Calyon  Asia Risk Interdealer Survey 2006
News

February 2007 - League Tables

Asia Risk Interdealer Survey 2006



Calyon ranks N° 12 best overall

Interest Rate Derivatives

Interest rate swaps

- N° 3 Interest rate swaps on Korean Won
- N° 5 Interest rate swaps on Taiwan Dollar

Interest rate options

- N° 4 Interest rate options on Taiwan Dollar

Interest rate swaptions

- N° 5 Interest rate swaptions on Korean Won
- N° 5 Interest rate swaptions on Singapore Dollar
- N° 5 Interest rate swaptions on Taiwan Dollar

Forward rate agreements

- N° 4 Forward rate agreements on Taiwan Dollar

Exotic Interest Rate Products

- N° 4 Volatility/variance swaps
- N° 3 Quantos


Currency Derivatives

Cross-currency swaps

- N° 2 Cross-currency swaps on Korean Won

Currency options

- N° 3 Currency options on Taiwan Dollar

Exotic currency products

- N° 3 Basket options


Equity derivatives

OTC single-stock equity options

- N° 5 Asia excluding Japan


Credit derivatives

Single tranche synthetic CDO's

- N° 3 Australia

Source : Asia-Risk Interdealer Survey 2006 (December 2006 / January 2007)

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