Anglo Irish Bank Auction Results, 09 December 2010
Anglo Irish Bank CDS Subordinated Bucket2
Final Price:
18.25
Anglo Irish Bank CDS Subordinated Bucket3
Final Price:
18
Anglo Irish Bank CDS SNR/SUB Bucket1
Final Price:
74.5
Anglo Irish Bank CDS Senior Bucket3
Final Price:
74.5
Anglo Irish Bank CDS Senior Bucket2
Final Price:
76
Final Results of the Anglo Irish Bank CDS Auction, 09 December 2010
Final Price: 18.25
On 09 December 2010, 14 dealers submitted initial markets, physical settlement requests and limit orders to the Anglo Irish Bank auction administered by Creditex and S&P Global to settle trades across the market referencing ANGLO IRISH BANK CORPORATION LIMITED.
The Anglo Irish Bank Deliverable Obligations are denominated in EUR,USD,GBP,JPY.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.18526 |
| EUR/JPY | 0.00902 |
| EUR/USD | 0.74937 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 18.5 | 21.0 | Bank of America N.A. |
| Barclays Bank PLC | 17.0 | 19.5 | Barclays Bank PLC |
| BNP Paribas | 17.5 | 20.0 | BNP Paribas |
| Citigroup Global Markets Ltd. | 17.5 | 20.0 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 17.0 | 19.0 | Credit Suisse International |
| Deutsche Bank AG | 18.0 | 20.5 | Deutsche Bank AG |
| Goldman Sachs International | 17.5 | 20.0 | Goldman Sachs International |
| HSBC Bank PLC | 14.5 | 17.0 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 16.5 | 19.0 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 17.625 | 20.125 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 16.0 | 18.5 | Nomura International PLC |
| Société Générale | 17.0 | 19.5 | Société Générale |
| The Royal Bank of Scotland PLC | 17.5 | 20.0 | The Royal Bank of Scotland PLC |
| UBS AG | 19.0 | 21.5 | UBS AG |
Initial Market Midpoint: 18.5
Adjustment Amounts
UBS AG
EUR 5,000
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America N.A. | Offer | 0.0 |
| Barclays Bank PLC | Offer | 0.0 |
| BNP Paribas | Offer | 2.25 |
| Citigroup Global Markets Ltd. | Offer | 0.0 |
| Credit Suisse International | Offer | 5.0 |
| Deutsche Bank AG | Offer | 0.0 |
| Goldman Sachs International | Offer | 5.0 |
| HSBC Bank PLC | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 5.0 |
| Nomura International PLC | Offer | 0.0 |
| Société Générale | Offer | 0.0 |
| The Royal Bank of Scotland PLC | Offer | 0.0 |
| UBS AG | Offer | 3.0 |
| JPMorgan Chase Bank N.A. | Bid | 9.0 |
Net Open Interest: EUR 11.25 million to sell
| Sum of Buy Physical Requests | 9.0m |
| Sum of Sell Physical Requests | 20.25m |
| Sum of Physical Request Trades | 9.0m |
| Sum of Limit Order Trades | 11.25m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| BNP Paribas | 19.75* | 0.5 |
| Citigroup Global Markets Ltd. | 18.75* | 1.0 |
| Citigroup Global Markets Ltd. | 18.5* | 1.0 |
| UBS AG** | 18.5* | 1.0 |
| Bank of America N.A.** | 18.5* | 1.0 |
| JPMorgan Chase Bank N.A. | 18.25^ | 9.25 |
| Citigroup Global Markets Ltd. | 18.25^ | 1.0 |
| The Royal Bank of Scotland PLC | 18.0 | 11.25 |
| Deutsche Bank AG** | 18.0 | 1.0 |
| Citigroup Global Markets Ltd. | 18.0 | 1.0 |
| Morgan Stanley & Co. International PLC | 17.875 | 5.0 |
| Citigroup Global Markets Ltd. | 17.75 | 1.0 |
| Morgan Stanley & Co. International PLC** | 17.625 | 1.0 |
