Allied Irish Bks PLC Auction Results, 30 June 2011
Allied Irish Bks PLC CDS Senior
Allied Irish Bks PLC CDS Subordinated
Final Results of the Allied Irish Bks PLC CDS Auction, 30 June 2011
On 30 June 2011, 14 dealers submitted initial markets, physical settlement requests and limit orders to the Allied Irish Bks PLC auction administered by Creditex and S&P Global to settle trades across the market referencing ALLIED IRISH BANKS PUBLIC LIMITED COMPANY.
The Allied Irish Bks PLC Deliverable Obligations are denominated in EUR,CHF,GBP,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CHF | 0.83850 |
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.11490 |
| EUR/USD | 0.69662 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 70.5 | 73.0 | Bank of America N.A. |
| Barclays Bank PLC | 70.5 | 73.0 | Barclays Bank PLC |
| BNP Paribas | 70.5 | 73.0 | BNP Paribas |
| Citigroup Global Markets Ltd. | 68.0 | 70.5 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 69.5 | 72.0 | Credit Suisse International |
| Deutsche Bank AG | 70.0 | 72.0 | Deutsche Bank AG |
| Goldman Sachs International | 71.0 | 73.5 | Goldman Sachs International |
| HSBC Bank PLC | 70.5 | 73.0 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 69.5 | 72.0 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 69.75 | 72.25 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 72.0 | 74.5 | Nomura International PLC |
| Société Générale | 69.0 | 71.5 | Société Générale |
| The Royal Bank of Scotland PLC | 70.5 | 73.0 | The Royal Bank of Scotland PLC |
| UBS AG | 70.0 | 72.5 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America N.A. | Offer | 0.0 |
| BNP Paribas | Offer | 48.0 |
| Citigroup Global Markets Ltd. | Offer | 0.0 |
| Credit Suisse International | Offer | 43.9 |
| Deutsche Bank AG | Offer | 0.0 |
| Goldman Sachs International | Offer | 0.0 |
| HSBC Bank PLC | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 11.8 |
| Société Générale | Offer | 0.0 |
| The Royal Bank of Scotland PLC | Offer | 0.0 |
| Barclays Bank PLC | Bid | 30.0 |
| JPMorgan Chase Bank N.A. | Bid | 52.0 |
| Nomura International PLC | Bid | 7.75 |
| UBS AG | Bid | 16.0 |
| Sum of Buy Physical Requests | 105.75m |
| Sum of Sell Physical Requests | 103.7m |
| Sum of Physical Request Trades | 103.7m |
| Sum of Limit Order Trades | 2.05m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| JPMorgan Chase Bank N.A. | 70.125^ | 2.05 |
| Barclays Bank PLC | 70.125^ | 2.05 |
| Credit Suisse International | 70.25 | 2.05 |
| BNP Paribas | 70.25 | 1.0 |
| BNP Paribas | 70.375 | 1.05 |
| Citigroup Global Markets Ltd.** | 71.375 | 2.0 |
| Société Générale** | 71.5 | 2.0 |
| Credit Suisse International** | 72.0 | 2.0 |
| Deutsche Bank AG** | 72.0 | 2.0 |
| JPMorgan Chase Bank N.A.** | 72.0 | 2.0 |
| Morgan Stanley & Co. International PLC** | 72.25 | 2.0 |
| UBS AG** | 72.5 | 2.0 |
| The Royal Bank of Scotland PLC** | 73.0 | 2.0 |
| HSBC Bank PLC** | 73.0 | 2.0 |
| Barclays Bank PLC** | 73.0 | 2.0 |
| BNP Paribas** | 73.0 | 2.0 |
| Bank of America N.A.** | 73.0 | 2.0 |
| Goldman Sachs International** | 73.5 | 2.0 |
| Nomura International PLC** | 74.5 | 2.0 |
| Morgan Stanley & Co. International PLC | 75.0 | 2.05 |
| Bank of America N.A. | 75.0 | 2.0 |
| Nomura International PLC | 75.0 | 2.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the Allied Irish Bks PLC CDS Auction, 30 June 2011
On 30 June 2011, 14 dealers submitted initial markets, physical settlement requests and limit orders to the Allied Irish Bks PLC auction administered by Creditex and S&P Global to settle trades across the market referencing ALLIED IRISH BANKS PUBLIC LIMITED COMPANY.
