Index Variance Swap Levels

  • 09 Nov 2007
 3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX24.59%4.1%24.56%3.2%24.67%2.5%24.61%2.1%
NDX27.35%2.6%27.78%2.2%27.49%1.4%27.72%1.1%
Asia
Nikkei27.66%2.7%25.76%2.3%24.10%1.5%24.60%1.1%
Kospi33.67%2.2%31.90%1.5%30.10%1.1%29.32%1.0%
Europe
Eurostoxx23.42%2.2%23.45%2.1%23.55%1.7%23.75%1.5%
DAX23.04%3.5%23.60%3.1%23.67%2.5%24.43%2.2%
Source: Bank of America
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All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 103,566.27 417 8.26%
2 Citi 97,853.47 366 7.80%
3 Bank of America Merrill Lynch 83,395.10 317 6.65%
4 Barclays 83,385.96 297 6.65%
5 HSBC 66,419.68 329 5.30%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Bank of America Merrill Lynch 9,641.73 19 8.93%
2 Deutsche Bank 6,437.48 16 5.96%
3 Citi 6,198.13 15 5.74%
4 BNP Paribas 6,032.35 28 5.59%
5 Commerzbank Group 5,686.13 23 5.26%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 2,328.59 11 11.00%
2 Morgan Stanley 2,132.71 13 10.07%
3 Bank of America Merrill Lynch 1,598.67 7 7.55%
4 JPMorgan 1,544.99 8 7.30%
5 UBS 1,229.93 7 5.81%