Index Variance Swap Levels

  • 06 Feb 2009
Index Variance Swap Levels
 3 MthChange6 MthChange1 YrChange2 YrChange
US        
SPX40.70%40.7%40.30%40.3%39.50%39.5%37.90%37.9%
NDX41.40%41.4%40.90%40.9%40.04%40.0%40.00%40.0%
Asia        
Nikkei52.00%52.0%49.25%49.3%45.58%45.6%41.60%41.6%
Kospi48.18%48.2%46.45%46.5%45.04%45.0%43.49%43.5%
Europe        
Eurostoxx44.84%44.8%43.38%43.4%42.20%42.2%39.79%39.8%
 
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All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 417,651.57 1605 9.04%
2 JPMorgan 380,255.75 1735 8.23%
3 Bank of America Merrill Lynch 360,270.83 1308 7.80%
4 Goldman Sachs 268,034.61 924 5.80%
5 Barclays 267,242.43 1081 5.79%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 45,449.36 196 6.57%
2 BNP Paribas 38,734.80 217 5.60%
3 Deutsche Bank 37,615.10 139 5.44%
4 JPMorgan 34,724.19 118 5.02%
5 Bank of America Merrill Lynch 33,835.53 112 4.89%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 22,475.00 105 8.66%
2 Morgan Stanley 19,057.00 101 7.34%
3 Citi 17,812.08 111 6.86%
4 UBS 17,693.89 71 6.82%
5 Goldman Sachs 17,332.64 99 6.68%