Index Variance Swap Levels

  • 23 Jan 2009

Index Variance Swap Levels
3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX49.30%49.30%46.70%46.70%43.40%43.40%40.50%40.50%
NDX48.80%48.80%47.70%47.70%45.80%45.80%44.20%44.20%
Asia
Nikkei61.35%61.40%56.51%56.50%50.03%50.00%44.65%44.70%
Kospi51.73%51.70%50.64%50.60%48.57%48.60%45.60%45.60%
Europe
Eurostoxx55.07%55.10%52.63%52.60%49.34%49.30%44.21%44.20%
 Source: Bank of America

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All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 30,363.50 109 7.56%
2 JPMorgan 27,423.07 94 6.82%
3 Goldman Sachs 27,365.68 53 6.81%
4 Barclays 25,009.79 63 6.22%
5 Deutsche Bank 22,679.02 69 5.64%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Mizuho 299.85 1 21.73%
1 ING 299.85 1 21.73%
1 Commerzbank Group 299.85 1 21.73%
1 BNP Paribas 299.85 1 21.73%
5 UBS 60.22 1 4.36%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Goldman Sachs 1,607.28 5 22.59%
2 Credit Suisse 1,301.65 4 18.30%
3 UBS 970.80 3 13.65%
4 BNP Paribas 522.35 4 7.34%
5 SG Corporate & Investment Banking 444.17 3 6.24%