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
  • 16 Jan 2017
1 Citi 22,118.13 61 9.00%
2 Barclays 20,987.41 55 8.54%
3 JPMorgan 17,406.75 53 7.08%
4 HSBC 16,333.52 48 6.64%
5 Goldman Sachs 15,454.74 49 6.29%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 17 Jan 2017
1 Commerzbank Group 114.00 1 66.16%
2 CaixaBank 37.05 1 21.50%
3 UniCredit 10.62 1 6.17%
3 BNP Paribas 10.62 1 6.17%
Subtotal 172.30 3 100.00%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 17 Jan 2017
1 SG Corporate & Investment Banking 770.06 2 16.80%
2 Goldman Sachs 656.16 2 14.32%
3 JPMorgan 527.28 4 11.50%
4 Emirates NBD PJSC 408.38 1 8.91%
5 Deutsche Bank 321.53 3 7.01%