General inquiries:
In case of further questions please do not hesitate to contact Eurex Marketing via e-mail.
We are back in Paris. Join us for Derivatives Forum Paris 2026, an exclusive half-day event offering essential insights into the trends and forces shaping the global derivatives landscape.
Connect with leading market participants, gain strategic perspectives, and take advantage of valuable in-person networking opportunities.
Key topics explored at this year’s forum include:
Europe’s economic outlook in an era of global fragmentation
The evolving landscape of EU debt and innovations in Euro–EU bond futures
Structural changes in the European clearing ecosystem
The transition to the electronification of repo markets
Cross-asset volatility trends, trading strategies, and product innovation
Futurization and its impact on portfolio construction and liquidity management
The expanding role of Credit Index Futures in European credit markets
Derivatives Forum Paris 2026 will be an in-person event, enabling you to benefit from exclusive networking opportunities and providing an ideal occasion to schedule meetings around the forum.
Date: 23 June 2026, 13:45–18:30, followed by networking drinks until 21:30
Location: FUGA SPACE, 32 Rue de Monceau, 75008 Paris, France
Moderator: Christophe Rilinger, Head of Derivatives Marketing, Eurex
To kick off the Derivatives Forum Paris, this fireside discussion will explore what lies ahead for Eurex in 2026, with a particular focus on the French market.
Moderator: Christophe Rilinger, Head of Derivatives Marketing, Eurex
Speakers:
Jonas Ullmann, Executive Board Member, Eurex
Mezhgan Qabool, Head of Sales EMEA, 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?
Moderator: Radi Khasaweh, Editor, FOW
Speaker: Raphael Brun-Aguerre, Senior Economist, J.P. Morgan
Credit Index Futures are one of the most compelling derivatives and should be in every portfolio manager’s toolkit, empowering them with a liquid, transparent, and capital‑efficient way to quickly adjust exposure, actively manage risk, and capture relative value opportunities alongside traditional OTC markets.
Speakers:
Davide Masi, Global Product Lead, Credit Index Derivatives, Eurex
Antoine Canard, Head of Overlay & Multi-Expertise Portfolio Management, Amundi Asset Management
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 and FX.
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?
Active Account Requirements: client developments, reporting obligations, and positions transfer
Moderator:
Helen Bartholomew, London Bureau Chief, Risk.net
Speakers:
Isabelle Blanche, Regional Sales Manager, Eurex
Gaspard Bonin, Deputy Global Head of Derivatives Execution & Clearing, BNP Paribas
Dimitri Mongeot, Senior Trader, BNP Paribas Asset Management
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:
Radi Khasaweh, Editor, FOW
Speakers:
Patrice Lacourarie, Head of Derivatives Clearing Services, HSBC
Charlie Badran, Head of Axa Financing, BNP Paribas Asset Management
Alexandra Morelle, Regional Sales Manager, Eurex
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, EQDerivatives
Speakers:
Sophie Granchi, Regional Sales Manager, Eurex
Gavin Dolan, Executive Director, Equity Trader, Goldman Sachs
Laurent Clavel, Global Head of Multi-Asset, BNPP Asset Management
Michaël Soued, Head of Global Aggregate & Multi Strat TR, Ostrum Asset Management
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: Radi Khasaweh, Editor, FOW
Speaker:
Jutta Frey-Hartenberger, Global Product Lead LTIR, Eurex
Sören Kretschmar, Managing Director, Head Bond Derivatives, Deutsche Bank
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
Pierre Trecourt, COO, Co-Founder, Premialab
Rémi Genlot, Head of Solutions and Structuring, Sanso Longchamp AM
Mahmoud Elarbi, Heads of Custom Baskets, Société Générale CIB
Speaker: Philipp Schultze, Head of Sales Western and Southern Europe, Eurex
General inquiries:
In case of further questions please do not hesitate to contact Eurex Marketing via e-mail.