Interest-Rate Data

  • 14 Dec 2001
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CMT vs LIBOR BREAKEVEN RATES
 2 YR CMT5 YR CMT10 YR CMT
1 YRCMT -130CMT -126CMT -228CMT -222CMT -278CMT - 272
2 YRCMT -90CMT -86CMT -156CMT -150CMT -199CMT -193
3 YRCMT -56CMT -52CMT -103CMT -97CMT -141CMT -135
4 YRCMT -34CMT -30CMT -73CMT -67CMT -108CMT -103
5 YRCMT -20CMT -16CMT -53CMT -47CMT -86CMT-82
7 YRCMT -6CMT -2CMT -32CMT -26CMT -62CMT -56
10 YRCMT 2CMT 6CMT -18CMT -12CMT -43CMT -37
 PRIME vs LIBOR3MO T-BILLS vs LIBORFED FUNDS vs LIBORBMA vs LIBOR
 PAY PRIMEREC PRIMEPAY BILLSREC BILLSPAY FFREC FFPAY % LIBORREC % LIBOR
3 MOp-286p-283B+24B+34F+16F+19  
6 MOp-285p-282B+26B+36F+17F+20  
9 MOp-284p-281B+32B+42F+17.5F+20.5  
1 YRp-286p-283B+35B+45F+17F+20 75.00% 77.00%
2 YRp-283p-280B+39B+49F+18.F+21 73.50% 75.50%
3 YRp-282p-279B+49B+59F+19F+22 73.50% 75.50%
4 YRp-281p-278B+58B+68F+20F+23 73.50% 75.50%
5 YRp-280p-277B+62B+72F+21F+24 73.50% 75.50%
7 YRp-278p-275B+63B+73F+23F+26 74.00% 76.00%
10 YRp-277p-274B+62B+72F+24F+27 75.25% 76.25%


  • 14 Dec 2001

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 16 Jan 2017
1 Citi 22,118.13 61 9.00%
2 Barclays 20,987.41 55 8.54%
3 JPMorgan 17,406.75 53 7.08%
4 HSBC 16,333.52 48 6.64%
5 Goldman Sachs 15,454.74 49 6.29%

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%