BoA Pitches Low Vol Option Twist

Bank of America’s equity derivatives team is out marketing to select buy-side clients a so-called consumption option, which gives the same upside and downside exposure as vanilla options but with reduced exposure to volatility.

  • 25 Aug 2008

--Katy Burne

Bank of America’s equity derivatives team is out marketing to select buy-side clients a so-called consumption option, which gives the same upside and downside exposure as vanilla options but with reduced exposure to volatility. If realized vol is lower than impliedvol at the initial time of ...

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All International Bonds

Rank Lead Manager Amount $m No of issues Share %
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1 Citi 317,691.74 1201 8.90%
2 JPMorgan 291,227.96 1326 8.16%
3 Bank of America Merrill Lynch 285,088.11 991 7.99%
4 Goldman Sachs 217,749.25 714 6.10%
5 Barclays 209,291.80 811 5.87%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
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1 HSBC 32,320.82 147 6.67%
2 Deutsche Bank 32,259.50 104 6.66%
3 Bank of America Merrill Lynch 28,890.43 85 5.96%
4 BNP Paribas 25,663.29 144 5.30%
5 Credit Agricole CIB 22,617.86 130 4.67%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
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1 JPMorgan 18,160.85 71 9.15%
2 Morgan Stanley 15,215.44 76 7.67%
3 UBS 14,195.29 55 7.15%
4 Citi 14,014.57 86 7.06%
5 Goldman Sachs 12,113.98 67 6.10%