Interest-Rate Data

  • 08 May 2002
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CMT vs LIBOR BREAKEVEN RATES
 2 YR CMT5 YR CMT10 YR CMT
1 YRCMT -112CMT -108CMT --204CMT-200CMT -259CMT -255
2 YRCMT -71CMT -67CMT --142CMT-138CMT -182CMT -178
3 YRCMT -49CMT -45CMT-103CMT -99CMT -135CMT-131
4 YRCMT -36CMT -32CMT -77CMT -73CMT -106CMT-102
5 YRCMT -27CMT -23CMT -60CMT -56CMT -86CMT-82
7 YRCMT -15CMT -11CMT -37CMT -33CMT -66CMT-62
10 YRCMT -5CMT -1CMT -28CMT -24CMT -56CMT-52
 PRIME vs LIBOR3MO T-BILLS vs LIBORFED FUNDS vs LIBORBMA vs LIBOR
 PAY PRIMEREC PRIMEPAY BILLSREC BILLSPAY FFREC FFPAY % LIBORREC % LIBOR
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 74.00% 76.00%
2 YRp-283p-280B+36B+46F+18F+21 72.50% 74.50%
3 YRp-281p-278B+43B+53F+19F+22 72.50% 74.50%
4 YRp-280p-277B+52B+62F+20F+23 72.25% 74.25%
5 YRp-279p-276B+61B+71F+21F+24 72.00% 74.00%
7 YRp-278p-275B+61B+71F+22F+26 73.00% 75.00%
10 YRp-276p-273B+61B+71F+23F+26 74.00% 76.00%


  • 08 May 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
  • 23 May 2017
1 JPMorgan 8,714.26 35 8.36%
2 UBS 8,283.47 33 7.95%
3 Goldman Sachs 7,736.57 37 7.42%
4 Citi 6,897.11 46 6.62%
5 Bank of America Merrill Lynch 6,215.31 24 5.96%