Index Variance Swap Levels

  • 23 Jan 2009

Index Variance Swap Levels
3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX49.30%49.30%46.70%46.70%43.40%43.40%40.50%40.50%
NDX48.80%48.80%47.70%47.70%45.80%45.80%44.20%44.20%
Asia
Nikkei61.35%61.40%56.51%56.50%50.03%50.00%44.65%44.70%
Kospi51.73%51.70%50.64%50.60%48.57%48.60%45.60%45.60%
Europe
Eurostoxx55.07%55.10%52.63%52.60%49.34%49.30%44.21%44.20%
 Source: Bank of America

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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%