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%
 
...

Please take a trial or subscribe to access this content.

Contact our subscriptions team to discuss your access: subs@globalcapital.com

Corporate access

To discuss GlobalCapital access for your entire department or company please contact our subscriptions sales team at: subs@globalcapital.com or find out more online here.

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 313,852.39 1175 8.95%
2 JPMorgan 286,674.13 1305 8.17%
3 Bank of America Merrill Lynch 281,869.72 974 8.04%
4 Goldman Sachs 214,547.99 704 6.12%
5 Barclays 205,147.76 790 5.85%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Deutsche Bank 31,971.88 102 6.84%
2 HSBC 31,343.18 140 6.70%
3 Bank of America Merrill Lynch 28,468.55 82 6.09%
4 BNP Paribas 24,679.63 135 5.28%
5 SG Corporate & Investment Banking 22,195.55 122 4.75%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 14,960.44 66 7.87%
2 Morgan Stanley 13,992.90 72 7.37%
3 Citi 13,566.56 83 7.14%
4 UBS 13,028.25 52 6.86%
5 Goldman Sachs 11,994.74 65 6.31%