Average Cash-CDS Basis By Sector

  • 12 Jun 2009

Average Cash-CDS Basis By Sector
 Average IG   Consumer 
  Basis*FinancialsIndustrialsUtilitiesProducts
5/6/2009-92.13-62.63-105.31-113.78-94.4
8/6/2009-81.41-49.09-99.84-101.71-86.34
9/6/2009-88.99-61.23-105.96-106.39-88.86
10/6/2009-79.92-53.27-93.59-105.91-86.13
11/6/2009-80.5-54.5-95.4-107-86.2
*Universe comprises over 3000 investment grade corporate bonds
Source: Citigroup

Basis here represents the difference between the derivatives market and the cash market (CDS spread minus bond spread).
...

Please take a trial or subscribe to access this content.

Contact our subscriptions team to discuss your access: subs@globalcapital.com

Corporate access

To discuss GlobalCapital access for your entire department or company please contact our subscriptions sales team at: subs@globalcapital.com or find out more online here.

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 24 Jul 2017
1 Citi 253,106.92 930 8.89%
2 JPMorgan 230,914.50 1036 8.11%
3 Bank of America Merrill Lynch 221,389.46 762 7.78%
4 Goldman Sachs 171,499.26 554 6.03%
5 Barclays 169,046.60 646 5.94%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 27,039.93 106 7.36%
2 Deutsche Bank 25,125.19 81 6.84%
3 Bank of America Merrill Lynch 23,128.33 61 6.29%
4 BNP Paribas 19,315.94 110 5.26%
5 Credit Agricole CIB 18,706.93 106 5.09%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Jul 2017
1 JPMorgan 12,578.87 55 8.17%
2 Citi 11,338.07 71 7.36%
3 UBS 10,682.06 44 6.93%
4 Goldman Sachs 10,419.53 53 6.76%
5 Morgan Stanley 10,194.88 57 6.62%