Alfred Mukunya Senior Managing Director PFM Asset Management
	Susan Webb Dreyfus Managing Principal First Atlas Capital
	Appomattox Financial
	Roman Elizarov Board Member, Projects Coordinator Devexperts

• Identifying the buy side's needs for a derivatives OMS and how they may differ for each asset class or a multi-asset desk
• Considering factors for your OMS such as minimizing manual intervention, linking to algorithms, interfacing with accounting and other systems, and more
• Analyzing off-the-shelf solutions for the best value in single and multiasset order management systems; which are mature, robust, and provide the greatest ROI
• Debating the pros and cons of creating a customized, in-house OMS solution
• Determining the appropriate time to purchase or build and integrate your new OMS

• Explaining the necessity of using data properly, especially in the opaque credit and OTC derivative markets
• Pulling data information out of various 3rd party information providers; which provider is the best?
• Determining the reliability of your data; dealing with changing data formats, incomplete data, or data that is not timely
• Benchmarking your data sources to ensure consistent information necessary for your derivatives investment decisions

	Randy Durie Principal Plimsoll Capital
	John Barun President Capital Markets Consulting
	Rolund P. Austrup President and CEO Integrated Managed Futures

• Comparing futures and options; where are opportunities for greater returns or risk management through the use of futures contracts?
• Understanding risk in today's futures market and analyzing data to best price these derivatives
• Identifying futures trading and rebalancing strategies for the buy side to obtain greatest risk management
• Executing OTC or via the exchanges - which strategy is right for you?
• Working with FCMs, exchanges, and other technology partners to ensure the best payout of your futures trades in the long term

Dr. Woody Brock President Strategic Economic Decisions Inc.

Even in today’s difficult market environment, it is possible to achieve consistently higher returns. By identifying structural changes in global markets, Dr. Brock teaches investors how to be “less wrong” than the market and exploit these changes to your advantage. With derivatives trading volume increasing among today’s drastically shifting markets, don’t miss this chance to learn from Dr. Brock how to minimize error in forecasting the future and invest in line with tomorrow’s structural changes.

Philip H. Gocke Managing Director Options Industry Council

• Examining reasons more portfolio managers are entering into the derivatives space; what is 130/30's effect?
• Identifying the trader's role in conjunction with the portfolio manager; how does the trader best educate her PMs on derivative trading strategies and timing?
• Describing the greatest challenges - and complimentary solutions - when working with PMs on derivative strategies
• Forecasting the trader/PM relationship with regard to derivatives as the market develops further; what do you need to ensure long term success of your operations?

	Daniel Dismukes VP Volatility Sector JPMorgan Investment Management
	Paul B. Stephens Director Institutional and International Business Development Chicago Board Options Exchange

• Investigating recent volatility product offerings and their benefits and risks
• Taking advantage of relative value differences in implied volatility using dispersion strategies
• Using conditional variance, or spot dependant variance, when you have a market end view – what are the benefits of buying back a particular part of the skew?
• Accounting for the traction gained by options on realized variance
• VIX and RVX, what other exchanges are players?
• Identifying the liquidity of these volatility products and the right place for them in your portfolio
• Measuring the success of your short-term volatility trades to ensure maximum returns in the long run

Zachary Farmer VP/Portfolio Manager Family Asset Management Division Synovus Trust Company

• Outlining the strategy: covered call writing with options and hedging on large concentrated positions
• Identifying the benefits of a covered call program for trust accounts including generating higher levels of income, adding alpha, protecting the downside, and lower volatility
• Examining the risk vs. reward of this alternative strategy for increasing income; ensuring clients and upper management understand the investment goals and overcome their fear of derivatives trading
• An added benefit of this strategy: solidifying the relationship with your clients and creating a bridge to more advanced derivatives usage
• Overcoming technical and operational issues of a covered call options program for long-term high-level income generation

Rob Jackson SVP Investments Highstreet Asset Management

• Taking a look at the current state of options in the Canadian market; what challenges exist and what strategies are employed
• Identifying possible implications of the Montreal Exchange and • Toronto Stock Exchange merger on options trading
• Discussing options liquidity in the Canadian markets; will it be enhanced with the expected market changes?
• Outlining strategies for adding value to your equity portfolios

Stephane Rio CEO Swapstream

• Identifying the difficulties of clearing interest rate swaps in the current marketplace; what are potential solutions to overcome these challenges?
  
• Discussing financial safeguards and clearing efficiencies of an exchange model vs. an OTC model
  
• Examining the benefits and detriments of a highly standardized exchange clearing model
  
• Outlining steps towards greater efficiencies in your interest rate swap transactions

Rob V. Koloshuk Senior Strategist Integrated Managed Futures

• Commodity cash prices adjusted by the CPI illustrate the importance of cost of production trends when making any assumptions about the current cash prices of commodities. Does the adjusted data indicate that commodities are indeed still cheap, or does it belie that assumption?
• Roll costs, the Achilles’ heel of long-only commodity indices: Can roll returns be made to more consistently offer positive returns to the investor?
• Political and economic instability and their effects on commodity prices: Where discrepancies between assumptions and historical data exist; should we believe the data, the educated assumption, or an amalgam of the two?
• The price of Crude Oil tomorrow: Can prices be forecast? Is there a fundamental character to commodity markets that makes them a true asset class with positive skew?

Jeremy Evnine CEO and Director of Investments Evnine & Associates

• Using futures contracts to take positions more efficiently
• Combining portfolios and sizing trades based on distributions of futures returns
• Determining the appropriate level of risk to take with your stock index futures as justified by the level of returns
• Applying this strategy to other asset classes; where else can you benefit?