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 189,125.64 835 8.18%
2 Citi 178,481.94 729 7.72%
3 Bank of America Merrill Lynch 148,726.70 609 6.43%
4 Barclays 141,595.74 562 6.12%
5 HSBC 118,154.11 612 5.11%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Credit Agricole CIB 21,626.10 74 8.29%
2 BNP Paribas 19,199.68 81 7.36%
3 Bank of America Merrill Lynch 17,431.25 46 6.69%
4 Deutsche Bank 12,826.80 46 4.92%
5 SG Corporate & Investment Banking 12,165.84 59 4.67%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Morgan Stanley 6,404.49 28 10.39%
2 JPMorgan 5,765.60 34 9.35%
3 Goldman Sachs 5,589.53 27 9.07%
4 UBS 4,134.32 20 6.71%
5 Citi 4,039.74 28 6.55%