Basis Swaps (May 16, 2001)

  • 21 May 2001
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TERMPRIME vs LIBOR3MO T-BILLS vs LIBORFED FUNDS vs LIBORBMA vs LIBOR
PAY PRIMEREC PRIMEPAY BILLSREC BILLSPAY FFREC FFPAY % LIBORREC % LIBOR
3 MOp-289p-286B+50B+60F+13F+16  
6 MOp-289p-286B+49B+59F+13F+16  
9 MOp-286p-283B+63B+73F+17F+20  
1 YRp-286p-283B+60B+70F+16F+19 65.50% 66.50%
2 YRp-283p-280B+66B+76F+17F+20 66.50% 67.50%
3 YRp-282.5p-279.5B+70B+80F+18F+21 67.50% 68.50%
4 YRp-282p-279B+73B+83F+19F+22 68.00% 69.00%
5 YRp-280.5p-277.5B+75B+85F+20F+23 69.00% 70.00%
7 YRp-279.5p-276.5B+74B+84F+21F+24 70.00% 71.00%
10 YRp-278.5p-275.5B+74B+84F+22F+25 72.00% 73.00%
CMT vs LIBOR
TERM2 YR CMT5 YR CMT10 YR CMT
1 YRCMT -39CMT -35CMT -99CMT -95CMT -149CMT -145
2 YRCMT -9CMT -5CMT -59CMT-55CMT -102CMT -90
3 YRCMT 7CMT 11CMT -34CMT -30CMT -72CMT-68
4 YRCMT 16CMT 20CMT -19CMT -15CMT -53CMT -49
5 YRCMT 25CMT 29CMT -8CMT -4CMT -40CMT -36
7 YRCMT 31CMT 35CMT 3CMT 7CMT -24CMT -20
10 YRCMT 36CMT 40CMT 14CMT 18CMT -7CMT -3


  • 21 May 2001

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 35,941.13 111 8.93%
2 Barclays 31,588.47 86 7.85%
3 JPMorgan 27,799.55 107 6.91%
4 Bank of America Merrill Lynch 27,706.86 75 6.88%
5 HSBC 21,949.38 82 5.45%

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%