List of trading losses
The following contains a list of trading losses of the equivalent of USD100 million or higher. Trading losses are the amount of principal losses in an account. Because of the secretive nature of many hedge funds and fund managers, some notable losses may never be reported to the public. The list is ordered by the real amount lost, starting with the greatest.
This list includes both fraudulent and non-fraudulent losses, but excludes losses associated with Bernie Madoff's Ponzi scheme, which is estimated in the $50 billion range, because Madoff did not lose the majority of this money in trading.
# | Nominal amount lost | USD FX rate at time of loss | USD equivalent at time of loss | USD inflation to 2007 | 2007 USD Amount Lost | Country | Company | Source of Loss | Year | Person associated with incident |
1 | USD 9 bn | 1 | USD 9 bn | −7.0% | USD 8.37 bn | JPMorgan Chase | Credit Default Swaps | 2012 | ||
2 | USD 9 bn | 1 | USD 9 bn | −3.7% | USD 8.67 bn | Morgan Stanley | Credit Default Swaps | 2008 | ||
3 | USD 6.12 bn | 0.679 | USD 7.22 bn | −3.7% | USD 6.95 bn | Société Générale | European Index Futures | 2008 | ||
4 | USD 6.5 bn | 1 | USD 6.50 bn | 2.8% | USD 6.69 bn | Amaranth Advisors | Gas Futures | 2006 | ||
5 | USD 4.6 bn | 1 | USD 4.6 bn | 27.2% | USD 5.85 bn | Long Term Capital Management | Bond Arbitrage | 1998 | ||
6 | USD 4.1 bn | 1 | USD 4.1 bn | N/A | USD 4.1 bn | Pershing Square | Valeant Pharmaceuticals | 2015-2017 | ||
7 | JPY 285 bn | 108.78 | USD 2.62 bn | 32.1% | USD 3.46 bn | Sumitomo Corporation | Copper Futures | 1996 | ||
8 | BRL 4.62 bn | 1.833 | USD 2.52 bn | −3.7% | USD 2.43 bn | Aracruz | FX Options | 2008 | , Rafael Sotero | |
9 | USD 1.7 bn | 1 | USD 1.7 bn | 39.9% | USD 2.38 bn | Orange County | Leveraged bond investments | 1994 | ||
10 | DEM 2.63 bn | 1.655 | USD 1.59 bn | 43.5% | USD 2.28 bn | Metallgesellschaft | Oil Futures | 1993 | ||
11 | JPY 166 bn | 111.08 | USD 1.49 bn | 43.5% | USD 2.14 bn | Showa Shell Sekiyu | FX Forwards | 1993 | ||
12 | JPY 153.6 bn | 102.18 | USD 1.50 bn | 39.9% | USD 2.09 bn | Kashima Oil | FX Forwards | 1994 | ||
13 | USD 2 bn | 1 | USD 2 bn | −8.5% | USD 1.83 bn | UBS | Equities ETF and Delta 1 | 2011 | ||
14 | HKD 14.7 bn | 7.786 | USD 1.89 bn | −3.7% | USD 1.82 bn | CITIC Pacific | Foreign Exchange Trading | 2008 | ||
15 | GBP 827 mn | 0.633 | USD 1.31 bn | 36.1% | USD 1.78 bn | Barings Bank | Nikkei Futures | 1995 | ||
16 | RUB 78.5 bn | 38.98 | USD 2.01 bn | −12.6% | USD 1.76 bn | Transneft | Derivatives | 2014 | Maksim Grishanin, VP Finance | |
17 | USD 1.8 bn | 1 | USD 1.8 bn | −3.7% | USD 1.74 bn | Deutsche Bank | Derivatives | 2008 | ||
18 | USD 1.75 bn | 0.923 | USD 1.29 bn | 20.4% | USD 1.56 bn | BAWAG | Foreign Exchange Trading | 2000 | , Helmut Elsner | |