The Allied Irish Bks PLC Deliverable Obligations are denominated in EUR,CHF,GBP,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CHF | 0.83850 |
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.11490 |
| EUR/USD | 0.69662 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 7.75 | 11.75 | Bank of America N.A. |
| Barclays Bank PLC | 16.5 | 20.5 | Barclays Bank PLC |
| BNP Paribas | 10.0 | 14.0 | BNP Paribas |
| Citigroup Global Markets Ltd. | 8.0 | 12.0 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 11.0 | 15.0 | Credit Suisse International |
| Deutsche Bank AG | 11.0 | 15.0 | Deutsche Bank AG |
| Goldman Sachs International | 7.0 | 11.0 | Goldman Sachs International |
| HSBC Bank PLC | 21.5 | 25.5 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 15.0 | 19.0 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 12.5 | 16.5 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 6.5 | 10.5 | Nomura International PLC |
| Société Générale | 7.0 | 11.0 | Société Générale |
| The Royal Bank of Scotland PLC | 17.0 | 21.0 | The Royal Bank of Scotland PLC |
| UBS AG | 4.0 | 8.0 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America N.A. | Offer | 0.0 |
| Barclays Bank PLC | Offer | 0.0 |
| BNP Paribas | Offer | 0.0 |
| Citigroup Global Markets Ltd. | Offer | 0.0 |
| Credit Suisse International | Offer | 0.0 |
| Deutsche Bank AG | Offer | 0.0 |
| Goldman Sachs International | Offer | 0.0 |
| HSBC Bank PLC | Offer | 0.0 |
| JPMorgan Chase Bank N.A. | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Société Générale | Offer | 0.0 |
| UBS AG | Offer | 0.0 |
| Nomura International PLC | Bid | 5.25 |
| The Royal Bank of Scotland PLC | Bid | 17.4 |
| Sum of Buy Physical Requests | 22.65m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 22.65m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| Goldman Sachs International | 10.375^ | 22.65 |
| UBS AG** | 12.0 | 1.0 |
| Citigroup Global Markets Ltd.** | 12.0 | 1.0 |
| Bank of America N.A.** | 12.0 | 1.0 |
| Société Générale** | 12.0 | 1.0 |
| Goldman Sachs International** | 12.0 | 1.0 |
| Nomura International PLC** | 12.0 | 1.0 |
| BNP Paribas | 12.125 | 1.0 |
| BNP Paribas | 12.625 | 1.0 |
| BNP Paribas | 13.125 | 1.0 |
| BNP Paribas | 13.625 | 1.0 |
| BNP Paribas** | 14.0 | 1.0 |
| BNP Paribas | 14.125 | 1.0 |
| BNP Paribas | 14.625 | 1.0 |
| Credit Suisse International** | 15.0 | 1.0 |
| Deutsche Bank AG** | 15.0 | 1.0 |
| BNP Paribas | 15.125 | 1.0 |
| BNP Paribas | 15.25 | 1.65 |
| Morgan Stanley & Co. International PLC** | 16.5 | 1.0 |
| JPMorgan Chase Bank N.A. | 19.0 | 9.85 |
| JPMorgan Chase Bank N.A.** | 19.0 | 1.0 |
| Barclays Bank PLC** | 20.5 | 1.0 |
| The Royal Bank of Scotland PLC** | 21.0 | 1.0 |
| JPMorgan Chase Bank N.A. | 22.5 | 22.65 |
| Deutsche Bank AG | 25.0 | 8.65 |
| HSBC Bank PLC** | 25.5 | 1.0 |
| Morgan Stanley & Co. International PLC | 70.0 | 5.0 |
| Morgan Stanley & Co. International PLC | 80.0 | 5.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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