The European Market Brief 4: European Rates

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 Rhodes (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 Rhodes 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