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 417,761.51 1606 9.02%
2 JPMorgan 380,362.89 1737 8.21%
3 Bank of America Merrill Lynch 364,928.71 1322 7.88%
4 Goldman Sachs 269,252.76 932 5.82%
5 Barclays 267,252.43 1082 5.77%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 45,449.36 196 6.56%
2 BNP Paribas 38,734.80 217 5.59%
3 Deutsche Bank 37,615.10 139 5.43%
4 JPMorgan 34,724.19 118 5.01%
5 Bank of America Merrill Lynch 33,835.53 112 4.88%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 22,475.46 105 8.65%
2 Morgan Stanley 19,057.00 101 7.34%
3 Citi 17,812.08 111 6.86%
4 UBS 17,693.89 71 6.81%
5 Goldman Sachs 17,333.10 99 6.67%