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Executive Summary

This report provides detailed information on Interest Rate Derivatives according to investors across the United States, including helpful benchmark data such as:

  • Notional principal trading volume by product
  • Product usage rates
  • Average number of dealers used & concentration of business with dealers used

Graphic slides include:

  • Trading Volume By Product Interest Rate Derivatives Users
  • Trading Volume By Type of Institution Interest Rate Derivatives Users
  • Demand for Interest Rate Derivative Products Interest Rate Derivatives Users
  • Demand for Interest Rate Derivative Products, cont’d Interest Rate Derivatives Users
  • Average Number of Dealers Used Interest Rate Derivatives Users
  • Concentration of Business Interest Rate Derivatives Users
  • Derivatives Volume Allocation Interest Rate Derivatives Users
  • Dealer Selection Criteria Interest Rate Derivatives Users
  • Use of Credit Support Annexes Interest Rate Derivatives Users
  • Current and Expected Reasons for Use of Strategic Derivatives Interest Rate Derivatives Users
  • Impact of Regulatory Changes on Derivatives Use Interest Rate Derivatives Users
  • Offset Cost of Capital Under Basel III Interest Rate Derivatives Users
  • Use of Credit Support Annexes Interest Rate Derivatives Users & Non-Users
  • Current and Expected Reasons for Use of Strategic Derivatives Interest Rate Derivatives Users & Non-Users
  • Impact of Regulatory Changes on Derivatives Use Interest Rate Derivatives Users & Non-Users
  • Offset Cost of Capital Under Basel III Interest Rate Derivatives Users & Non-Users
  • Anticipate Using Interest Rate Derivatives in the Next 12 Months Interest Rate Derivatives Non-Users
  • Dealer Selection Criteria Interest Rate Derivatives Non-Users
  • Use of Credit Support Annexes Interest Rate Derivatives Non-Users
  • Current and Expected Reasons for Use of Strategic Derivatives Interest Rate Derivatives Non-Users
  • Impact of Regulatory Changes on Derivatives Use Interest Rate Derivatives Non-Users
  • Offset Cost of Capital Under Basel III Interest Rate Derivatives Non-Users

 

 

Methodology

Research is based on in-person and telephone interviews with 143 respondents between September through November, 2014.