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 JPMorgan 132,387.73 545 8.30%
2 Citi 123,981.47 487 7.78%
3 Bank of America Merrill Lynch 105,093.26 413 6.59%
4 Barclays 99,545.40 383 6.24%
5 HSBC 81,053.20 424 5.08%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Bank of America Merrill Lynch 11,525.35 30 7.25%
2 BNP Paribas 8,422.96 46 5.30%
3 UniCredit 8,389.55 43 5.28%
4 Deutsche Bank 8,298.69 30 5.22%
5 Commerzbank Group 7,837.68 40 4.93%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Morgan Stanley 4,425.28 19 11.23%
2 Goldman Sachs 4,006.06 15 10.17%
3 Citi 3,527.84 22 8.95%
4 JPMorgan 2,809.08 19 7.13%
5 UBS 2,241.39 12 5.69%