Index Variance Swap Levels

  • 07 Jul 2006
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3 MthChange6 MthChange1 YrChange2 YrChange
US
SPX13.90%-1.50%14.90%-1.20%15.60%-0.30%16.40%-0.30%
NDX18.50%-1.90%19.30%-1.30%20.10%-1.00%20.70%-0.80%
Asia
Nikkei22.10%-1.80%20.50%-1.70%19.40%-1.80%18.90%-2.20%
Kospi13.90%-9.40%13.90%-10.70%14.50%-9.30%15.60%-8.10%
Europe
Eurostoxx17.90%-2.10%18.30%-1.30%18.70%-0.80%19.50%-0.70%
DAX18.20%-1.30%18.80%-0.90%19.50%-0.50%20.60%-0.40%
Source: Bank of America
  • 07 Jul 2006

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 416,634.23 1594 9.03%
2 JPMorgan 379,647.36 1732 8.23%
3 Bank of America Merrill Lynch 359,625.73 1304 7.80%
4 Barclays 267,126.92 1079 5.79%
5 Goldman Sachs 267,110.09 921 5.79%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 45,073.36 191 6.67%
2 Deutsche Bank 37,312.62 138 5.52%
3 BNP Paribas 36,204.20 208 5.36%
4 JPMorgan 34,040.23 112 5.04%
5 Bank of America Merrill Lynch 32,958.96 107 4.88%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 22,398.41 104 8.67%
2 Morgan Stanley 19,092.40 102 7.39%
3 Citi 17,768.49 110 6.88%
4 UBS 17,693.89 71 6.85%
5 Goldman Sachs 17,256.05 98 6.68%