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
  • 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
  • 16 May 2017
1 Deutsche Bank 19,381.65 47 8.82%
2 Bank of America Merrill Lynch 18,968.25 36 8.63%
3 HSBC 18,103.95 50 8.24%
4 BNP Paribas 8,911.57 55 4.05%
5 SG Corporate & Investment Banking 8,885.00 54 4.04%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 16 May 2017
1 JPMorgan 8,369.56 33 8.53%
2 UBS 8,282.28 33 8.44%
3 Citi 6,605.58 44 6.74%
4 Goldman Sachs 6,444.85 31 6.57%
5 Bank of America Merrill Lynch 6,215.31 24 6.34%