Index Variance Swap Levels

  • 20 Oct 2006
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3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX12.90%-0.20%13.70%-0.20%14.80%0.00%15.50%-0.10%
NDX18.80%-0.40%19.30%-0.30%20.10%-0.30%20.70%-0.30%
Asia
Nikkei18.80%-0.20%18.30%-0.20%18.00%-0.10%18.80%-0.10%
Kospi18.80%-2.00%19.30%-0.90%21.10%-0.40%21.00%-0.40%
Europe
Eurostoxx16.00%0.00%16.40%0.10%17.60%0.20%18.60%0.20%
DAX16.20%-0.10%17.50%-0.10%18.90%-0.40%19.90%-0.50%
Source: Bank of America
  • 20 Oct 2006

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%