Interest rate derivatives poll: US dollar

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 swaps 2 to 10 years 2009 2008 2009 2008 1 1 JPMorgan 22.1 18.2 2 3 Deutsche Bank 13.3 10.8 3 2 BofA ML 12.3 12.1 4 10 […]

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 swaps 2 to 10 years
2009 2008 2009 2008
1 1 JPMorgan 22.1 18.2
2 3 Deutsche Bank 13.3 10.8
3 2 BofA ML 12.3 12.1
4 10 Barclays Capital 9.7 4.4
5 8 Goldman Sachs 6.1 5.7
6 4 RBS 5.6 7.6
7 UBS 5.1
8 BNP Paribas 4.7
9 7 Wachovia 4.4 5.9
10 Société Générale 4.4
USD swaps 10 to 50 years
2009 2008 2009 2008
1 1 JPMorgan 22.7 24.5
2 2 BofA ML 13.7 10.9
3 3 Deutsche Bank 13.0 10.9
4 Barclays Capital 9.2
5 4 Goldman Sachs 7.6 10.0
6 BNP Paribas 5.6
7 8 Morgan Stanley 4.3 4.5
8 7 RBS 4.3 4.5
9 9 Société Générale 4.0 4.2
10 6 Citi 4.0 5.2
USD inflation products
2009 2008 2009 2008
1 1 Barclays Capital 19.7 13.3
2 Deutsche Bank 10.7
3 2 JPMorgan 10.3 11.9
4 BNP Paribas 9.2
5 Wachovia 7.3
6 6 RBS 7.1 6.3
7 3 Goldman Sachs 6.6 8.9
8 8 Société Générale 4.9 5.9
9 Credit Suisse 4.9
10 Citi 4.5
USD vanilla options
2009 2008 2009 2008
1 1 JPMorgan 19.0 18.7
2 4 Deutsche Bank 10.8 7.5
3 7 Barclays Capital 10.4 6.6
4 2 RBS 9.2 9.5
5 5 Goldman Sachs 8.6 6.9
6 BofA ML 7.5
7 10 Citi 5.9 5.5
8 9 Société Générale 5.1 5.7
9 Morgan Stanley 4.9
10 UBS 4.7
USD exotic rates
2009 2008 2009 2008
1 1 JPMorgan 19.4 16.7
2 2 BNP Paribas 10.4 12.2
3 3 Goldman Sachs 9.6 10.3
4 4 Deutsche Bank 8.5 8.7
5 Barclays Capital 8.1
6 8 Citi 6.7 5.1
7 UBS 5.6
8 9 Wachovia 5.6 5.1
9 HSBC 5.4
10 5 Société Générale 5.4 8.3
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