19 | USD 1.1 bn | 1 | USD 1.10 bn | 36.1% | USD 1.50 bn | Daiwa Bank | Bonds | 1995 | ||
20 | USD 0.80 bn | 1 | USD 0.80 bn | 82.5% | USD 1.46 bn | Soros Fund | SP 500 Futures | 1987 | ||
21 | USD 1 bn | 1 | USD 1 bn | 252.5% | USD 2.52 bn | Hunt Brothers | Silver | 1980 | ||
22 | USD 0.94 bn | 0.679 | USD 1.10 bn | −3.7% | USD 1.06 bn | Groupe Caisse d'Epargne | Derivatives | 2008 | ||
23 | BRL 2 bn | 1.833 | USD 1.09 bn | −3.7% | USD 1.05 bn | Sadia | FX and Credit Options | 2008 | , Álvaro Ballejo | |
24 | GBP 0.4 bn | 0.611 | USD 0.66 bn | 29.2% | USD 0.85 bn | Morgan Grenfell | Shares | 1997 | ||
25 | USD 0.6 bn | 1 | USD 0.60 bn | 39.9% | USD 0.84 bn | Askin Capital Management | Mortgage-Backed Securities | 1994 | ||
26 | USD 0.75 bn | 1.371 | USD 0.82 bn | 0.0 | USD 0.82 bn | WestLB | Common and Preferred Shares | 2007 | ||
27 | USD 0.69 bn | 1 | USD 0.69 bn | 15.3% | USD 0.80 bn | AIB/Allfirst | Foreign Exchange Options | 2002 | ||
28 | S$1.13 bn | USD 0.80 bn | Hin Leong Trading | Oil | 2020 | - | ||||
29 | DEM 0.47 bn | 2.587 | USD 0.18 bn | 320.6% | USD 0.76 bn | Herstatt Bank | Foreign Exchange Trading | 1974 | ||
30 | USD 0.68 bn | 0% | USD 0.68 bn | Unipec | Oil | 2018 | ||||
31 | USD 0.65 bn | Quantum Fund | Japanese Yen Shorting | 1994 | ||||||
32 | CAD 0.68 bn | 1.066 | USD 0.64 bn | 0% | USD 0.64 bn | Bank of Montreal | Natural gas derivatives | 2007 | David Lee, Kevin Cassidy | |
33 | USD 0.6 bn | Quantum Fund | Short IT stocks during the internet bubble | 1999 | ||||||
34 | USD 0.55 bn | 1 | USD 0.55 bn | 9.8% | USD 0.60 bn | China Aviation Oil | Oil Futures and Options | 2004 | ||
35 | CHF 0.63 bn | 1.451 | USD 0.43 bn | 27.2% | USD 0.55 bn | Union Bank of Switzerland | Equity Derivatives | 1998 | ||
36 | USD 0.44 bn | 1 | USD 0.44 bn | 82.5% | USD 0.44 bn | Knight Capital Group | Equities | 2012 | ||
37 | USD 0.28 bn | 1 | USD 0.28 bn | 82.5% | USD 0.51 bn | Merrill Lynch | Mortgages Trading | 1987 | ||
38 | USD 0.28 bn | 1 | USD 0.28 bn | 82.5% | USD 0.51 bn | State of West Virginia | Fixed Income and Interest Rate Derivatives | 1987 | ||
39 | USD 0.35 bn | 1 | USD 0.35 bn | 39.9% | USD 0.49 bn | Kidder Peabody | Government Bonds | 1994 | ||
40 | USD 0.4 bn | 1 | USD 0.40 bn | 20.4% | USD 0.48 bn | Manhattan Investment Fund | Short IT stocks during the internet bubble | 2000 | Michael Berger | |
41 | USD 0.37 bn | 1.244 | USD 0.37 bn | 9.8% | USD 0.41 bn | Hypo Alpe-Adria-Bank International | Foreign Exchange Trading | 2004 | ||
42 | USD 0.35 bn | 1 | USD 0.35 bn | 0.0% | USD 0.35 bn | Calyon | Credit Derivatives | 2007 | ||
43 | USD 0.36 bn | 1 | USD 0.36 bn | 0.0% | USD 0.36 bn | Petro-Diamond Singapore | Oil derivatives | 2019 | Wang Xingchen, Jack | |
44 | AUD 0.36 bn | 1.171 | USD 0.31 bn | 9.8% | USD 0.34 bn | National Australia Bank | Foreign Exchange Trading | 2004 | , Gianni Gray, Vince Ficarra & David Bullen | |
