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

...

Please take a trial or subscribe to access this content.

Contact Mark Goodes to discuss your access: mark.goodes@globalcapital.com

Corporate access

To discuss GlobalCapital access for your entire department or company please contact our subscriptions sales team at: subs@globalcapital.com or find out more online here.

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
  • 14 Mar 2017
1 Bank of America Merrill Lynch 10,650.87 23 11.13%
2 Deutsche Bank 8,169.49 17 8.53%
3 HSBC 6,243.46 23 6.52%
4 Citi 4,355.35 13 4.55%
5 SG Corporate & Investment Banking 4,273.37 17 4.46%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 21 Mar 2017
1 JPMorgan 5,440.56 17 10.74%
2 Deutsche Bank 4,468.97 23 8.82%
3 UBS 3,742.72 17 7.39%
4 Citi 3,393.89 23 6.70%
5 Goldman Sachs 3,360.93 18 6.63%