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 |