Basis Swaps (May 30, 2001)

  • 04 Jun 2001
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TERMPRIME vs. LIBOR3-MO T-BILLS vs. LIBORFED FUNDS vs. LIBORBMA vs. LIBOR
PAY PRIMEREC PRIMEPAY T-BILLSREC T-BILLSPAY FFREC FFPAY % LIBREC % LIB
3-monthp-288p-285B+45B+55F+14F+17--
6-monthp-288p-285B+49B+59F+14F+17--
9-monthp-285p-282B+60B+70F+17F+20--
1-yearp-285p-282B+58B+68F+16F+19 66.00%67
2-yearp-284p-281B+63B+73F+17F+20 66.50% 67.50%
3-yearp-283p-280B+67B+77F+18F+21 67.38% 68.38%
4-yearp-282p-279B+71B+81F+19F+22 68.13% 69.13%
5-yearP-281P-278B+72B+82F+20F+23 69.00% 70.00%
7-yearP-279.5P-276.5B+72B+82F+21F+24 70.25% 71.25%
10-yearP-278.5P-275.5B+72B+82F+22F+25 72.25% 72.25%
Source: Prebon Yamane (USA) - (201) 557-5510
CMT vs. LIBOR
TERM2-YR CMT5-YR CMT10-YR CMT
1-yearCMT-29/-24CMT-87/-82CMT-127/-122
2-yearCMT-13/-8CMT-54/-49CMT-88/-83
3-yearCMT6/11CMT-27/-22CMT-58/-53
4-yearCMT22/27CMT-9/-4CMT-39/-34
5-yearCMT28/33CMT-4/1CMT-31/-26
7-yearCMT35/40CMT7/12CMT-17/-12
10-yearCMT41/46CMT18/23CMT-1/4
All numbers in Basis Swaps expressed in basis points. P = Prime;
FF = Federal Funds Rate; REC = Receive; B = T-Bills.
Source: Prebon Yamane (USA) - (201) 557-5400


  • 04 Jun 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
  • 21 Mar 2017
1 JPMorgan 5,440.56 17 10.74%
2 Deutsche Bank 4,468.97 23 8.82%
3 UBS 3,742.72 17 7.39%
4 Citi 3,393.89 23 6.70%
5 Goldman Sachs 3,360.93 18 6.63%