Interest-Rate Data

  • 19 Jan 2002
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CMT vs LIBOR BREAKEVEN RATES
 2 YR CMT5 YR CMT10 YR CMT
1 YRCMT 17CMT 21CMT 11CMT 15CMT 6CMT 10
2 YRCMT 24CMT 28CMT 21CMT25CMT 15CMT 19
3 YRCMT 29CMT 33CMT 27CMT 31CMT 19CMT23
4 YRCMT 33CMT 37CMT 28CMT 32CMT 20CMT24
5 YRCMT 37CMT 41CMT 30CMT 34CMT 20CMT24
7 YRCMT 35CMT 39CMT 25CMT 29CMT 15CMT19
10 YRCMT 36CMT 40CMT 25CMT 29CMT 17CMT21
 PRIME vs LIBOR3MO T-BILLS vs LIBORFED FUNDS vs LIBORBMA vs LIBOR
 PAY PRIMEREC PRIMEPAY BILLSREC BILLSPAY FFREC FFPAY % LIBORREC % LIBOR
3 MOp-291p-288B+14B+24F+10F+13  
6 MOp-288p-285B+18B+28F+14F+17  
9 MOp-287p-284B+23B+33F+15F+18  
1 YRp-284p-281B+28B+38F+16F+19 74.00% 76.00%
2 YRp-283p-280B+36B+46F+18F+21 72.50% 74.50%
3 YRp-281p-278B+43B+53F+19F+22 72.50% 74.50%
4 YRp-280p-277B+52B+62F+20F+23 72.25% 74.25%
5 YRp-279p-276B+61B+71F+21F+24 72.00% 74.00%
7 YRp-278p-275B+61B+71F+22F+26 73.00% 75.00%
10 YRp-276p-273B+61B+71F+23F+26 74.00% 76.00%


  • 19 Jan 2002

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 302,654.45 1175 8.04%
2 JPMorgan 295,926.30 1292 7.86%
3 Bank of America Merrill Lynch 277,651.59 935 7.38%
4 Barclays 229,979.10 854 6.11%
5 Goldman Sachs 205,171.65 674 5.45%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 BNP Paribas 43,227.81 174 7.06%
2 JPMorgan 38,825.76 78 6.34%
3 Credit Agricole CIB 33,071.14 158 5.40%
4 UniCredit 32,366.25 145 5.29%
5 SG Corporate & Investment Banking 31,330.98 120 5.12%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 13,024.03 55 8.96%
2 Goldman Sachs 12,162.67 59 8.37%
3 Citi 9,451.48 53 6.50%
4 Morgan Stanley 8,054.41 48 5.54%
5 UBS 7,829.15 30 5.38%