| Rank | |||
| 97 | 96 | Bank | Score |
|
Risk management instruments |
|||
| 1 | – | Chase | 36 |
| 2 | – | JP Morgan | 28 |
| 3 | – | Deutsche Morgan Grenfell | 8 |
| 4 | – | NatWest Markets | 6 |
| 5= | – | Citicorp | 5 |
| 5= | – | Lehman Brothers | 5 |
| 7= | – | CSFP | 4 |
| 7= | – | Fuji Bank | 4 |
| 7= | – | Merrill Lynch | 4 |
| 7= | – | SBC Warburg | 4 |
|
OTC interest-rate swaps |
|||
|
US dollar |
|||
| 1 | 1 | Chase | 38 |
| 2 | 2 | JP Morgan | 17 |
| 3 | 6= | Merrill Lynch | 11 |
| 4 | 3 | Fuji Bank | 10 |
| 5 | 9= | Deutsche Morgan Grenfell | 7 |
| 6 | – | Salomon Brothers | 5 |
| 7 | 12= | Lloyds Bank | 4 |
| 8= | Bankers Trust | 3 | |
| 8= | – | CSFP | 3 |
| 8= | – | NationsBank | 3 |
|
Yen |
|||
| 1 | 1 | Fuji Bank | 19 |
| 2 | 4= | JP Morgan | 14 |
| 3 | 2 | Chase | 13 |
| 4 | 3 | Bank of Tokyo-Mitsubishi | 11 |
| 5 | 7 | Industrial Bank of Japan | 10 |
| 6 | 4= | Nomura Securities | 8 |
| 7 | – | SBC Warburg | 5 |
| 8 | – | Sanwa Bank | 4 |
| 9= | – | Bear Stearns | 3 |
| 9= | 8= | Sakura Bank | 3 |
| 9= | – | Tokai Bank | 3 |
|
Deutschmark |
|||
| 1 | 1 | Deutsche Morgan Grenfell | 27 |
| 2 | 6= | Chase | 19 |
| 3 | 3= | JP Morgan | 14 |
| 4= | 13= | Bankgesellschaft Berlin | 5 |
| 4= | 2 | Bayerische Vereinsbank | 5 |
| 4= | – | Dresdner Kleinwort Benson | 5 |
| 4= | 13= | Fuji Bank | 5 |
| 4= | 5 | SBC Warburg | 5 |
| 9= | – | WestLB | 4 |
| 9= | 6= | Commerz Financial Products | 4 |
|
Sterling |
|||
| 1 | 1 | NatWest Markets | 32 |
| 2 | 6= | Lloyds Bank | 31 |
| 3 | 6= | HSBC Midland | 10 |
| 4 | 2= | BZW | 8 |
| 5= | 8= | Bank of Nova Scotia | 5 |
| 5= | 10= | Salomon Brothers | 5 |
| 7= | – | Abbey National Financial Products | 3 |
| 7= | – | Deutsche Morgan Grenfell | 3 |
| 7= | 4= | SBC Warburg | 3 |
|
Lira |
|||
| 1 | 7 | Morgan Stanley | 28 |
| 2 | 3= | JP Morgan | 18 |
| 3 | 2 | Istituto Bancario San Paolo di Torino | 16 |
| 4 | 1 | Chase | 15 |
| 5= | 11= | UBS | 7 |
| 5= | 8= | CSFP | 7 |
| 7= | – | Banca di Roma | 3 |
| 7= | – | Banca Nazionale del Lavoro | 3 |
| 7= | – | Bear Stearns | 3 |
| 7= | 11= | BZW | 3 |
| 7= | 5 | NatWest Markets | 3 |
|
Swiss franc |
|||
| 1 | 1 | SBC Warburg | 23 |
| 2 | 2 | UBS | 20 |
| 3 | – | Chase | 19 |
| 4 | 4 | CSFP | 10 |
| 5 | 3 | JP Morgan | 7 |
| 6 | 7= | Banque Paribas | 4 |
| 7 | – | Bayerische Vereinsbank | 3 |
|
Other European |
|||
| 1 | 6 | Chase | 22 |
| 2 | 1 | JP Morgan | 4 |
| 3= | – | CSFP | 3 |
| 3= | – | Kredietbank | 3 |
