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
  • 23 Jan 2017
1 Citi 35,941.13 111 8.93%
2 Barclays 31,588.47 86 7.85%
3 JPMorgan 27,799.55 107 6.91%
4 Bank of America Merrill Lynch 27,706.86 75 6.88%
5 HSBC 21,949.38 82 5.45%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 17 Jan 2017
1 Commerzbank Group 114.00 1 66.16%
2 CaixaBank 37.05 1 21.50%
3 UniCredit 10.62 1 6.17%
3 BNP Paribas 10.62 1 6.17%
Subtotal 172.30 3 100.00%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 17 Jan 2017
1 SG Corporate & Investment Banking 770.06 2 16.80%
2 Goldman Sachs 656.16 2 14.32%
3 JPMorgan 527.28 4 11.50%
4 Emirates NBD PJSC 408.38 1 8.91%
5 Deutsche Bank 321.53 3 7.01%