Basis swaps (APRIL 4, 2001)

  • 09 Apr 2001
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 PRIME vs. LIBOR3-MO T-BILLS vs. LIBORFED FUNDS vs. LIBORBMA vs. LIBOR
TERMPAY PRIMEREC PRIMEPAY T-BILLSREC T-BILLSPAY FFREC FFPAY % LIBREC % LIB
3-monthp-293p-290B+68B+78F+17F+20
6-monthp-292p-289B+68B+78F+14F+17
9-monthp-292p-289B+70B+80F+18F+21
1-yearp-290p-287B+66B+76F+17F+20 64.50% 65.50%
2-yearp-288p-285B+71B+81F+18F+21 66.50% 67.50%
3-yearp-287p-284B+72B+82F+18.5F+21.5 67.75% 68.75%
4-yearp-284p-281B+76B+86F+19.25F+22.25 68.50% 69.50%
5-yearP-283P-280B+77B+87F+20.5F+23.5 69.50% 70.50%
7-yearP-281.5P-278.5B+77B+87F+21F+24 71.63% 72.63%
10-yearP-280.5P-277.5B+76B+86F+22F+25 73.38% 74.38%
Source: Prebon Yamane (USA) - (201) 557-5510
CMT vs. LIBOR
TERM2-YR CMT5-YR CMT10-YR CMT
1-yearCMT17/21CMT11/15CMT6/10
2-yearCMT24/28CMT21/25CMT15/19
3-yearCMT29/33CMT27/31CMT19/23
4-yearCMT33/37CMT28/32CMT20/24
5-yearCMT37/41CMT30/34CMT20/24
7-yearCMT35/39CMT25/29CMT15/19
10-yearCMT36/40CMT25/29CMT17/21
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


  • 09 Apr 2001

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 16 Jan 2017
1 Citi 22,118.13 61 9.00%
2 Barclays 20,987.41 55 8.54%
3 JPMorgan 17,406.75 53 7.08%
4 HSBC 16,333.52 48 6.64%
5 Goldman Sachs 15,454.74 49 6.29%

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%