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
  • 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
  • 16 May 2017
1 Deutsche Bank 19,381.65 47 8.82%
2 Bank of America Merrill Lynch 18,968.25 36 8.63%
3 HSBC 18,103.95 50 8.24%
4 BNP Paribas 8,911.57 55 4.05%
5 SG Corporate & Investment Banking 8,885.00 54 4.04%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 16 May 2017
1 JPMorgan 8,369.56 33 8.53%
2 UBS 8,282.28 33 8.44%
3 Citi 6,605.58 44 6.74%
4 Goldman Sachs 6,444.85 31 6.57%
5 Bank of America Merrill Lynch 6,215.31 24 6.34%