23 June, 2026

Moderator: Christophe Rilinger, Head of Derivatives Marketing, Eurex

Speaker: Jonas Ullmann, Executive Board Member, Eurex

This Fireside Chat offers a behind-the-scenes look at the most influential ideas and debates shaping strategic investment decisions for the year ahead.

• How are global macroeconomic complexity and regional dynamics creating risks and opportunities?

• Which geopolitical risks will drive long-term market trends, and which are overstated?

• What is the impact of technology and AI on investment processes?

Speakers will be announced soon.

Topic and speakers will be announced soon.

European clearing markets are undergoing a structural shift as investors seek to take advantage of capital efficiencies and the attractiveness of trading in a cleared environment. This panel discusses the state of clearing, from OTC IRD to STIRs, FX and repo.

• Beyond EMIR 3.0 — what’s next in the European clearing space?

• What defines quality liquidity in today’s markets — and how are buy-side participants rethinking execution strategies?

• Understanding clearing and connectivity — what is the infrastructure behind the liquidity?

Moderator: To be announced soon.

Speakers:
Isabelle Blanche, Regional Sales Manager, Eurex
More speakers will be announced soon.

Repo markets serve as a foundational layer for broader financial markets. As excess liquidity is removed from the system through reductions in central bank balance sheets, repo markets are becoming more central to buy-side investment strategies. Our panelists will discuss the impact of macro trends, the challenge of electronification, and how margin efficiencies boost volumes and transparency.

• How have the dynamics of the repo market shifted over the past three years?

• Sponsored clearing in Europe is on the rise. What are the challenges and opportunities for buy-side firms?

• What’s next for the repo market in Europe?

Moderator: Alexandra Morelle, Regional Sales Manager, Eurex

Speakers will be announced soon.

Market volatility has remained a defining condition of the global financial landscape in recent years. This panel explores how volatility dynamics are evolving across equities, foreign exchange, and rates, viewed through the lens of buy-side practitioners. The discussion will focus on changes in trading approaches, the role of structured and systematic strategies, and how technological advances are reshaping participation in volatility markets.

• How have volatility trading and risk management practices adapted in response to recent market cycles?

• Where is innovation most needed to support the next phase of volatility products and strategies?

• Looking ahead to 2026, what volatility scenarios should firms prepare for, and how can they position themselves proactively?

Moderator: Georgia Reynolds, Editor, EQD

Speakers:
Sophie Granchi, Regional Sales Manager, Eurex
More speakers will be announced soon.

Euro‑EU Bond Futures are designed to enhance liquidity in the EU debt market. What are the key drivers behind this innovative product, its potential benefits for investors, and how does it complement Eurex’s existing fixed income offerings? Discover how these physically delivered futures can be used for hedging EU bond exposure and contribute to a more dynamic market.

• How can investors leverage Euro‑EU Bond Futures to manage risk and potentially enhance returns within their portfolios?

• Understanding the contract specifications and delivery mechanism — and how these futures fit into the broader fixed income landscape.

Moderator: To be announced soon.

Speakers:
Jutta Frey-Hartenberger, Global Product Lead LTIR, Eurex

The rise of quantitative investment strategies (QIS) and the launch of QIS Index Futures at Eurex mark a major step in the futurization of derivatives markets. This panel brings together leading portfolio managers and further experts to discuss how the shift from OTC products to listed, exchange‑traded formats is reshaping systematic investing, improving access, and enhancing capital efficiency.

• How the futurization of QIS expands institutional access through standardized, transparent, and cost‑efficient listed futures.

• How portfolio managers integrate QIS futures to optimize margin, collateral, and overall capital usage.

• How listed derivatives enable scalable market‑neutral or defensive strategies to strengthen portfolio diversification.

Moderator: Helen Bartholomew, London Bureau Chief, Risk.net

Speakers:
Stuart Heath, Director, Product Design, Eurex
More speakers will be announced soon.

Speaker: Philipp Schultze, Head of Sales Western and Southern Europe, Eurex