Index Variance Swap Levels

  • 07 Sep 2007
 3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX23.50%5.10%22.50%3.80%22.00%3.30%22.30%3.30%
NDX27.10%6.90%25.90%4.60%25.50%3.30%25.90%3.00%
Asia
Nikkei25.60%7.10%22.30%4.00%21.80%3.20%22.20%2.90%
Kospi29.20%6.60%26.90%5.30%21.80%1.00%22.20%1.50%
Europe
Eurostoxx24.30%2.00%23.30%1.30%23.20%1.30%24.00%1.80%
DAX23.80%-0.90%23.30%-0.70%23.10%-0.20%24.00%0.50%
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 358,291.38 1348 9.06%
2 JPMorgan 320,704.66 1461 8.11%
3 Bank of America Merrill Lynch 318,128.31 1104 8.04%
4 Goldman Sachs 236,643.87 789 5.98%
5 Barclays 231,197.41 895 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%