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Surveys

Total Derivatives’ 2011 interest-rate derivatives survey: Results index

What price liquidity?
Total Derivatives’ 2011 interest-rate derivatives rankings were surveyed in the midst of a choppy, troubled market in which inflation-linked products have come to the fore and concerns about regulatory demands remain prominent.

Overall results
Overall
USD overall

Euro overall
Yen overall
Sterling overall
All swaps 2- to 10- years
All swaps 10- to 50- years

All inflation products

All vanilla options

All exotic rates

US dollar results
Swaps 2- to 10- years

Swaps 10- to 50- years
Inflation products
Vanilla options
Exotic rates

Euro results
Swaps 2- to 10- years

Swaps 10- to 50- years

Inflation products

Vanilla options
Exotic rates

Yen results
Swaps 2- to 10- years

Swaps 10- to 50- years

Inflation products
Vanilla options

Exotic rates

Sterling results
Swaps 2- to 10- years

Swaps 10- to 50- years

Inflation products
Vanilla options

Methodology

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