
Societe Generale - $7.1bn (European index futures) 2008
Amaranth Advisors - $6.5bn (Gas futures) 2006
Long Term Capital Management - $4.6bn (Interest rate and equity derivatives) 1998
Sumitomo Corporation - $2.6bn (Copper futures) 1996
Bawag - $2.5bn (Currency and interest rate swaps) 2006
Metallgesellscahft - $1.6bn (Oil futures) 1993
Sowood Capital Management - $1.6bn (Debt securities)
Barings - $1.4bn (Nikkei futures) 1995
Credit Suisse - $1.3bn (Emerging markets) 1998
Daiwa Bank - $1.1bn (bonds) 1995
Bank of Montreal - $800m (Natural gas options) 2007
WestLB - $800m (Equities) 2007
Allied Irish Bank - $700m (Currencies) 2002
Morgan Grenfell - $700m (Equities) 1997
UBS - $500m (Derivatives) 1998
Kidder Peabody - $ 400m (US T-Bills) 1994
Dexia - $400m (Bonds) 2001
CIC - $400m (Equity derivatives) 2005
Merrill Lynch - $377m (Mortgages)
Calyon - $350m (Credit indices) 2007
National Australia Bank - $300m (Currencies) 2004
Salomon Brothers -$250m (Mortgages) 1986
NatWest Markets - $250m (Options) 1997