Barclays Capital has maintained a leadership position in interest rate products for a number of years. We offer a complete product set in all the major European currencies – including sterling, euro, Scandinavian currencies and Swiss francs. In addition, our global interest rate exotics business provides a host of structured products to meet client needs.
Our interest rate derivatives business has received extensive recognition. In 2008, we were awarded Interest Rate Derivatives House of the Year by both Risk Magazine and IFR.
In Risk Magazine’s various derivatives surveys, we achieved a number of top tier positions:
• 2009 Inter-Dealer Survey
- No 1 in sterling swaps and No 3 in euro swaps overall
- No 1 in sterling swaps and caps/floors
- No 1 in inflation swaps in sterling, euro and dollars
• 2009 Corporate End-User Survey
- No 1 in interest rate options overall
- No 2 in interest rate swaps overall
• 2009 Institutional Investor Survey
- No 2 in interest rate options overall
- No 1 in euro swaps
Barclays Capital is a liquidity provider in a broad range of interest rate derivative products, including structured products and exotics.
Barclays Capital led the development of etrading in US dollar interest rate swaps through its BARX platform. Overall, Barclays Capital was ranked in the top 3 for electronic execution for dollar, sterling and euro on Bloomberg for 2008.
Barclays Capital is growing rapidly in Asia Pacific and has established a strong presence in the interest rate derivatives business. We have invested considerable financial and human resources, and offer comprehensive interest rate risk management solutions to clients in the region. This effort was recognised when Asia Risk’s 2009 Institutional Survey awarded us No. 1 in interest rate options and No. 2 in interest rate swaps.
In keeping with our strong focus and commitment to execution, Barclays Capital is the market leader in Asia Pacific in terms of bringing Japanese interest rate products online. BARX has offered JPY swaps since 2005, and allows products denominated in US dollars (US Treasuries, Agency Bonds, TIPs and swaps) to be traded in Asia Pacific trading hours.
