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
  • Today
1 Citi 357,043.08 1340 9.06%
2 JPMorgan 319,078.96 1445 8.09%
3 Bank of America Merrill Lynch 316,666.04 1099 8.03%
4 Goldman Sachs 236,643.87 789 6.00%
5 Barclays 230,494.28 891 5.85%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 34,591.50 163 6.58%
2 Deutsche Bank 34,293.84 117 6.53%
3 Bank of America Merrill Lynch 31,293.04 95 5.96%
4 BNP Paribas 27,578.61 168 5.25%
5 SG Corporate & Investment Banking 23,982.83 136 4.56%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 19,745.92 80 8.86%
2 Morgan Stanley 16,323.54 83 7.32%
3 Citi 15,946.50 94 7.15%
4 UBS 15,487.17 60 6.95%
5 Goldman Sachs 14,053.61 76 6.30%