Index Variance Swap Levels

  • 27 Jul 2007
 3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX18.40%1.80%18.70%1.70%18.70%1.30%19.00%1.10%
NDX20.20%1.60%21.30%1.50%22.20%1.50%22.90%1.40%
Asia
Nikkei18.50%1.10%18.30%0.90%18.60%0.30%19.30%0.10%
Kospi22.60%-0.10%21.60%0.00%20.80%0.10%20.70%0.10%
Europe
Eurostoxx22.30%3.20%22.00%2.40%21.90%1.90%22.30%1.40%
DAX24.70%2.90%24.00%2.10%23.30%1.60%23.50%0.60%
Source: Bank of America
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All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Jul 2017
1 Citi 244,235.70 910 8.87%
2 JPMorgan 223,767.95 1021 8.13%
3 Bank of America Merrill Lynch 211,276.97 750 7.68%
4 Barclays 166,062.82 634 6.03%
5 Goldman Sachs 162,877.27 537 5.92%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 21 Jul 2017
1 HSBC 25,385.87 103 7.10%
2 Deutsche Bank 25,125.19 81 7.03%
3 Bank of America Merrill Lynch 22,023.57 59 6.16%
4 BNP Paribas 18,766.65 109 5.25%
5 Credit Agricole CIB 18,157.63 105 5.08%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Jul 2017
1 JPMorgan 12,578.87 55 8.17%
2 Citi 11,338.07 71 7.36%
3 UBS 10,682.06 44 6.93%
4 Goldman Sachs 10,419.53 53 6.76%
5 Morgan Stanley 10,194.88 57 6.62%