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
  • 24 Jul 2017
1 Citi 253,106.92 930 8.89%
2 JPMorgan 230,914.50 1036 8.11%
3 Bank of America Merrill Lynch 221,389.46 762 7.78%
4 Goldman Sachs 171,499.26 554 6.03%
5 Barclays 169,046.60 646 5.94%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 25 Jul 2017
1 HSBC 27,039.93 106 7.36%
2 Deutsche Bank 25,125.19 81 6.84%
3 Bank of America Merrill Lynch 23,128.33 61 6.29%
4 BNP Paribas 19,315.94 110 5.26%
5 Credit Agricole CIB 18,706.93 106 5.09%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 25 Jul 2017
1 JPMorgan 13,488.13 59 8.47%
2 Citi 11,496.21 73 7.22%
3 UBS 11,302.86 45 7.09%
4 Morgan Stanley 10,864.95 59 6.82%
5 Goldman Sachs 10,434.21 54 6.55%