Interest rate derivatives poll
|
|
| Post-traumatic stress | Methodology |
| Overall | Overall currencies |
| All swaps | All inflation products |
| All vanilla options | All exotic rates |
| US dollar | Euro |
| Yen | Sterling |
| USD overall | ||||
| 2009 | 2008 | 2009 | 2008 | |
| 1 | 1 | JPMorgan | 19.1 | 18.2 |
| 2 | 2 | Deutsche Bank | 11.5 | 8.7 |
| 3 | 7 | Barclays Capital | 11.3 | 6.0 |
| 4 | 3 | BofA ML | 8.7 | 8.4 |
| 5 | 4 | Goldman Sachs | 7.5 | 8.0 |
| 6 | – | BNP Paribas | 6.4 | – |
| 7 | 5 | RBS | 6.1 | 6.8 |
| 8 | 8 | Wachovia | 5.0 | 5.3 |
| 9 | 9 | Citi | 4.9 | 5.2 |
| 10 | 10 | Société Générale | 4.7 | 5.0 |
| EUR overall | ||||
| 2009 | 2008 | 2009 | 2008 | |
| 1 | 1 | Deutsche Bank | 18.0 | 15.5 |
| 2 | 2 | JPMorgan | 13.4 | 13.0 |
| 3 | 4 | Barclays Capital | 10.8 | 7.8 |
| 4 | 3 | BNP Paribas | 10.1 | 8.9 |
| 5 | 5 | Société Générale | 6.3 | 6.8 |
| 6 | 9 | RBS | 5.0 | 4.9 |
| 7 | 7 | Natixis | 4.5 | 5.8 |
| 8 | 10 | Citi | 4.5 | 4.4 |
| 9 | – | UBS | 4.0 | – |
| 10 | – | Morgan Stanley | 3.8 | – |
| JPY overall | ||||
| 2009 | 2008 | 2009 | 2008 | |
| 1 | 1 | MUFG | 13.4 | 12.5 |
| 2 | 9 | Nomura | 11.0 | 4.3 |
| 3 | 2 | JPMorgan | 9.1 | 11.7 |
| 4 | 3 | Mizuho Capital | 9.1 | 9.8 |
| 5 | 4 | Daiwa SMBC | 7.4 | 7.0 |
| 6 | – | BNP Paribas | 6.2 | – |
| 7 | 5 | Nikko Citi | 5.5 | 6.0 |
| 8 | – | HSBC | 5.5 | – |
| 9 | – | Deutsche Bank | 5.4 | – |
| 10 | 7 | Barclays Capital | 4.7 | 4.8 |
| GBP overall | ||||
| 2009 | 2008 | 2009 | 2008 | |
| 1 | 1 | RBS | 19.4 | 21.8 |
| 2 | 2 | Barclays Capital | 19.0 | 17.5 |
| 3 | 7 | Deutsche Bank | 9.4 | 4.8 |
| 4 | – | Abbey/Santander | 8.7 | – |
| 5 | 4 | HSBC | 7.7 | 7.3 |
| 6 | 5 | RBCCM | 5.5 | 6.0 |
| 7 | 6 | JPMorgan | 5.4 | 5.8 |
| 8 | 10 | Morgan Stanley | 4.6 | 3.5 |
| 9 | 3 | UBS | 3.5 | 8.1 |
| 10 | 9 | Société Générale | 3.2 | 3.7 |
|
Total Derivatives is the prime source of real-time news and analysis of the global fixed income derivatives markets. |
Access intelligence that drives action
To unlock this research, enter your email to log in or enquire about access
Interest rate derivatives poll