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
  • Today
1 Citi 358,996.09 1352 9.05%
2 JPMorgan 321,264.04 1464 8.10%
3 Bank of America Merrill Lynch 318,428.16 1105 8.03%
4 Goldman Sachs 237,263.73 791 5.98%
5 Barclays 231,619.97 897 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%