Index Variance Swap Levels

  • 15 Jun 2007
 3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX14.70%1.60%14.90%0.90%15.40%0.80%16.10%0.50%
NDX17.80%1.30%18.70%1.00%19.40%0.90%20.30%0.40%
Asia
Nikkei17.10%-0.10%17.60%0.00%18.20%0.20%18.70%0.40%
Kospi18.50%1.00%18.20%0.30%18.50%0.10%19.10%0.00%
Europe
Eurostoxx17.50%0.80%17.90%0.50%18.50%0.60%19.30%0.60%
DAX19.00%1.40%19.20%1.10%19.40%1.00%20.10%1.00%
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 34,591.50 163 6.58%
2 Deutsche Bank 34,293.84 117 6.53%
3 Bank of America Merrill Lynch 31,293.04 95 5.96%
4 BNP Paribas 27,578.61 168 5.25%
5 SG Corporate & Investment Banking 23,982.83 136 4.56%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 19,745.92 80 8.86%
2 Morgan Stanley 16,323.54 83 7.32%
3 Citi 15,946.50 94 7.15%
4 UBS 15,487.17 60 6.95%
5 Goldman Sachs 14,053.61 76 6.30%