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 Citi 330,700.22 1283 8.07%
2 JPMorgan 323,941.31 1398 7.91%
3 Bank of America Merrill Lynch 298,038.11 1018 7.27%
4 Barclays 250,341.26 930 6.11%
5 Goldman Sachs 220,211.32 736 5.37%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 BNP Paribas 46,112.22 182 6.98%
2 JPMorgan 44,545.29 93 6.74%
3 UniCredit 35,639.50 153 5.39%
4 Credit Agricole CIB 33,211.72 160 5.03%
5 SG Corporate & Investment Banking 32,419.80 126 4.91%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 13,792.73 61 8.96%
2 Goldman Sachs 13,469.15 66 8.75%
3 Citi 9,716.40 55 6.31%
4 Morgan Stanley 8,471.86 53 5.50%
5 UBS 8,248.12 34 5.36%