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
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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
  • 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%