Let us know if we have left anyone out!
1. Amaranth Advisors (Brian Hunter) - $6.5bn (Gas futures) 2006
=2. Bank Negara Malaysia - $6.2bn (mostly currencies) 1992-93
=2. JPMorgan - $6.2bn (Synthetic Credit Securities)
4. Societe Generale (Jerome Kerviel) - $5.9bn (European index futures) 2008
5. Long Term Capital Management - $4.6bn (Interest rate and equity derivatives) 1998
6. Credit Suisse - $2.65bn (mispriced debt securities) 2008
7. Sumitomo Corporation - $2.6bn (Copper futures) 1996
8. Bawag - $2.5bn (Currency and interest rate swaps) 2006
9. UBS - $2.3bn (Unauthorised equities trading)
10. Citic Pacific - $2bn (FX) 2008
=11. Metallgesellscahft - $1.6bn (Oil futures) 1993
=11 Sowood Capital Management - $1.6bn (Debt securities)
13. Barings - $1.4bn (Nikkei futures) 1995
14. Credit Suisse - $1.3bn (Emerging markets) 1998
15. Daiwa Bank - $1.1bn (bonds) 1995
16. Caisse d'Epargne - $808m (equity derivatives) 2008
=17. Bank of Montreal - $800m (Natural gas options) 2007
=18. WestLB - $800m (Equities) 2007
19. Paulson & Co - $720m (equity in Sino-Forest Corp) 2011
=20. Allied Irish Bank - $700m (Currencies) 2002
=20. Morgan Grenfell - $700m (Equities) 1997
22. UBS - $500m (Derivatives) 1998
=23. Kidder Peabody - $ 400m (US T-Bills) 1994
=23. Dexia - $400m (Bonds) 2001
=23. CIC - $400m (Equity derivatives) 2005
26. Merrill Lynch - $377m (Mortgages)
27. Calyon - $350m (Credit indices) 2007
28. National Australia Bank - $300m (Currencies) 2004
=29. Salomon Brothers -$250m (Mortgages) 1986
=29. NatWest Markets - $250m (Options) 1997
Notes - Bernie Madoff has been excluded - he ran a Ponzi scheme, and didn't actually lose money trading.
CDO losses from 2007 have also been excluded, on the basis that this table would be simply full of them and nothing else.
Sources - Bloomberg, Here Is The City, Wikipedia
The Alchemists: Three Central Bankers and a World on Fire
Hubris: How HBOS Wrecked the Best Bank in Britain
