The sirens are sounding and the U.S. midterms are approaching—but are the markets actually worried? On this episode of The European Market Brief, host Mark Longo is joined by Russell Rhoads of Indiana University, Matt Koren of Eurex and Tom Shuttlewood of STOXX to examine the approaching U.S. midterm elections through a European derivatives lens. The crew breaks down what the VSTOXX term structure is telling us about election risk, how volatility has behaved around previous midterms and whether traders may actually be too focused on November. They also explore current options positioning, downside protection, European defense and financials, industrials and semiconductors, currency hedging, defined-outcome strategies and the growing role of retail traders in European derivatives. Plus, they discuss Eurex overnight liquidity and how traders can potentially react to election results while much of the U.S. market is closed. And in a fitting twist, actual tornado sirens interrupt the conversation as severe weather rolls through the Midwest. The weather may be stormy, but the volatility markets remain surprisingly calm.

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The European Market Brief 29: Tornado Sirens and the Gathering Storm of the Midterms

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