Interest rate derivatives poll: Sterling

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 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 […]

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
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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