| 3= | 4= | S-E-Banken | 3 |
| 3= | – | Citicorp | 3 |
| 3= | 3 | Merrill Lynch | 3 |
| 3= | – | Salomon Brothers | 3 |
|
OTC currency swaps |
|||
|
US dollar |
|||
| 1 | 1 | Chase | 21 |
| 2 | 2= | JP Morgan | 16 |
| 3= | 6= | Bank of America | 3 |
| 3= | – | CSFP | 3 |
| 3= | – | General Re | 3 |
| 3= | 6= | NationsBank | 3 |
| 3= | – | Goldman Sachs | 3 |
| 3= | – | Lehman Brothers | 3 |
| 9= | 5 | Bankers Trust | 2 |
| 9= | – | Citicorp | 2 |
| 9= | – | UBS | 2 |
|
Yen |
|||
| 1 | 2 | Chase | 13 |
| 2 | 8= | JP Morgan | 8 |
| 3= | 14= | Fuji Bank | 6 |
| 3= | 1 | Nomura Securities | 6 |
| 5= | – | General Re | 5 |
| 5= | – | SBC Warburg | 5 |
| 7 | 5= | Bankers Trust | 4 |
| 8= | 8= | Bank of Tokyo-Mitsubishi | 3 |
| 8= | 8= | Industrial Bank of Japan | 3 |
| 8= | – | Sakura Bank | 3 |
| 8= | 3 | Sumitomo Bank | 3 |
| 8= | 5= | Merrill Lynch | 3 |
| 8= | – | Salomon Brothers | 3 |
|
Deutschmark |
|||
| 1 | 1 | Deutsche Morgan Grenfell | 22 |
| 2 | 5= | Dresdner Kleinwort Benson | 8 |
| 3 | 2 | JP Morgan | 6 |
| 4= | 3= | SBC Warburg | 5 |
| 4= | 5= | Bankers Trust | 5 |
| 4= | 3= | Chase | 5 |
| 7= | 7= | Bankgesellschaft Berlin | 3 |
| 7= | – | General Re | 3 |
| 7= | – | Merrill Lynch | 3 |
|
Sterling |
|||
| 1 | 1 | NatWest Markets | 19 |
| 2 | 6= | HSBC Midland | 10 |
| 3 | 6= | Lloyds | 7 |
| 4 | 2 | BZW | 6 |
| 5= | 4= | Bankers Trust | 5 |
| 5= | – | UBS | 5 |
| 7= | 3 | Chase | 3 |
| 7= | – | General Re | 3 |
| 7= | – | Salomon Brothers | 3 |
|
Lira |
|||
| 1 | 5= | Morgan Stanley | 12 |
| 2 | 5= | CSFP | 10 |
| 3 | 1= | Istituto Bancario San Paolo di Torino | 7 |
| 4 | 5= | UBS | 6 |
| 5 | – | NatWest Markets | 5 |
| 6 | 1= | JP Morgan | 4 |
| 7= | – | Banca di Roma | 3 |
| 7= | – | Banca Nazionale del Lavoro | 3 |
| 7= | – | Banco Espirito Santo | 3 |
| 7= | 5= | Banque Paribas | 3 |
| 7= | 13= | BZW | 3 |
| 7= | – | Salomon Brothers | 3 |
|
Swiss franc |
|||
| 1 | 1= | SBC Warburg | 22 |
| 2 | 1= | UBS | 16 |
| 3 | 3 | CSFP | 10 |
| 4= | – | Chase | 3 |
| 4= | – | HSBC Midland | 3 |
| 4= | – | JP Morgan | 3 |
|
Other European |
|||
| 1 | 6 | Chase | 6 |
| 2 | – | Deutsche Morgan Grenfell | 4 |
| 3= | – | CSFP | 3 |
| 3= | 1 | JP Morgan | 3 |
| 3= | – | Kredietbank | 3 |
| 3= | 4= | S-E-Banken | 3 |
| 3= | – | Citicorp | 3 |
| 3= | 3 | Merrill Lynch | 3 |
|
Long-dated interest-rate/cross-currency swaps |
|||
|
US... | |||
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