Index Variance Swap Levels

  • 01 Aug 2008
3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX22.30%22.30%22.70%22.70%23.10%23.10%23.60%23.60%
NDX26.20%26.20%26.90%26.90%27.60%27.60%27.90%27.90%
Asia
Nikkei24.70%24.70%25.21%25.20%24.84%24.80%24.70%24.70%
Kospi25.63%25.60%25.75%25.80%25.27%25.30%25.71%25.70%
Europe
Eurostoxx23.08%23.10%23.81%23.80%23.58%23.60%23.43%23.40%
DAX22.00%22.00%22.53%22.50%22.78%22.80%23.35%23.40%
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 352,540.12 1323 9.09%
2 Bank of America Merrill Lynch 315,574.44 1093 8.13%
3 JPMorgan 314,826.88 1433 8.11%
4 Goldman Sachs 234,193.07 776 6.04%
5 Barclays 226,473.92 879 5.84%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 34,312.86 161 6.59%
2 Deutsche Bank 34,194.98 116 6.57%
3 Bank of America Merrill Lynch 31,113.25 94 5.98%
4 BNP Paribas 27,479.75 167 5.28%
5 SG Corporate & Investment Banking 23,982.83 136 4.61%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 19,536.02 78 8.91%
2 Morgan Stanley 16,323.54 83 7.44%
3 Citi 15,667.80 92 7.14%
4 UBS 15,208.47 58 6.94%
5 Goldman Sachs 13,487.36 72 6.15%