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
  • 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
  • Today
1 HSBC 25,935.16 104 7.16%
2 Deutsche Bank 25,125.19 81 6.94%
3 Bank of America Merrill Lynch 22,023.57 59 6.08%
4 BNP Paribas 19,315.94 110 5.34%
5 Credit Agricole CIB 18,706.93 106 5.17%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Jul 2017
1 JPMorgan 12,578.87 55 8.17%
2 Citi 11,338.07 71 7.36%
3 UBS 10,682.06 44 6.93%
4 Goldman Sachs 10,419.53 53 6.76%
5 Morgan Stanley 10,194.88 57 6.62%