Index Variance Swap Levels

  • 14 Apr 2006
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3 MthChange6 MthChange1 YrChange2 YrChange
U.S.
SPX12.50%1.20%13.20%1.00%14.00%0.70%15.10%0.40%
NDX17.00%0.70%17.50%0.60%18.10%0.30%19.10%0.10%
Asia
Nikkei18.80%-0.90%19.00%-0.80%19.30%-0.60%19.50%
Kospi20.40%20.70%21.60%22.80%
Europe
Eurostoxx15.20%0.50%16.20%0.50%17.00%0.90%18.20%0.30%
DAX16.40%1.00%17.20%0.70%18.10%1.00%19.40%0.20%
Source: Bank of America


  • 14 Apr 2006

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 70,767.73 236 8.54%
2 JPMorgan 65,265.75 234 7.88%
3 Barclays 56,658.40 187 6.84%
4 Bank of America Merrill Lynch 49,197.71 178 5.94%
5 Deutsche Bank 44,635.32 162 5.39%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Bank of America Merrill Lynch 6,217.19 6 15.22%
2 Deutsche Bank 3,538.77 6 8.66%
3 Citi 2,570.45 7 6.29%
4 Commerzbank Group 2,532.05 5 6.20%
5 BNP Paribas 1,798.71 8 4.40%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 UBS 998.25 3 12.17%
2 Citi 693.55 2 8.46%
3 Morgan Stanley 606.80 4 7.40%
4 Bank of America Merrill Lynch 509.34 3 6.21%
5 Jefferies LLC 409.89 4 5.00%