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Post-traumatic stress | Methodology |
Overall | Overall currencies |
All swaps | All inflation products |
All vanilla options | All exotic rates |
US dollar | Euro |
Yen | Sterling |
GBP swaps 2 to 10 years | ||||
2009 | 2008 | 2009 | 2008 | |
1 | 2 | Barclays Capital | 20.1 | 18.9 |
2 | 1 | RBS | 19.4 | 21.6 |
3 | – | Abbey/Santander | 10.8 | – |
4 | 6 | Deutsche Bank | 8.7 | 5.7 |
5 | 5 | HSBC | 8.2 | 6.1 |
6 | 9 | Morgan Stanley | 4.7 | 3.4 |
7 | 7 | RBCCM | 4.7 | 4.2 |
8 | – | Société Générale | 4.2 | – |
9 | 3 | UBS | 4.1 | 12.5 |
10 | – | JPMorgan | 3.4 | – |
GBP swaps 10 to 50 years | ||||
2009 | 2008 | 2009 | 2008 | |
1 | 1 | Barclays Capital | 20.5 | 19.8 |
2 | 2 | RBS | 17.9 | 19.3 |
3 | 3 | HSBC | 9.0 | 9.9 |
4 | – | Abbey/Santander | 8.4 | – |
5 | 7 | Deutsche Bank | 7.8 | 4.7 |
6 | 8 | Morgan Stanley | 7.4 | 4.7 |
7 | – | JPMorgan | 5.0 | – |
8 | 4 | RBCCM | 4.2 | 7.3 |
9 | 9 | Goldman Sachs | 4.0 | 3.6 |
10 | 10 | Credit Suisse | 3.2 | 3.6 |
GBP inflation products | ||||
2009 | 2008 | 2009 | 2008 | |
1 | 1 | RBS | 19.5 | 21.9 |
2 | 2 | Barclays Capital | 18.3 | 16.2 |
3 | 9 | Deutsche Bank | 10.5 | 3.9 |
4 | 4 | HSBC | 7.8 | 8.3 |
5 | – | Abbey/Santander | 7.4 | – |
6 | 5 | RBCCM | 6.8 | 6.1 |
7 | 3 | UBS | 4.9 | 9.2 |
8 | – | BNP Paribas | 4.7 | – |
9 | 10 | JPMorgan | 4.1 | 3.1 |
10 | – | Lloyds TSB | 3.7 | – |
GBP vanilla options | ||||
2009 | 2008 | 2009 | 2008 | |
1 | 1 | RBS | 20.8 | 24.0 |
2 | 2 | Barclays Capital | 16.4 | 15.4 |
3 | 7 | Deutsche Bank | 11.3 | 4.9 |
4 | 3 | JPMorgan | 10.3 | 15.0 |
5 | – | Abbey/Santander | 7.4 | – |
6 | 4 | RBCCM | 6.9 | 6.9 |
7 | 5 | HSBC | 5.1 | 5.7 |
8 | 10 | BofA ML | 3.2 | 3.3 |
9 | 8 | UBS | 2.9 | 4.1 |
10 | – | Morgan Stanley | 2.9 | – |
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