| Morgan Stanley & Co. International PLC | 17.5 | 5.0 |
| Citigroup Global Markets Ltd. | 17.5 | 5.0 |
| JPMorgan Chase Bank N.A. | 17.5 | 1.0 |
| BNP Paribas** | 17.5 | 1.0 |
| Goldman Sachs International** | 17.5 | 1.0 |
| Citigroup Global Markets Ltd.** | 17.5 | 1.0 |
| The Royal Bank of Scotland PLC** | 17.5 | 1.0 |
| Société Générale** | 17.0 | 1.0 |
| Barclays Bank PLC** | 17.0 | 1.0 |
| Credit Suisse International** | 17.0 | 1.0 |
| BNP Paribas | 16.5 | 3.0 |
| JPMorgan Chase Bank N.A.** | 16.5 | 1.0 |
| Bank of America N.A. | 16.0 | 11.25 |
| BNP Paribas | 16.0 | 3.0 |
| Nomura International PLC** | 16.0 | 1.0 |
| JPMorgan Chase Bank N.A. | 15.0 | 1.0 |
| HSBC Bank PLC** | 14.5 | 1.0 |
| Goldman Sachs International | 14.125 | 5.0 |
| Citigroup Global Markets Ltd. | 10.0 | 1.0 |
| Barclays Bank PLC | 1.0 | 11.25 |
| Deutsche Bank AG | 1.0 | 11.25 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the Anglo Irish Bank CDS Auction, 09 December 2010
Final Price: 18
On 09 December 2010, 14 dealers submitted initial markets, physical settlement requests and limit orders to the Anglo Irish Bank auction administered by Creditex and S&P Global to settle trades across the market referencing ANGLO IRISH BANK CORPORATION LIMITED.
The Anglo Irish Bank Deliverable Obligations are denominated in EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.18526 |
| EUR/JPY | 0.00902 |
| EUR/USD | 0.74937 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 16.5 | 19.0 | Bank of America N.A. |
| Barclays Bank PLC | 17.0 | 19.5 | Barclays Bank PLC |
| BNP Paribas | 17.5 | 20.0 | BNP Paribas |
| Citigroup Global Markets Ltd. | 17.5 | 20.0 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 16.0 | 18.5 | Credit Suisse International |
| Deutsche Bank AG | 19.5 | 22.0 | Deutsche Bank AG |
| Goldman Sachs International | 18.0 | 20.5 | Goldman Sachs International |
| HSBC Bank PLC | 14.5 | 17.0 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 16.5 | 19.0 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 17.625 | 20.125 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 16.0 | 18.5 | Nomura International PLC |
| Société Générale | 17.0 | 19.5 | Société Générale |
| The Royal Bank of Scotland PLC | 17.0 | 19.5 | The Royal Bank of Scotland PLC |
| UBS AG | 19.0 | 21.5 | UBS AG |
Initial Market Midpoint: 18.25
Adjustment Amounts
Deutsche Bank AG
EUR 12,500
UBS AG
EUR 7,500
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 | 30.0 |
| Nomura International PLC | Offer | 0.0 |
| Société Générale | Offer | 0.0 |
| The Royal Bank of Scotland PLC | Offer | 0.0 |
| UBS AG | Offer | 0.0 |
Net Open Interest: EUR 30 million to sell
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 30.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 30.0m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| JPMorgan Chase Bank N.A. | 18.25* | 27.0 |
| Deutsche Bank AG** | 18.25* | 1.0 |
| UBS AG** | 18.25* | 1.0 |
| The Royal Bank of Scotland PLC | 18.0^ | 5.0 |
| Goldman Sachs International** | 18.0^ | 1.0 |
| JPMorgan Chase Bank N.A. | 18.0^ | 1.0 |
| Morgan Stanley & Co. International PLC | 17.875 | 5.0 |
| Morgan Stanley & Co. International PLC** | 17.625 | 1.0 |
| The Royal Bank of Scotland PLC | 17.5 | 25.0 |
