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 |