Interest-Rate Data

  • 17 Jul 2002
Email a colleague
Request a PDF
CMT vs LIBOR BREAKEVEN RATES
 2 YR CMT5 YR CMT10 YR CMT
1 YRCMT -95CMT -91CMT --190CMT-186CMT -254CMT -250
2 YRCMT -73CMT -69CMT --147CMT-143CMT -207CMT -203
3 YRCMT -54CMT -49CMT-113CMT -109CMT -155CMT-151
4 YRCMT -44CMT -40CMT -91CMT -67CMT -136CMT-135
5 YRCMT -36CMT -35CMT -74CMT -70CMT -119CMT-115
7 YRCMT -25CMT -25CMT -55CMT -51CMT -99CMT-95
10 YRCMT -17CMT -13CMT -45CMT -41CMT -88CMT-84
 PRIME vs LIBOR3MO T-BILLS vs LIBORFED FUNDS vs LIBOR
 PAY PRIMEREC PRIMEPAY BILLSREC BILLSPAY FFREC FF
3 MOp-291p-288B+14B+24F+10F+13
6 MOp-288p-285B+18B+28F+14F+17
9 MOp-287p-284B+23B+33F+15F+18
1 YRp-284p-281B+28B+38F+16F+19
2 YRp-283p-280B+36B+46F+18F+21
3 YRp-281p-278B+43B+53F+19F+22
4 YRp-280p-277B+52B+62F+20F+23
5 YRp-279p-276B+61B+71F+21F+24
7 YRp-278p-275B+61B+71F+22F+26
10 YRp-276p-273B+61B+71F+23F+26
BMA vs LIBOR
 PAY % LIBORREC % LIBOR
1YR 74.00% 76.00%
2YR 72.50% 74.50%
3YR 72.50% 74.50%
4YR 72.25% 74.25%
5YR 72.00% 74.00%
7YR 73.00% 75.00%
10YR 74.00% 76.00%


  • 17 Jul 2002

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 13 Mar 2017
1 JPMorgan 94,925.33 384 8.39%
2 Citi 87,531.58 331 7.74%
3 Bank of America Merrill Lynch 84,341.49 288 7.46%
4 Barclays 75,288.19 241 6.66%
5 Goldman Sachs 68,504.71 208 6.06%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 16 May 2017
1 Deutsche Bank 19,381.65 47 8.82%
2 Bank of America Merrill Lynch 18,968.25 36 8.63%
3 HSBC 18,103.95 50 8.24%
4 BNP Paribas 8,911.57 55 4.05%
5 SG Corporate & Investment Banking 8,885.00 54 4.04%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 16 May 2017
1 JPMorgan 8,369.56 33 8.53%
2 UBS 8,282.28 33 8.44%
3 Citi 6,605.58 44 6.74%
4 Goldman Sachs 6,444.85 31 6.57%
5 Bank of America Merrill Lynch 6,215.31 24 6.34%