Index Variance Swap Levels

  • 01 Aug 2008
3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX22.30%22.30%22.70%22.70%23.10%23.10%23.60%23.60%
NDX26.20%26.20%26.90%26.90%27.60%27.60%27.90%27.90%
Asia
Nikkei24.70%24.70%25.21%25.20%24.84%24.80%24.70%24.70%
Kospi25.63%25.60%25.75%25.80%25.27%25.30%25.71%25.70%
Europe
Eurostoxx23.08%23.10%23.81%23.80%23.58%23.60%23.43%23.40%
DAX22.00%22.00%22.53%22.50%22.78%22.80%23.35%23.40%
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
  • 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%