Total Derivatives’ 2011 interest-rate derivatives survey: Japanese yen results

Yen Yen swaps 2- to 10-yearsYen swaps 10- to 50-yearsYen inflation products Yen vanilla optionsYen exotic rates return to the Total Derivatives’ 2011 interest-rate derivatives survey: Results index JPY swaps 2- to 10-years Place % of vote 2011 2010 2011 2010 1 2 Mitsubishi UFJ 20.0 17.2 2 1 Nomura 16.7 18.3 3 10 Daiwa […]

Yen

Yen swaps 2- to 10-years
Yen swaps 10- to 50-years
Yen inflation products
Yen vanilla options
Yen exotic rates

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

JPY swaps 2- to 10-years
Place % of vote
2011 2010 2011 2010
1 2 Mitsubishi UFJ 20.0 17.2
2 1 Nomura 16.7 18.3
3 10 Daiwa Capital Markets 10.8 12.8
4 – UBS 7.5 –
5 4 Mizuho 7.5 7.8
6 – Société Générale 6.7 –
7 – Barclays Capital 5.8 –
8 3 JPMorgan 5.0 12.8
9 5 Deutsche Bank 5.0 6.1
10 7 HSBC 4.2 5.0

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JPY Swaps 10- to 50-years
Place % of vote
2011 2010 2011 2010
1 2 Mitsubishi UFJ 23.8 15.8
2 1 Nomura 19.0 20.8
3 6 HSBC 10.7 5.8
4 4 Daiwa Capital Markets 9.5 8.3
5 5 Mizuho 8.3 7.5
6 – Société Générale 6.0 –
7 3 JPMorgan 6.0 9.2
8 10 UBS 4.8 4.2
9 – Deutsche Bank 3.6 –
10 – RBS 3.6 –

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JPY inflation products
Place % of vote
2011 2010 2011 2010
1 1 Nomura 20.6 22.7
2 3 Mitsubishi UFJ 13.7 14.4
3 6 Mizuho 13.7 5.3
4 2 Barclays Capital 13.7 16.7
5 – Daiwa Capital Markets 7.8 –
6 – UBS 6.9 –
7 7 Nikko Cordial 5.9 4.5
8 – Credit Agricole 4.9 –
9 4 RBS 3.9 6.8
10 – Deutsche Bank 2.0 –

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JPY vanilla options
Place % of vote
2011 2010 2011 2010
1 2 Nomura 17.

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