5 November 2024
The end of 2021 marked the launch of the first Credit Index Futures product, a milestone achieved through the joint efforts of Bloomberg and Eurex, who spearheaded this market. Three years later, the partnership has expanded to offer a global suite of Credit Index Futures, covering Euro, Sterling, USD Credit, and Emerging Market Sovereign index futures.
Building on the trend of fixed income electronification, Bloomberg and Eurex bring three years of experience, use cases, and best practices to London, highlighting a rapidly expanding market.
The event will be followed by a networking Lunch reception.
Registration
Agenda
November 5
08:30
Breakfast and Registration
09:00
Welcome/Agenda
Matthias Graulich, Eurex Clearing
Erik Rotander, Bloomberg
09:10
Presentation: Credit Index Futures
Speakers: Davide Masi, Natesh Pothalingam
09:30
Presentation: Do yo know your cost funding?
Speakers: Vikas Jain, Chris Houghton
09:50
Panel: The Buyside Perspective
A raft of new regulations since the Global Financial Crisis have increased the appeal of trading in listed markets for the buyside. Several key OTC markets have been “futurized” such as total return instruments. Credit Index Futures offer the buyside the opportunity to trade the asset class in a secure and capital efficient market for the first time bringing several benefits. In this panel, we discuss how the buyside views the introduction of Credit Index Futures and where they will add value to the market.
Speakers: Shanil Shah, Loretta Jackson, Andreas McGrath
Moderators: Natesh Pothalingam
10:30
Break & Networking
10:50
Panel: The Question of Liquidity
Launching a new futures contract is never an easy task as competition for screen space is intense. Launching a new asset class is perhaps even more challenging. However, the development of liquidity in Credit Index Futures has demonstrated the demand for the product. As the focus turns to bringing more liquidity on screen and developing liquidity in the new US-focused launches, this panel discusses initiatives to grow liquidity in existing and new contracts.
Speakers: Stefan Schmidt, Antony Harden
Moderators: Davide Masi
11:30
Fireside Chat: The Future of Credit Index Futures
Speakers: Dan Philip, Stefan Schmidt, Erik Rotander
Moderators: Davide Masi
12:00
Lunch & Networking
Speakers
Matthias Graulich
Executive Board Member, Eurex Clearing
Davide Masi
Fixed Income Derivatives Product R&D, Eurex
Dan Philip
Institutional Sales & Trading, Jane Street
Loretta Jackson
Global Fixed Income credit portfolio manager, Schroders
Shanil Shah
Head of Fixed Income ETF Portfolio Management, EMEA, DWS Group
Erik Rotander
Head of Index Sales and Relationship Management, EMEA, Bloomberg
Vikas Jain
Senior Quantitative Researcher, Bloomberg
Antony Harden
Executive Director – Equity Futures / Delta 1 Sales Trader, Goldman Sachs
Stefan Schmidt
Senior Derivatives Trader, Union Investment
Natesh Pothalingam
Credit Market Specialist, Bloomberg
Andreas McGrath
Fixed Income ETF Trader, Susquehanna International Group
Chris Houghton
Senior Product Developer, Bloomberg