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 241,977.38 927 8.19%
2 JPMorgan 223,817.40 997 7.58%
3 Bank of America Merrill Lynch 216,160.55 723 7.32%
4 Barclays 185,098.93 672 6.27%
5 Goldman Sachs 158,991.47 518 5.38%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 32,522.19 61 6.54%
2 BNP Paribas 32,284.10 130 6.49%
3 UniCredit 26,992.47 123 5.43%
4 SG Corporate & Investment Banking 26,569.73 97 5.34%
5 Credit Agricole CIB 23,807.36 111 4.79%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Goldman Sachs 10,167.68 46 8.81%
2 JPMorgan 9,894.90 42 8.58%
3 Citi 8,202.25 45 7.11%
4 UBS 6,098.17 23 5.29%
5 Credit Suisse 5,236.02 28 4.54%