Executive Summary
This report provides detailed information from European-based investors investing in Interest Rate Derivatives, including helpful benchmark data such as:
- Dealer rankings
- Trading volume
- Assets under management
- Product usage information
Graphic slides include:
- Total Trading Volume – Distribution by Type of Investor
- Total Trading Volume – Distribution by Country-Region
- Total Trading Volume – Distribution by Product
- Total Futures Trading Volume – Distribution by Product
- Interest Rate Swaps Trading Volume – Distribution by Duration
- Interest Rate Swaps Trading Volume – Distribution by Currency
- Electronic Trading Activity – Interest Rate Derivatives
- Preferred Trading Protocol on SEFs
- Average Number of Dealers Included in RFQ for Electronic Trades in Interest Rate Swaps
- Most Important Factors When Requesting an Electronic Quote
- Anticipated Electronic Trading Activity – Interest Rate Swaps
- Use of Products in Interest Rate Derivatives
- Concentration of Business – Interest Rate Swaps with Maturities of More Than 2 Years
- Concentration of Business – Interest Rate Options
- Value Provided By Dealers
- Reward for Research
- Research Services Rewarded by Investors
- Research Services Valued Most
- Methods Used to Reward Dealers for Research
- Expected Impact of Clearing and Margining Regulations on Use of Derivatives
- Expected Impact of Clearing on Volume Allocation to Dealers
- Proportion of Futures Trading Volume Executed by Channel
- Proportion of OTC Products Volume Expected to Move to Futures
- Key Success Factors – Sales-Relationship Management
- Key Success Factors – Research
- Key Success Factors – Market Making
Research is based on in-person and telephone interviews with 214 respondents between May and July, 2014. The data in this report is based upon aggregated results from individuals participating in the study.