Index Variance Swap Levels

  • 19 Sep 2008

3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX29.70%5.20%28.40%3.70%27.70%2.80%27.40%2.20%
NDX32.40%5.30%31.40%3.70%31.00%2.70%30.40%1.70%
Asia
Nikkei31.66%3.90%28.82%2.40%27.02%0.80%25.74%0.60%
Kospi27.74%1.00%27.44%0.9%26.55%0.60%26.52%0.40%
Europe
Eurostoxx30.38%5.00%28.30%3.20%27.63%2.50%27.53%2.10%
DAX27.45%3.60%26.66%2.30%26.11%1.80%25.99%1.40%
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 67,973.07 227 8.76%
2 JPMorgan 56,508.26 221 7.28%
3 Bank of America Merrill Lynch 48,419.81 160 6.24%
4 Barclays 46,671.38 132 6.02%
5 Deutsche Bank 41,260.92 150 5.32%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Deutsche Bank 9,359.72 13 13.57%
2 SG Corporate & Investment Banking 7,508.63 11 10.89%
3 Goldman Sachs 5,773.27 11 8.37%
4 Citi 4,606.54 14 6.68%
5 Credit Agricole CIB 3,112.52 11 4.51%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Goldman Sachs 2,546.04 12 12.02%
2 Credit Suisse 1,641.59 6 7.75%
3 JPMorgan 1,527.50 8 7.21%
4 Deutsche Bank 1,424.25 10 6.72%
5 Citi 1,285.41 7 6.07%