Basis Swaps (May 16, 2001)

  • 21 May 2001
Email a colleague
Request a PDF
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
  • 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%