45 | JPY 28.6 bn | USD 0.34 bn | Tateho Chemical Industries | Bond futures | 1987 | |||||
46 | JPY 32 bn | USD 0.34 bn | Tokyo Securities | Bond futures | 1994 | |||||
47 | USD 0.078 bn | 1 | USD 0.078 bn | 320.4% | USD 0.328 bn | Lloyds Bank | Foreign Exchange Trading | 1974 | Marc Colombo | |
48 | USD 0.37 bn | 0.895 | USD 0.27 bn | 17.1% | USD 0.31 bn | Dexia Bank | Corporate Bonds | 2001 | ||
49 | USD 0.296 bn bn | 1.11 | USD 0.296 bn | -1% | USD 0.296 bn | Natixis | Equities Derivatives | 2018 | ||
50 | USD 0.225 bn | 1 | USD 0.225 bn | 43.5% | USD 0.30 bn | FXCM | Foreign Exchange | 2015 | ||
51 | USD 0.207 bn | 1 | USD 0.207 bn | 43.5% | USD 0.30 bn | Codelco | Copper, silver, gold futures | 1993 | ||
52 | EUR 0.160 | 1.1 | USD 0.176 bn | 0% | USD 0.176bn | BNP Paribas Arbitrage | Structured Products | 2016 | Armin S. | |
53 | JPY 11.5 bn | USD 0.28 bn | / | Fuji Bank New York Branch | Foreign Exchange Trading | 1984 | ||||
55 | JPY 9.7 bn | USD 0.24 bn | / | Dai-Ichi Kangyo Bank Singapore Branch | Foreign Exchange Trading | 1982 | Haruo Kanda | |||
56 | JPY 22.9 bn | USD 0.23 bn | Nanzan Gakuen | Equity Derivatives | 2008 | |||||
57 | USD 0.16 bn | 1 | USD 0.16 bn | 39.9% | USD 0.22 bn | Procter & Gamble | Interest Rate Derivatives | 1994 | ||
58 | USD 0.04 bn | 1 | USD 0.04 bn | 433.8% | USD 0.214 bn | United California Bank of Basel | Cocoa futures | 1970 | ||
59 | USD 0.2 bn | 1 | USD 0.20 bn | 6.2% | USD 0.21 bn | State Reserves Bureau Copper Scandal | Copper Futures | 2005 | ||
60 | GBP 0.09 bn | 0.611 | USD 0.15 bn | 29.2% | USD 0.19 bn | NatWest | Interest Rate Options | 1997 | ||
61 | USD 0.039 bn | 1 | USD 0.039 bn | 320.4% | USD 0.164 bn | Franklin National Bank | Foreign Exchange Trading | 1974 | Peter Shaddick | |
62 | USD 0.11 bn | 1 | USD 0.11 bn | 39.9% | USD 0.15 bn | Cuyahoga County, Ohio | Leveraged Fixed Income | 1994 | ||
63 | JPY 15.4 bn | USD 0.15 bn | Komazawa Gakuen | Currency Derivatives | 2008 | |||||
64 | SEK 1.23 bn | 7.804 | USD 0.15 bn | −4.8% | USD 0.143 bn | HQ Bank | Equity Derivatives | 2010 | , Mikael König, Patrik Enblad | |
65 | JPY 13.9 bn | USD 0.14 bn | Nippon Steel Chemical | Bond futures | 1993 | |||||
66 | USD 0.14 bn | 1 | USD 0.14 bn | −3.7% | USD 0.13 bn | MF Global | Wheat Futures | 2008 | ||
67 | N/A | USD 0.13 bn | self-portfolio | Bitcoin | 2017-2018 | |||||
68 | USD 0.120 bn | 1 | USD 0.12 bn | −3,7% | USD 0.12 bn | Morgan Stanley | Credit-index options | 2008 | Matt Piper | |
69 | USD 0.12 bn | 1 | USD 0.12 bn | −1% | USD 0.12 bn | Einar Aas | Nordpool Power Derivatives | 2018 | Einar Aas | |
70 | JPY 11.9 bn | USD 0.12 bn | Nippon Sanso | Interest rate swap | 1995 | |||||
71 | USD 0.1 bn | 1 | USD 0.10 bn | 15.3% | USD 0.12 bn | Riječka banka | Foreign Exchange Trading | 2002 |