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
  • 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%