The trading day doesn't start when the opening bell rings. In this inaugural episode of 2026, Mark Longo is joined by a powerhouse panel to dissect a wild 2025 and forecast the trends shaping the European derivatives landscape in the year ahead.

• 2025 Retrospective: Why European financials and defense sectors outperformed the US mega-cap tech narrative.

• The Defense Boom: A look at the unprecedented returns in European defense indices (some up nearly 100%) and whether the momentum can survive potential geopolitical shifts.

• Banking on Europe: Why the STOXX Europe 600 Banks index returned a staggering 76% in 2025 and how the diversification of European mega-caps offers a unique play compared to US financials.

• Volatility Outlook: Russell Rhoads breaks down the VIX vs. VSTOXX and explains why the US remains the primary source of global "anticipatory" volatility.

• New Product Alert: Sophie Granchi (Eurex) discusses the shift toward Industry Futures and the demand for thematic trading in a de-globalizing world.

The panel answers your burning questions on:

1. Relative Value Trades: How to play the narrow calendar spreads in VSTOXX vs. the wider spreads in VIX.

2. Institutional Rotation: Is the heavy volume in European Bank futures a "higher for longer" play or a flight from US markets?

3. The Divergence Myth: Is the gap between the S&P 500 and STOXX cyclical or a permanent shift in global equity performance?

• Mark Longo: Founder & CEO, The Options Insider Media Group

• Russell Rhoads: Kelly School of Business, Indiana University (a.k.a. Dr. VSTOXX)

• Sophie Granchi Head of Equity & Index Sales (EMEA), Eurex

• Arun Singhal: Global Head of Index Product Management, STOXX

What defined European markets in 2025, and what trading trends will dominate 2026? In this year-end episode of the European Market Brief, host Mark Longo joins industry experts from Eurex, Advantage Futures, and Indiana University for a deep dive into market performance and future outlooks.

The panel moves beyond a simple review to analyze surprising shifts in market structure, from the explosion of prediction markets to the demand for 24-hour trading access.

Tune in to hear the panel discuss:

• 2026 Market Predictions: Where the experts see European opportunities next year.

• Volatility Strategies: Why interest in trading volatility remained high in 2025.

• Futures Debates: The evolving roles of cash vs. physically settled futures.

• New Frontiers: Opportunities in credit indices and round-the-clock trading.

Featured Guests:

• Russell Rhoads, Indiana University Kelley School of Business

• Mike O'Malley, Advantage Futures

• Lee Bartholomew, Eurex

In this episode of the European Market Brief, the discussion centers on navigating the European derivatives markets and managing market risk. Host Mark Longo is joined by experts Matt Koren (Eurex), Mark Wator (Barchart), and Russell Rhoads (Kelley School of Business at Indiana University) to provide in-depth volatility trading analysis.

Key topics include the nuances and trading opportunities within the V-STOXX index (Europe's leading volatility index), its direct comparison to the VIX, and the evolving analytic tools and derivatives market data provided by Barchart.

Other highlights cover insights into real-time trading activities, the influence of major European market events, and future plans for new financial products, particularly in options and volatility trading. The episode wraps up with answering listener queries about V-STOXX data sources and proven trading strategies.

HOST: Mark Longo, The Options Insider

CO-HOST: Dr. Russell Rhoads, Indiana University Kelley School of Business

CO-HOST: Davide Masi, Eurex

CO-HOST: Fateen Sharaby, Bloomberg Index Product

This episode of the European Market Brief focuses on the growing interest and key trends in the European credit derivatives market. They delve into the specifics of credit index futures, covering product offerings, market dynamics, and key use cases for institutional and retail investors. The episode also touches on the implications of recent market volatility, the integration of ETF and futures markets, and the evolving landscape of electronic trading.

HOST: Mark Longo, The Options Insider

GUEST: Russell Rhoads, Indiana University's Kelley School of Business

GUEST: Philipp Schultze, Eurex

GUEST: Ryan Pitylak, NinjaTrader

This episode offers an in-depth look at the European derivatives markets. Topics discussed encompass differences between the European and U.S. market structures, the role of economic data, retail trading trends, European-style settlement origins, and the future outlook for European markets. The episode also addresses specific questions from listeners about the European crypto marketplace, warrants, and the term structure of VIX versus VSTOXX.

• Host: Mark Longo, The Options Insider Media Group
• Panelist: Eugen Mohr, Eurex
• Panelist: David Russell, TradeStation
• Panelist: Russell Rhoads, Indiana University Kelley School of Business

Host: Mark Longo, Owner and CEO of The Options Insider Media Group

Featured Guests:

• Russell Rhoads, Associate Clinical Professor at Indiana Kelley School of Business

• Matt Amberson, Principal and Founder of ORATS (Options Research and Technology Services)

• Daniel Murillo, Associate Vice President and US Sales Manager for Market Data and Services at Deutsche Börse (Eurex)

For traders looking across the pond, data access is the key to unlocking opportunities. In this episode, our panel tackles the challenges of finding, analyzing, and utilizing quality European derivatives market data.

On the Agenda:

• Data Deep Dive: Where can retail and professional traders find reliable, cost-effective data for Eurex products like EURO STOXX 50, DAX, and VSTOXX? Guests highlight essential free and paid resources.

• Backtesting the Continent: ORATS's Matt Amberson details how the unique, often sideways movement of European stocks offers different—and sometimes better—backtesting results for strategies like covered calls compared to the U.S. market's long bull run.

• The Race for Speed: Daniel Murillo of Eurex shares an insider look at the exchange's data services, including T+1 flows and new picosecond-level timestamping for High-Frequency Traders.

• VIX vs. VSTOXX: Russell Rhoads analyzes the difference in the futures term structure between VIX and VSTOXX, revealing why the European volatility index offers unique trading dynamics, especially as the U.S. trading day slows down.

This episode delves into the world of European dividends and the specialized futures and options markets used to trade them. Host Mark Longo is joined by Dr. Russell Rhoads (Indiana University), Lorena Dishnica (Head of Dividend Products, Eurex), and Sahand Taghizadeh (Head of Investable Stocks Benchmarks, STOXX).

• Key Differences: Unlike the U.S. with its quarterly payments and buyback culture, Europe favors annual dividends, with a "dividend season" in spring/summer.

• Dividend Futures: Eurex pioneered a listed market for dividend derivatives in 2008. These products allow traders to isolate and hedge dividend risk, which is a key need for banks that issue structured products.

• Analyzing the Market: The most liquid contracts are the annual Decembers. They can be used to gauge the market's fundamental outlook, as their prices are sensitive to corporate cash flow forecasts and macroeconomic events.

• The Curve: The European dividend futures curve often shows a downward slope, known as backwardation, reflecting the heavy hedging activity.

• Listener Question: A listener asks about smaller contract sizes. While dividend futures are not yet micro-sized, the options on them offer a way for traders to manage their capital commitment.