May 6, 2026

Speaker:
Cornelius Trenz, Head of Sales Americas

Speaker:
Melissa Brown, Managing Director, Investment Decision Research, SimCorp

This panel will explore emerging trends in cross‑Atlantic volatility strategies across equities, fixed income, and foreign exchange (FX). We’ll also delve into tools and mechanisms to simplify trading across global markets, as well as examine innovative volatility‑related derivative launches to add to your toolkit.

• How has U.S. participation in European options and volatility markets shifted in recent years?

• What strategies are U.S. firms deploying in European volatility markets, and what are the best pathways for access?

• How can the U.S. ETF community best leverage regulatory changes to access European flexible (Flex) options markets?

Moderator:
Quratulain Tejani, Reporter, EQD

Speakers:
Matt Koren, Sales Americas, Eurex
Benn Eifert, Managing Partner, QVR Advisors
Anna Whitlow, Managing Director, Futures and Options Execution, Goldman Sachs
Kamran Khan, Senior Relationship Manager, Electronic Trading Strategies, WEX

Join our discussion on how different clients define liquidity. Through our offering of various complementary execution models, Eurex caters to all liquidity needs. Eurex’ FX suite strives to allow clients to maintain bilateral trade relationships while using our listed FX instruments for capital and funding efficiencies. Hear about the hybrid environment of OTC and exchange‑traded derivatives (ETD) FX co‑existing as an increasing part of the overall FX landscape.

• What does FX liquidity look like today, and how is it expected to develop?

• How are hybrid execution services connecting the OTC and listed FX liquidity pools?

• What benefits are bank exchange‑for‑physical (EFP) workflows delivering to clients?

Moderator:
To be announced soon.

Speakers:
Jens Quiram, Global Head of Sales & Marketing, Eurex
Richard Condon, Head of FX, Commodities & Emerging Markets, BNP Paribas
Further speakers to be announced soon.

Join our expert panel for a dynamic discussion on the diverging paths of the U.S. and European derivatives markets. We will explore America’s retail trading boom versus Europe’s more measured participation, the market-wide shift from structured products to listed alternatives, and the persistent challenges of fragmentation. The conversation will also examine the growing influence of financial betting platforms, considering the opportunities for broader access alongside the evolving regulatory and structural implications for the industry.

• What will determine whether Europe can replicate the scale of U.S. retail participation?

• How are platforms competing to win retail order flow—and what does that mean for exchanges?

• Is retail becoming a core revenue driver, or is it still an incremental opportunity for European derivatives markets?

Moderator:
Will Acworth, Global Head of Market Intelligence, FIA

Speakers:
Cornelius Trenz, Head of Sales Americas
A representative from Susquehanna
Further speakers to be announced soon.

As credit markets face renewed volatility, managers require more efficient hedging instruments than traditional swaps. This expert panel examines the practical integration of credit index futures to manage risk, generate alpha, and access reliable liquidity.

• How do listed credit index futures fit into the U.S. market?

• How are firms navigating credit volatility, and what is the role of futures in their strategies

• What are the opportunities in volatile credit markets?

Moderator:
Umesh Gajria, Global Head of Index-linked Products, Bloomberg Index Services

Speakers:
Iris Hui, Sales Americas, Eurex
Further speakers to be announced soon.

Robbert Booij, CEO Eurex