Index Variance Swap Levels

  • 27 Jul 2007
 3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX18.40%1.80%18.70%1.70%18.70%1.30%19.00%1.10%
NDX20.20%1.60%21.30%1.50%22.20%1.50%22.90%1.40%
Asia
Nikkei18.50%1.10%18.30%0.90%18.60%0.30%19.30%0.10%
Kospi22.60%-0.10%21.60%0.00%20.80%0.10%20.70%0.10%
Europe
Eurostoxx22.30%3.20%22.00%2.40%21.90%1.90%22.30%1.40%
DAX24.70%2.90%24.00%2.10%23.30%1.60%23.50%0.60%
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 315,565.94 1183 8.89%
2 JPMorgan 288,650.70 1316 8.13%
3 Bank of America Merrill Lynch 284,218.69 988 8.01%
4 Goldman Sachs 215,758.12 710 6.08%
5 Barclays 207,555.74 805 5.85%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 32,400.29 147 6.76%
2 Deutsche Bank 32,042.83 103 6.69%
3 Bank of America Merrill Lynch 28,820.43 84 6.02%
4 BNP Paribas 25,608.74 143 5.35%
5 Credit Agricole CIB 22,617.86 130 4.72%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 18,067.92 70 9.12%
2 Morgan Stanley 15,215.44 76 7.68%
3 UBS 14,195.29 55 7.17%
4 Citi 14,014.57 86 7.07%
5 Goldman Sachs 12,113.98 67 6.11%