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
  • 16 May 2017
1 Deutsche Bank 19,381.65 47 8.82%
2 Bank of America Merrill Lynch 18,968.25 36 8.63%
3 HSBC 18,103.95 50 8.24%
4 BNP Paribas 8,911.57 55 4.05%
5 SG Corporate & Investment Banking 8,885.00 54 4.04%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 23 May 2017
1 JPMorgan 8,714.26 35 8.36%
2 UBS 8,283.47 33 7.95%
3 Goldman Sachs 7,736.57 37 7.42%
4 Citi 6,897.11 46 6.62%
5 Bank of America Merrill Lynch 6,215.31 24 5.96%