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
  • 18 Jul 2017
1 Citi 244,235.70 910 8.87%
2 JPMorgan 223,767.95 1021 8.13%
3 Bank of America Merrill Lynch 211,276.97 750 7.68%
4 Barclays 166,062.82 634 6.03%
5 Goldman Sachs 162,877.27 537 5.92%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Jul 2017
1 HSBC 25,202.67 100 7.14%
2 Deutsche Bank 25,125.19 81 7.12%
3 Bank of America Merrill Lynch 21,836.07 58 6.18%
4 BNP Paribas 18,395.95 105 5.21%
5 Credit Agricole CIB 18,048.72 104 5.11%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 18 Jul 2017
1 JPMorgan 12,578.87 55 8.17%
2 Citi 11,338.07 71 7.36%
3 UBS 10,682.06 44 6.93%
4 Goldman Sachs 10,419.53 53 6.76%
5 Morgan Stanley 10,194.88 57 6.62%