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
  • 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
  • 14 Mar 2017
1 Bank of America Merrill Lynch 10,650.87 23 11.13%
2 Deutsche Bank 8,169.49 17 8.53%
3 HSBC 6,243.46 23 6.52%
4 Citi 4,355.35 13 4.55%
5 SG Corporate & Investment Banking 4,273.37 17 4.46%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 28 Mar 2017
1 JPMorgan 6,305.34 22 10.84%
2 Deutsche Bank 4,468.97 23 7.68%
3 UBS 4,270.64 20 7.34%
4 Citi 3,833.33 28 6.59%
5 Goldman Sachs 3,788.75 20 6.51%