Index Variance Swap Levels

  • 06 Feb 2009
Index Variance Swap Levels
 3 MthChange6 MthChange1 YrChange2 YrChange
US        
SPX40.70%40.7%40.30%40.3%39.50%39.5%37.90%37.9%
NDX41.40%41.4%40.90%40.9%40.04%40.0%40.00%40.0%
Asia        
Nikkei52.00%52.0%49.25%49.3%45.58%45.6%41.60%41.6%
Kospi48.18%48.2%46.45%46.5%45.04%45.0%43.49%43.5%
Europe        
Eurostoxx44.84%44.8%43.38%43.4%42.20%42.2%39.79%39.8%
 
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All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 13 Mar 2017
1 JPMorgan 94,925.33 384 8.39%
2 Citi 87,531.58 331 7.74%
3 Bank of America Merrill Lynch 84,341.49 288 7.46%
4 Barclays 75,288.19 241 6.66%
5 Goldman Sachs 68,504.71 208 6.06%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 14 Mar 2017
1 Bank of America Merrill Lynch 10,650.87 23 11.13%
2 Deutsche Bank 8,169.49 17 8.53%
3 HSBC 6,243.46 23 6.52%
4 Citi 4,355.35 13 4.55%
5 SG Corporate & Investment Banking 4,273.37 17 4.46%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 28 Mar 2017
1 JPMorgan 6,305.34 22 10.84%
2 Deutsche Bank 4,468.97 23 7.68%
3 UBS 4,270.64 20 7.34%
4 Citi 3,833.33 28 6.59%
5 Goldman Sachs 3,788.75 20 6.51%