The European Market Brief 4: European Rates
Update: 2025-06-26
Description
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
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