Derivatives Forum Madrid 2025
23 September 2025, Edition Hotel
Join us for the inaugural Derivatives Forum Madrid 2025, proudly sponsored by Banco Santander and BNP Paribas.
This exclusive half-day event offers invaluable insights into the forces shaping the future of derivatives. Engage with industry experts and connect with your peers for an unparalleled networking experience.
- The future of EU debt: Euro-EU Bond Futures
- Trading and investing in European equity derivatives
- How credit futures are changing the credit market: a buy-side perspective
- Moving from beta to alpha generation using delta one derivatives
- Electronification and the state of the repo market
Derivatives Forum Madrid 2025 will be an in-person event, enabling you to take full advantage of exclusive networking opportunities with your peers and a great opportunity to plan your meetings around this event.
Join us on Thursday, 23 September 2025
- Date: 23 September 2025, 4:00 – 7:00 PM
- Location: The Madrid EDITION Pl. de Celenque, 2, Centro, 28013 Madrid, Spain
| 15:30 - 16:00 Registration |
16:00 - 16:05 Welcome & Housekeeping |
16:05 - 16:10 Welcome speech |
16:15 - 16:35 Fireside Chat: The future of EU debt is here: Euro-EU Bond futures set to boost the EU debt market The upcoming 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 does it complement Eurex's existing fixed income offerings. Discover how these physically delivered futures can be utilized for hedging EU Bond exposure and contribute to a more dynamic market.
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16:40 - 17:10 Panel: Is liquidity overrated? The real drivers of Euro derivatives success With trading and clearing of euro-denominated derivatives now readily available on a single platform, the market landscape is changing. But is liquidity the only measure of success? This panel goes beyond the hype and explores the real drivers shaping the future of euro derivatives.
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17:15 - 17:45 Panel: How credit futures change the credit market – a buy-side perspective After a decade of low interest rates, 2022 marked the return of inflation and volatility to the corporate bond market, creating both challenges and opportunities for investors. Looking ahead, the macroeconomic outlook remains uncertain, particularly with ongoing geopolitical risks and fiscal pressures. How can investors navigate this complex landscape and gain efficient exposure to corporate bonds? Our panelists present a transparent and cost-effective solution.
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17:50 - 18:35 Panel: Moving from beta to alpha generation using delta one derivatives Join us for an engaging panel discussion exploring the diverse applications of delta one derivatives, starting with a beta-focused approach. We'll delve into various use cases for futures in replicating equity benchmarks, examining how the risk profiles of price vs. net total return futures influence the efficiency of targeting specific exposures. Discover how Total Return Futures across European and MSCI markets can help minimize tracking error. The panel will then shift its focus to alpha generation strategies using delta one derivatives. Learn how total return futures (TRFs) and dividend futures provide asset managers with opportunities to enhance returns and generate alpha. We'll also explore the role of derivatives in quantitative investment strategies (QIS), from portfolio construction to alpha generation.
Speakers:
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18:40 – 19:00 Fireside Chat: The buy- side case for cleared repo Macroeconomic trends and regulations are significantly reshaping the repo market. Buy-side institutions are increasingly adopting cleared repo to navigate these changes and optimize liquidity and stability. This fireside chat will explore how buy-side firms are leveraging cleared repo to adapt and thrive in this evolving landscape.
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19:00 Closing remarks |
19:00 - 22:00 Eurex Get Together and networking reception |
