03 Premium Harvesting in European Markets 32:39 VSTOXX and Volatility Trends 38:57 Listener Questions and Feedback 48:03 Closing Remarks and Resources  

In this episode, host Mark Longo is joined by guests Russell Rhoads (Indiana University Kelley School of Business), Damien Zinck (Eurex), and Nick Cassano (Tradier) to delve into the dynamic world of European derivatives markets. The discussion encompasses various aspects such as the Euro STOXX 50 index, DAX futures, VSTOXX volatility index, and innovative trading strategies like one-by-two call spreads. The episode highlights the impact of market volatility driven by global trade wars and geopolitical factors on European markets. The experts also share insights into sector-specific futures and the growing interest in European derivatives among US investors.   01:22 Welcome to the European Market Brief 02:31 Episode Two Kickoff and Guest Introductions 07:26 Diving into the Euro Stocks 50 13:51 Exploring the DAX and Micro Contracts 17:42 Trading Strategies and Leverage in Futures 18:58 Understanding VSTOXX and Volatility 27:34 VSTOXX vs VIX: A Comparative Analysis 28:26 European Derivatives Market: Current Trends 29:13 Impact of Trade Wars and Geopolitics 36:20 Sector Futures and Trading Opportunities 42:33 Volatility Trading Strategies 46:07 Listener Feedback and Closing Remarks  

In this inaugural episode of The European Market Brief, Mark Longo, from The Options Insider Radio Network, along with guests from EUREX, Interactive Brokers, and SimCorp, delve into the complexities of the current European derivatives markets. The episode covers how European markets have responded to recent tariff developments, with a specific focus on trading strategies, market insights, and volatility trends. Notable guests include Matt Koren from EUREX, Steve Sosnick from Interactive Brokers, and Melissa Brown from SimCorp, discussing everything from the impact of tariffs to the distinctions between US and European indices, and the importance of diversification in current markets. This episode also explores the potential longevity of the current trade detente and what investors should monitor moving forward. 00:00 Introduction to Options Insider Radio Network 00:53 Welcome to the European Market Brief 01:58 Inaugural Episode Kickoff 03:59 Meet the Experts 04:36 Understanding EUREX and European Markets 09:16 Impact of Tariffs on European Markets 22:09 Volatility in Global Markets 26:03 Navigating Market Volatility 27:07 Impact of Trade Wars on Volatility 28:33 Understanding VSTOXX and Its Market Impact 32:17 Retail Investors' Reactions to Market Changes 33:48 Comparing VIX and VSTOXX 37:35 Future Market Outlook and Diversification 47:45 Conclusion and Resources  

We're excited to add a new show to the Options Insider Radio Network.  Meet the European Market Brief, presented by Eurex. 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. Our first episode will be hosted as a Zoom webinar - we invite you to register for free and join our taping on Tuesday, May 13th at 10:00 am CDT.  You can register at https://theoptionsinsider.com/shows/eurobrief