| Morgan Stanley & Co. International PLC | 17.5 | 10.0 |
| Citigroup Global Markets Ltd. | 17.5 | 5.0 |
| BNP Paribas | 17.5 | 2.0 |
| BNP Paribas** | 17.5 | 1.0 |
| Citigroup Global Markets Ltd.** | 17.5 | 1.0 |
| BNP Paribas | 17.125 | 3.0 |
| The Royal Bank of Scotland PLC | 17.0 | 15.0 |
| Morgan Stanley & Co. International PLC | 17.0 | 5.0 |
| Citigroup Global Markets Ltd. | 17.0 | 5.0 |
| Morgan Stanley & Co. International PLC | 17.0 | 5.0 |
| JPMorgan Chase Bank N.A. | 17.0 | 1.0 |
| The Royal Bank of Scotland PLC** | 17.0 | 1.0 |
| Barclays Bank PLC** | 17.0 | 1.0 |
| Société Générale** | 17.0 | 1.0 |
| BNP Paribas | 16.625 | 3.0 |
| Citigroup Global Markets Ltd. | 16.5 | 5.0 |
| JPMorgan Chase Bank N.A.** | 16.5 | 1.0 |
| Bank of America N.A.** | 16.5 | 1.0 |
| BNP Paribas | 16.125 | 3.0 |
| Bank of America N.A. | 16.0 | 30.0 |
| Citigroup Global Markets Ltd. | 16.0 | 5.0 |
| Nomura International PLC** | 16.0 | 1.0 |
| Credit Suisse International** | 16.0 | 1.0 |
| BNP Paribas | 15.125 | 10.0 |
| Citigroup Global Markets Ltd. | 15.0 | 5.0 |
| Goldman Sachs International | 15.0 | 5.0 |
| JPMorgan Chase Bank N.A. | 15.0 | 1.0 |
| HSBC Bank PLC** | 14.5 | 1.0 |
| Goldman Sachs International | 13.0 | 5.0 |
| Goldman Sachs International | 11.0 | 10.0 |
| Goldman Sachs International | 10.0 | 10.0 |
| Citigroup Global Markets Ltd. | 10.0 | 5.0 |
| Deutsche Bank AG | 1.0 | 30.0 |
| Barclays Bank PLC | 1.0 | 30.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the Anglo Irish Bank CDS Auction, 09 December 2010
Final Price: 74.5
On 09 December 2010, 14 dealers submitted initial markets, physical settlement requests and limit orders to the Anglo Irish Bank auction administered by Creditex and S&P Global to settle trades across the market referencing ANGLO IRISH BANK CORPORATION LIMITED.
The Anglo Irish Bank Deliverable Obligations are denominated in EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.18526 |
| EUR/JPY | 0.00902 |
| EUR/USD | 0.74937 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 76.5 | 80.0 | Bank of America N.A. |
| Barclays Bank PLC | 75.0 | 78.5 | Barclays Bank PLC |
| BNP Paribas | 79.0 | 82.5 | BNP Paribas |
| Citigroup Global Markets Ltd. | 75.5 | 79.0 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 74.5 | 78.0 | Credit Suisse International |
| Deutsche Bank AG | 76.75 | 80.25 | Deutsche Bank AG |
| Goldman Sachs International | 78.5 | 82.0 | Goldman Sachs International |
| HSBC Bank PLC | 75.0 | 78.5 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 75.5 | 79.0 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 78.0 | 81.5 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 79.0 | 82.5 | Nomura International PLC |
| Société Générale | 75.5 | 79.0 | Société Générale |
| The Royal Bank of Scotland PLC | 78.0 | 81.5 | The Royal Bank of Scotland PLC |
| UBS AG | 77.0 | 80.5 | UBS AG |
Initial Market Midpoint: 78.25
Adjustment Amounts
BNP Paribas
EUR 15,000
Nomura International PLC
EUR 15,000
Goldman Sachs International
EUR 5,000
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America N.A. | Offer | 6.5 |
| Barclays Bank PLC | Offer | 10.2 |
| BNP Paribas | Offer | 31.5 |
| Citigroup Global Markets Ltd. | Offer | 0.0 |
| Credit Suisse International | Offer | 21.55 |
