Exotic interest rate options
|
Caps/floors/collars/swaptions
|
|
$
|
| 1 |
2 |
JP Morgan Chase |
50 |
| 2 |
7= |
Credit Suisse First Boston |
18 |
| 3 |
7= |
Deutsche Bank |
17 |
| 4 |
1 |
Citigroup |
15 |
| 5= |
11= |
Barclays Capital |
11 |
| 5= |
11= |
HSBC |
11 |
| 5= |
4= |
Merrill Lynch |
11 |
| 8 |
10 |
Lehman Brothers |
10 |
| 9 |
— |
National Australia Bank |
9 |
| 10= |
4= |
ABN Amro |
8 |
| 10= |
9 |
Bank of America |
8 |
| 10= |
3 |
UBS |
8 |
| 13 |
11= |
RBS |
7 |
| 14= |
— |
Bayerische Landesbank |
6 |
| 14= |
4= |
Goldman Sachs |
6 |
| 14= |
11= |
Morgan Stanley |
6 |
|
Euro
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1 |
3 |
JP Morgan Chase |
31 |
| 2 |
11= |
Deutsche Bank |
27 |
| 3 |
17= |
ABN Amro |
22 |
| 4 |
15= |
Credit Suisse First Boston |
18 |
| 5 |
1 |
UBS |
16 |
| 6 |
10 |
RBS |
15 |
| 7= |
— |
Goldman Sachs |
11 |
| 7= |
5 |
Société Générale |
11 |
| 9 |
17= |
HSBC |
9 |
| 10 |
4 |
BNP Paribas |
8 |
| 11= |
7= |
Barclays Capital |
7 |
| 11= |
6 |
Crédit Agricole Indosuez |
7 |
|
Yen
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1 |
1= |
JP Morgan Chase |
15 |
| 2 |
— |
HSBC |
12 |
| 3= |
1= |
Barclays Capital |
5 |
| 3= |
6= |
Nikko Salomon Smith Barney |
5 |
|
Stg
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1 |
1 |
RBS |
27 |
| 2 |
2 |
Barclays Capital |
23 |
| 3 |
— |
HSBC |
14 |
| 4 |
3 |
JP Morgan Chase |
13 |
| 5 |
— |
Credit Suisse First Boston |
11 |
| 6 |
— |
Merrill Lynch |
8 |
| 7 |
4 |
Citigroup |
6 |
| 8 |
7 |
Deutsche Bank |
5 |
|
Sfr
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1 |
5= |
UBS |
13 |
| 2 |
— |
Credit Suisse First Boston |
11 |
|
Exotic IR options
|
|
Overall
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1 |
— |
Deutsche Bank |
34 |
| 2 |
— |
JP Morgan Chase |
29 |
| 3 |
— |
Citigroup |
23 |
| 4 |
— |
UBS |
21 |
| 5 |
— |
Société Générale |
16 |
| 6 |
— |
Credit Suisse First Boston |
14 |
| 7 |
— |
BNP Paribas |
11 |
| 8= |
— |
Goldman Sachs |
10 |
| 8= |
— |
HSBC |
10 |
| 10 |
— |
RBS |
9 |
| 11 |
— |
Merrill Lynch |
8 |
| 12 |
— |
CIBC Wood Gundy |
7 |
|
Exotic IR options
|
|
Hybrid products
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1 |
— |
JP Morgan Chase |
14 |
| 2 |
— |
Citigroup |
9 |
| 3= |
— |
BNP Paribas |
6 |
| 3= |
— |
HSBC |
6 |
| 5= |
— |
Deutsche Bank |
5 |
| 5= |
— |
Standard Chartered Bank |
5 |
|
Exotic IR options
|
|
$
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1 |
4 |
Citigroup |
19 |
| 2 |
2= |
JP Morgan Chase |
14 |
| 3 |
— |
Credit Suisse First Boston |
13 |
| 4 |
6 |
Deutsche Bank |
12 |
| 5 |
1 |
UBS |
11 |
| 6 |
— |
HSBC |
10 |
| 7 |
5 |
Merrill Lynch |
7 |
| 8 |
— |
ABN Amro |
6 |
| 9= |
— |
CIBC Wood Gundy |
5 |
| 9= |
7 |
Lehman Brothers |
5 |
| 9= |
— |
Morgan Stanley |
5 |
|
Exotic IR options
|
|
Euro
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1 |
7= |
Deutsche Bank |
18 |
| 2= |
11= |
ABN Amro |
15 |
| 2= |
3 |
JP Morgan Chase |
15 |
| 4 |
1 |
UBS |
9 |
| 5 |
11= |
Merrill Lynch |
8 |
| 6= |
— |
CDC IXIS |
7 |
| 6= |
— |
Citigroup |
7 |
| 6= |
11= |
Credit Suisse First Boston |
7 |
| 9 |
— |
Morgan Stanley |
6 |
| 10 |
4= |
Crédit Agricole Indosuez |
5 |
|
Exotic IR options
|
|
Sterling
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1 |
— |
Citigroup |
8 |
| 2= |
3 |
Credit Suisse First Boston |
7 |
| 2= |
1 |
JP Morgan Chase |
7 |
| 2= |
— |
RBS |
7 |
|
Exotic IR options
|
|
Yen
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1= |
— |
Nikko Salomon Smith Barney |
8 |
| 1= |
— |
HSBC |
8 |
| 1= |
3= |
JP Morgan Chase |
8 |
|
Exotic IR options
|
|
Swiss franc
|
| Ranking 2003 |
Ranking 2002 |
|
Total score |
| 1= |
2 |
Credit Suisse First Boston |
7 |
| 1= |
1 |
UBS |
7 |