Interest rate derivatives poll: Euro

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 EUR swaps 2 to 10 years 2009 2008 2009 2008 1 1 Deutsche Bank 22.7 18.8 2 2 JPMorgan 15.0 14.3 3 3 Barclays Capital 10.3 10.5 4 7 […]

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
EUR swaps 2 to 10 years
2009 2008 2009 2008
1 1 Deutsche Bank 22.7 18.8
2 2 JPMorgan 15.0 14.3
3 3 Barclays Capital 10.3 10.5
4 7 BNP Paribas 7.6 6.0
5 4 Société Générale 6.0 8.1
6 6 RBS 4.9 6.7
7 Morgan Stanley 4.9
8 Nomura 4.4
9 10 UBS 4.0 3.8
10 5 Natixis 3.6 6.7
EUR swaps 10 to 50 years
2009 2008 2009 2008
1 1 Deutsche Bank 21.9 21.8
2 3 JPMorgan 15.3 11.6
3 2 Barclays Capital 10.8 11.9
4 5 BNP Paribas 7.2 5.8
5 Société Générale 5.2
6 7 Morgan Stanley 5.1 5.4
7 Citi 4.2
8 6 Calyon 3.7 5.8
9 UBS 3.5
10 10 RBS 3.5 4.1
EUR inflation products
2009 2008 2009 2008
1 3 Deutsche Bank 14.5 9.3
2 2 Barclays Capital 13.9 9.6
3 1 BNP Paribas 12.4 10.8
4 6 RBS 8.8 7.4
5 9 Société Générale 8.0 6.2
6 7 Natixis 6.3 6.8
7 4 JPMorgan 5.1 7.7
8 8 Calyon 3.9 6.2
9 UBS 3.9
10 5 Goldman Sachs 3.9 7.7
EUR vanilla options
2009 2008 2009 2008
1 1 JPMorgan 16.5 18.4
2 2 Deutsche Bank 14.0 12.3
3 Barclays Capital 10.9
4 9 BNP Paribas 9.3 4.1
5 4 Citi 7.7 7.6
6 3 Société Générale 6.3 9.4
7 UBS 5.6
8 Goldman Sachs 4.4
9 RBS 4.2
10 5 Natixis 4.0 7.0
EUR exotic rates
2009 2008 2009 2008
1 1 BNP Paribas 16.0 19.3
2 2 Deutsche Bank 15.0 15.4
3 3 JPMorgan 14.8 12.4
4 9 Barclays Capital 7.4 3.9
5 7 Société Générale 5.9 5.2
6 Natixis 5.9
7 6 Citi 5.7 5.9
8 4 Calyon 4.9 6.9
9 Nomura 3.6
10 5 HSBC 3.4 6.5
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