Basis swaps (APRIL 4, 2001)

  • 09 Apr 2001
Email a colleague
Request a PDF
 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
  • 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
  • 16 May 2017
1 Deutsche Bank 19,381.65 47 8.82%
2 Bank of America Merrill Lynch 18,968.25 36 8.63%
3 HSBC 18,103.95 50 8.24%
4 BNP Paribas 8,911.57 55 4.05%
5 SG Corporate & Investment Banking 8,885.00 54 4.04%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • 23 May 2017
1 JPMorgan 8,714.26 35 8.36%
2 UBS 8,283.47 33 7.95%
3 Goldman Sachs 7,736.57 37 7.42%
4 Citi 6,897.11 46 6.62%
5 Bank of America Merrill Lynch 6,215.31 24 5.96%