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
  • Today
1 Citi 353,377.35 1327 9.07%
2 JPMorgan 316,733.86 1438 8.13%
3 Bank of America Merrill Lynch 316,098.84 1095 8.11%
4 Goldman Sachs 234,493.12 778 6.02%
5 Barclays 226,573.92 880 5.82%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 HSBC 34,312.86 161 6.57%
2 Deutsche Bank 34,194.98 116 6.55%
3 Bank of America Merrill Lynch 31,113.25 94 5.96%
4 BNP Paribas 27,479.75 167 5.26%
5 SG Corporate & Investment Banking 23,982.83 136 4.59%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 19,536.02 78 8.89%
2 Morgan Stanley 16,323.54 83 7.43%
3 Citi 15,750.21 93 7.17%
4 UBS 15,208.47 58 6.92%
5 Goldman Sachs 13,499.48 73 6.15%