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
  • 24 Jul 2017
1 Citi 253,106.92 930 8.89%
2 JPMorgan 230,914.50 1036 8.11%
3 Bank of America Merrill Lynch 221,389.46 762 7.78%
4 Goldman Sachs 171,499.26 554 6.03%
5 Barclays 169,046.60 646 5.94%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 27,039.93 106 7.36%
2 Deutsche Bank 25,125.19 81 6.84%
3 Bank of America Merrill Lynch 23,128.33 61 6.29%
4 BNP Paribas 19,315.94 110 5.26%
5 Credit Agricole CIB 18,706.93 106 5.09%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 13,488.13 59 8.47%
2 Citi 11,496.21 73 7.22%
3 UBS 11,302.86 45 7.09%
4 Morgan Stanley 10,864.95 59 6.82%
5 Goldman Sachs 10,434.21 54 6.55%