The European Market Brief 7: Exploring the Mysterious World of Futures
Update: 2025-08-13
Description
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
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