Index Variance Swap Levels

  • 27 Jun 2008
3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX23.30%23.3%23.80%23.8%24.10%24.1%24.30%24.3%
NDX27.70%27.7%27.80%27.8%28.40%28.4%28.40%28.4%
Asia
Nikkei28.48%28.5%27.74%27.7%27.36%27.4%27.31%27.3%
Kospi24.68%24.7%24.82%24.8%25.42%25.4%26.13%26.1%
Europe
Eurostoxx23.90%23.9%24.27%24.3%24.64%24.6%24.75%24.8%
DAX22.74%22.7%23.59%23.6%23.99%24.0%24.34%24.3%
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 358,996.09 1352 9.05%
2 JPMorgan 321,264.04 1464 8.10%
3 Bank of America Merrill Lynch 318,428.16 1105 8.03%
4 Goldman Sachs 237,263.73 791 5.98%
5 Barclays 231,619.97 897 5.84%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 35,007.57 165 6.53%
2 Deutsche Bank 34,880.53 120 6.51%
3 Bank of America Merrill Lynch 31,805.65 97 5.93%
4 BNP Paribas 27,920.60 169 5.21%
5 SG Corporate & Investment Banking 24,398.89 138 4.55%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 19,745.92 80 8.85%
2 Morgan Stanley 16,334.63 83 7.32%
3 Citi 15,972.34 95 7.16%
4 UBS 15,487.17 60 6.94%
5 Goldman Sachs 14,053.61 76 6.30%