A Eurex sponsored webinar Oct 8th 2019 at 11 am (Frankfurt) / 10 am (London) / 5 pm (Hong Kong)
Join us Oct 8th for an educational webinar on Total Return Futures to learn more about the current use, trading opportunities and the ongoing evolution of this product from both a leading academic research professional and derivatives market participants.
Total Return Futures (TRFs) are growing in popularity. Both buy and sell-side firms are looking to incorporate this new product into their wider trading strategies to provide new trading opportunities in futures, margin efficiencies and tools to manage repo risk on equity markets. In a webinar Oct 8, combining more academic research findings and practical strategies of market participants, attendees will gain a better understanding of how this futurized solution works, how they are used today, the advantages of use and how this product among an ever-changing futures and OTC derivatives market.
In this webinar, Prof. Radu Tunaru, University of Kent, presents the findings of his research on TRFs and how they can be used to manage the repo risk on equity markets. A panel of market participants representing both the buy and sell-side will also share how they currently use these products as part of their futures trading strategies and address specifics such as how are TRFs accessed in the market and what are the main elements hedge the risk and to generate the long-term financing spread. The panel will also discuss how TRFs can be correlated with the EONIA and which trading strategies can be applied, in terms of the index delta. Attendees will also learn more about common challenges and key advantages in the use of this TRF. Join us Oct 8 to learn more on how to optimize the use of this new product.
- Radu Tunaru, Professor, University of Kent
- Antoine Porcheret, Director, Equity Trading Strategy, Citi
- Manish Garg, Portfolio Manager, Equity Trading, BFAM Partners
- Stuart Heath, Senior Vice President, Equity & Index Product Design, Eurex
Moderator: Julia Schieffer, DerivSource