Interest rate derivatives poll: Yen

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 JPY swaps 2 to 10 years 2009 2008 2009 2008 1 1 MUFG 15.9 11.8 2 2 Mizuho Capital 12.6 9.7 3 3 JPMorgan 10.4 9.0 4 8 Nomura […]

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
JPY swaps 2 to 10 years
2009 2008 2009 2008
1 1 MUFG 15.9 11.8
2 2 Mizuho Capital 12.6 9.7
3 3 JPMorgan 10.4 9.0
4 8 Nomura 9.6 5.6
5 5 Daiwa SMBC 6.7 8.3
6 Deutsche Bank 6.3
7 7 HSBC 5.9 6.3
8 BNP Paribas 5.9
9 4 Nikko Citi 5.9 8.3
10 6 UBS 4.1 6.9
JPY Swaps 10 to 50 years
2009 2008 2009 2008
1 Nomura 13.2
2 2 Daiwa SMBC 12.7 10.0
3 1 MUFG 11.3 16.7
4 3 Mizuho Capital 9.3 10.0
5 8 HSBC 8.3 5.0
6 5 JPMorgan 8.3 8.3
7 4 Nikko Citi 5.9 9.2
8 Deutsche Bank 4.9
9 9 Société Générale 4.4 4.2
10 6 Calyon 4.4 5.8
JPY inflation products
2009 2008 2009 2008
1 2 MUFG 14.3 12.9
2 Nomura 11.9
3 4 Barclays Capital 10.5 9.8
4 1 Mizuho Capital 7.6 13.6
5 6 RBS 6.2 6.1
6 3 JPMorgan 5.7 11.4
7 UBS 5.7
8 7 BNP Paribas 5.2 6.1
9 HSBC 5.2
10 Morgan Stanley 4.8
JPY vanilla options
2009 2008 2009 2008
1 2 MUFG 14.1 9.4
2 1 JPMorgan 9.9 14.6
3 3 Mizuho Capital 8.9 9.4
4 7 Daiwa SMBC 7.3 6.3
5 8 Nomura 7.3 6.3
6 4 BofA ML 6.8 8.3
7 9 Société Générale 6.8 5.2
8 Nikko Citi 5.7
9 HSBC 5.7
10 Barclays Capital 5.2
JPY exotic rates
2009 2008 2009 2008
1 Nomura 13.2
2 4 BNP Paribas 12.6 11.1
3 1 JPMorgan 11.5 17.8
4 3 MUFG 10.3 11.1
5 Daiwa SMBC 8.6
6 Deutsche Bank 7.5
7 7 Mizuho Capital 5.7 4.4
8 2 Goldman Sachs 5.2 12.2
9 6 Nikko Citi 5.2 6.7
10 9 Credit Suisse 4.6 3.3
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