Index Variance Swap Levels

  • 19 Sep 2008

3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX29.70%5.20%28.40%3.70%27.70%2.80%27.40%2.20%
NDX32.40%5.30%31.40%3.70%31.00%2.70%30.40%1.70%
Asia
Nikkei31.66%3.90%28.82%2.40%27.02%0.80%25.74%0.60%
Kospi27.74%1.00%27.44%0.9%26.55%0.60%26.52%0.40%
Europe
Eurostoxx30.38%5.00%28.30%3.20%27.63%2.50%27.53%2.10%
DAX27.45%3.60%26.66%2.30%26.11%1.80%25.99%1.40%
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 390,564.78 1474 8.99%
2 JPMorgan 358,442.23 1626 8.25%
3 Bank of America Merrill Lynch 344,395.33 1215 7.93%
4 Goldman Sachs 257,185.44 862 5.92%
5 Barclays 252,851.12 991 5.82%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 36,645.46 176 6.31%
2 Deutsche Bank 36,386.11 128 6.26%
3 Bank of America Merrill Lynch 30,712.91 97 5.28%
4 BNP Paribas 30,600.75 184 5.27%
5 Barclays 30,394.96 86 5.23%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 21,398.51 94 8.80%
2 Morgan Stanley 17,329.08 90 7.13%
3 Citi 16,974.50 104 6.98%
4 UBS 16,643.68 66 6.85%
5 Goldman Sachs 16,179.39 87 6.66%