EQD Reports and Data

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EQDerivatives reports and data are recognized as the key source of high-quality market intelligence. Diving deep into buysider minds, EQD reports and data benchmark markets, identify areas of growth, uncover product opportunities and drive service provider plans.

EQD’s clients span the globe and include exchanges, index providers, asset managers, sell-side banks, analytic vendors and the media.

Why Do Clients Use EQD Reports and Data?

Product Development

Extensive data on buysider product interest, why certain products don’t trade, why they trade listed vs OTC and which product strategies are popular and why. Ability to identify/evaluate new derivative products and test their viability.

Client Acquisition and Retention

Rankings and ratings of sell-side banks and individual counterparties across the derivatives market. Identification of advantages and disadvantages of certain products, regions and trading strategies.

Market Sizing, Benchmarking

Deep insight into the size of markets by region, product and strategy. Identification of which benchmarks work, which don’t and where alternatives are needed. Ability to evaluate and identify opportunities.

Commercial Policy and Best Practices

Broad experience in product licensing and best practices, index services commercial policies and procedures, and exchange programs such as incentive schemes and fee approaches.

We Simply Help Clients Succeed

The Future of Alternative Risk Premia 2019

Our second annual The Future of Alternative Risk Premia will be published in the spring of 2019. EQDerivatives’ unprecedented map of the alternative risk premia market dives deep into buysiders’ minds and methods. Our unique report details the alt risk premia market’s demographics, strategies, implementation methods, the challenges met and overcome as well as growth and sizing assessments. Top alt risk premia providers are ranked across each region, including detailed commentary on areas of quality and improvement.

Sample Key Findings from the 2018 Report

  • The pure Alternative Risk Premia market is $49 billion and will grow 35% in the next 18 months
  • Europe continues to lead with 63% market share though Asia will grow the fastest, by 65%
  • Strong growth potential with allocations likely increasing four-fold from 4% to 16% at many funds
  • Value, Momentum and Carry in FX and Commodities will break out with increased demand
  • Participants are looking for benchmarks across premia and overall

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2018 Report Demographics

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2019 Volatility/Equity Derivatives Report ... Real Flows, Real Views

EQDerivatives annual market mapping reports provide deep insight into the global volatility and equity derivatives markets. We map how buysiders use products as well as what strategies they implement. We identify and enumerate the size of activity in the top products and strategies as well as the appetite for growth. For 2019 EQDerivatives will also explore the latest volatility products and what buysiders think of various approaches and changes to settlement procedures.

VIX (listed & OTC)Dispersion
VarianceVariance/Vol swaps
S&P 500 futures, options, OTCTotal return/equity repo
MSCI EM, EAFE, WorldBarrier options
European (Eurostoxx, FTSE, CAC, etc)Dividends
Asia/Pacific (Nikkei, Hang Seng, A50, etc)Short Vol

Key Findings from the 2018 Report…

  • Global demand for equity and volatility derivative products increased over 2017 most significantly in Asia. Use in Asia and Europe to increase faster than the US/Americas.
  • Buysiders project expanding use of equity and volatility derivatives by 43% in the next year.
  • Dividend strategy use and interest has seen a six-fold increase in terms of fund AUM.
  • Users seek Asian index-based volatility products, demand highest in Hang Seng and Nikkei-225 indexes.
  • There is demand for improvements to both the VIX and VSTOXX settlement processes, with VIX users seeking more of a change.

2018 Report Demographics

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The Market Mapping Team

For further details on the report and bespoke analysis options, contact: Senior Research Advisor Patrick Fay at fay@eqderivatives.com or Global Head of Sales Pete Juncaj at juncaj@eqderivatives.com