Buyside Volatility Forum

Forum Agenda

4:30 pm — Introduction

Peter Thompson, president and co-founder, EQDerivatives

4:35 pm — IMC Vol Market Flow Presentation

Cathal Hardiman, IMC

4:45 pm — Eurex Vol Developments Presentation

Megan Morgan, Eurex

5:00 pm — Equity Volatility Market Update

Aymen Boukhari, Societe Generale

5:40 pm — Portfolio Manager Panel Discussion

Panelists:

• Nancy Davis, Quadratic Capital Management
• Naren Karanam, Millennium Management
• Vishnu Kurella, Caxton Associates
• Philip Szewczyk, Malachite Capital Management

6:30 pm — Wine And Bites

7:30 pm — Forum Concludes