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
  • 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%