Index Variance Swap Levels

  • 18 May 2007

 3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX14.00%0.80%14.40%0.50%14.80%0.30%15.60%0.20%
NDX17.40%0.30%18.20%0.20%18.70%0.20%19.70%0.10%
Asia
Nikkei17.90%0.80%17.80%0.50%18.00%0.40%18.30%0.10%
Kospi17.80%-0.10%18.10%0.00%18.50%-0.10%19.20%0.00%
Europe
Eurostoxx17.40%0.10%17.70%0.20%18.00%0.20%18.70%0.30%
DAX18.30%0.30%18.40%0.20%18.40%0.10%19.20%0.10%
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 344,931.23 1345 8.09%
2 JPMorgan 341,263.25 1468 8.00%
3 Bank of America Merrill Lynch 306,817.51 1057 7.19%
4 Barclays 256,761.63 967 6.02%
5 Goldman Sachs 227,538.09 771 5.33%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 BNP Paribas 47,555.97 198 6.55%
2 JPMorgan 46,108.71 102 6.36%
3 UniCredit 39,353.09 170 5.42%
4 Credit Agricole CIB 36,680.00 183 5.06%
5 SG Corporate & Investment Banking 35,773.91 138 4.93%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 14,088.48 62 8.96%
2 Goldman Sachs 13,469.15 66 8.57%
3 Citi 9,948.21 58 6.33%
4 Morgan Stanley 8,572.10 54 5.45%
5 UBS 8,391.04 36 5.34%