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
  • 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 34,591.50 163 6.58%
2 Deutsche Bank 34,293.84 117 6.53%
3 Bank of America Merrill Lynch 31,293.04 95 5.96%
4 BNP Paribas 27,578.61 168 5.25%
5 SG Corporate & Investment Banking 23,982.83 136 4.56%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 19,745.92 80 8.86%
2 Morgan Stanley 16,323.54 83 7.32%
3 Citi 15,946.50 94 7.15%
4 UBS 15,487.17 60 6.95%
5 Goldman Sachs 14,053.61 76 6.30%