The Options Insider Radio Network

The trading day doesn't start at the bell—it starts with the data. In this episode of The European Market Brief, Mark Longo heads across the pond to dive deep into the mechanics of the European rates market. He is joined by an expert panel featuring Dr. Russell Rhoads (Indiana University), Rex Jones (Eurex), and Mingyue Xin (Deutsche Bank) to break down one of the most critical yet misunderstood periods in the derivatives calendar: The Roll. Inside this episode: The "Jelly Roll" Debate: Why the transition from March to June is a "subculture" unto itself in the rates market. The Art & Science of the Roll: Finding the "sweet spot" for execution and avoiding the pitfalls of being a late roller. US vs. EU Rates: Structural differences in delivery dates and how they impact your portfolio. Basis Trading 101: Why hedge funds are fixated on the basis trade and how to understand "Net Basis." Cheapest to Deliver (CTD): Understanding the delivery basket and the conversion factor for Bund, Bobl, and Schatz.