Index Variance Swap Levels

  • 07 Sep 2007
 3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX23.50%5.10%22.50%3.80%22.00%3.30%22.30%3.30%
NDX27.10%6.90%25.90%4.60%25.50%3.30%25.90%3.00%
Asia
Nikkei25.60%7.10%22.30%4.00%21.80%3.20%22.20%2.90%
Kospi29.20%6.60%26.90%5.30%21.80%1.00%22.20%1.50%
Europe
Eurostoxx24.30%2.00%23.30%1.30%23.20%1.30%24.00%1.80%
DAX23.80%-0.90%23.30%-0.70%23.10%-0.20%24.00%0.50%
Source: Bank of America
...

Please take a trial or subscribe to access this content.

Contact our subscriptions team to discuss your access: subs@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
  • 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%