Basis Swaps (July 26, 2001)

  • 30 Jul 2001
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 PRIME vs LIBOR3MO T-BILLS vs LIBORFED FUNDS vs LIBORBMA vs LIBOR
 PAY PRIMEREC PRIMEPAY BILLSREC BILLSPAY FFREC FFPAY % LIBORREC % LIBOR
3 MOp-289p-286B+25B+35F+13F+16  
6 MOp-284p-281B+36B+46F+18F+21  
9 MOp-284p-281B+45B+55F+16F+19  
1 YRp-285p-282B+41B+51F+16.5F+19.5 66.25% 67.25%
2 YRp-284p-281B+51B+61F+17.5F+20.5 66.75% 67.75%
3 YRp-283p-280B+57B+67F+18.25F+21.25 67.25% 68.25%
4 YRp-282p-279B+60B+70F+19F+22 67.75% 68.75%
5 YRp-281p-278B+63B+73F+20F+23 68.50% 69.50%
7 YRp-279p-276B+61B+71F+21F+24 70.00% 71.00%
10 YRp-278.5p-275.5B+61B+71F+22F+25 71.75% 72.75%


CMT vs LIBOR BREAKEVEN RATES
 2 YR CMT5 YR CMT10 YR CMT
1 YRCMT 17CMT 21CMT 11CMT 15CMT 6CMT 10
2 YRCMT 24CMT 28CMT 21CMT25CMT 15CMT 19
3 YRCMT 29CMT 33CMT 27CMT 31CMT 19CMT23
4 YRCMT 33CMT 37CMT 28CMT 32CMT 20CMT24
5 YRCMT 37CMT 41CMT 30CMT 34CMT 20CMT24
7 YRCMT 35CMT 39CMT 25CMT 29CMT 15CMT19
10 YRCMT 36CMT 40CMT 25CMT 29CMT 17CMT21


  • 30 Jul 2001

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 317,691.74 1201 8.90%
2 JPMorgan 291,227.96 1326 8.16%
3 Bank of America Merrill Lynch 285,088.11 991 7.99%
4 Goldman Sachs 217,749.25 714 6.10%
5 Barclays 209,291.80 811 5.87%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 32,320.82 147 6.67%
2 Deutsche Bank 32,259.50 104 6.66%
3 Bank of America Merrill Lynch 28,890.43 85 5.96%
4 BNP Paribas 25,663.29 144 5.30%
5 Credit Agricole CIB 22,617.86 130 4.67%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 18,160.85 71 9.15%
2 Morgan Stanley 15,215.44 76 7.67%
3 UBS 14,195.29 55 7.15%
4 Citi 14,014.57 86 7.06%
5 Goldman Sachs 12,113.98 67 6.10%