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