Interest-Rate Data

  • 17 Jul 2002
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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
  • Today
1 Citi 358,291.38 1348 9.06%
2 JPMorgan 320,704.66 1461 8.11%
3 Bank of America Merrill Lynch 318,128.31 1104 8.04%
4 Goldman Sachs 236,643.87 789 5.98%
5 Barclays 231,197.41 895 5.84%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 35,007.57 165 6.53%
2 Deutsche Bank 34,880.53 120 6.51%
3 Bank of America Merrill Lynch 31,805.65 97 5.93%
4 BNP Paribas 27,920.60 169 5.21%
5 SG Corporate & Investment Banking 24,398.89 138 4.55%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 19,745.92 80 8.85%
2 Morgan Stanley 16,334.63 83 7.32%
3 Citi 15,972.34 95 7.16%
4 UBS 15,487.17 60 6.94%
5 Goldman Sachs 14,053.61 76 6.30%