| Deutsche Bank AG | Offer | 9.8 |
| Goldman Sachs International | Offer | 12.0 |
| HSBC Bank PLC | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 9.7 |
| Nomura International PLC | Offer | 0.0 |
| Société Générale | Offer | 18.9 |
| The Royal Bank of Scotland PLC | Offer | 0.0 |
| JPMorgan Chase Bank N.A. | Bid | 12.0 |
| UBS AG | Bid | 4.1 |
Net Open Interest: EUR 104.05 million to sell
| Sum of Buy Physical Requests | 16.1m |
| Sum of Sell Physical Requests | 120.15m |
| Sum of Physical Request Trades | 16.1m |
| Sum of Limit Order Trades | 104.05m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Credit Suisse International | 80.0* | 5.0 |
| BNP Paribas** | 78.25* | 2.0 |
| Goldman Sachs International** | 78.25* | 2.0 |
| Nomura International PLC** | 78.25* | 2.0 |
| The Royal Bank of Scotland PLC** | 78.0* | 2.0 |
| Morgan Stanley & Co. International PLC** | 78.0* | 2.0 |
| The Royal Bank of Scotland PLC | 77.0* | 5.0 |
| UBS AG** | 77.0* | 2.0 |
| Deutsche Bank AG** | 76.75* | 2.0 |
| Bank of America N.A.** | 76.5* | 2.0 |
| The Royal Bank of Scotland PLC | 76.0* | 5.0 |
| JPMorgan Chase Bank N.A. | 75.5* | 5.0 |
| Société Générale** | 75.5* | 2.0 |
| Citigroup Global Markets Ltd.** | 75.5* | 2.0 |
| JPMorgan Chase Bank N.A.** | 75.5* | 2.0 |
| UBS AG | 75.0* | 30.0 |
| Barclays Bank PLC** | 75.0* | 2.0 |
| HSBC Bank PLC** | 75.0* | 2.0 |
| BNP Paribas | 74.5^ | 24.0 |
| JPMorgan Chase Bank N.A. | 74.5^ | 5.0 |
| Credit Suisse International** | 74.5^ | 2.0 |
| Credit Suisse International | 74.125 | 5.0 |
| The Royal Bank of Scotland PLC | 74.0 | 25.0 |
| Barclays Bank PLC | 74.0 | 10.0 |
| JPMorgan Chase Bank N.A. | 73.5 | 10.0 |
| Barclays Bank PLC | 72.5 | 3.5 |
| BNP Paribas | 72.5 | 3.0 |
| Goldman Sachs International | 72.0 | 10.0 |
| BNP Paribas | 72.0 | 3.0 |
| BNP Paribas | 71.5 | 3.0 |
| Goldman Sachs International | 71.0 | 10.0 |
| BNP Paribas | 71.0 | 3.0 |
| Bank of America N.A. | 70.5 | 4.0 |
| BNP Paribas | 70.5 | 3.0 |
| JPMorgan Chase Bank N.A. | 70.25 | 12.5 |
| Citigroup Global Markets Ltd. | 70.25 | 2.0 |
| Credit Suisse International | 70.125 | 5.0 |
| The Royal Bank of Scotland PLC | 70.0 | 50.0 |
| Barclays Bank PLC | 70.0 | 45.0 |
| BNP Paribas | 70.0 | 3.0 |
| Citigroup Global Markets Ltd. | 70.0 | 1.0 |
| Barclays Bank PLC | 69.875 | 20.0 |
| Barclays Bank PLC | 69.0 | 5.0 |
| Barclays Bank PLC | 68.125 | 7.5 |
| Credit Suisse International | 68.125 | 5.0 |
| Barclays Bank PLC | 68.0 | 5.0 |
| Morgan Stanley & Co. International PLC | 68.0 | 5.0 |
| JPMorgan Chase Bank N.A. | 67.5 | 15.0 |
| Credit Suisse International | 67.125 | 3.0 |
| Goldman Sachs International | 67.0 | 10.0 |
| Citigroup Global Markets Ltd. | 67.0 | 10.0 |
| Deutsche Bank AG | 67.0 | 5.0 |
| Barclays Bank PLC | 67.0 | 5.0 |
| Credit Suisse International | 66.125 | 3.0 |
| Barclays Bank PLC | 66.0 | 25.0 |
| Citigroup Global Markets Ltd. | 66.0 | 2.0 |
| Barclays Bank PLC | 65.625 | 7.5 |
| Citigroup Global Markets Ltd. | 65.625 | 7.5 |
| Bank of America N.A. | 65.5 | 5.5 |
| Credit Suisse International | 65.125 | 4.0 |
| Morgan Stanley & Co. International PLC | 65.0 | 40.0 |
| Morgan Stanley & Co. International PLC | 65.0 | 40.0 |
| Barclays Bank PLC | 65.0 | 18.0 |
| Deutsche Bank AG | 65.0 | 15.0 |
| Goldman Sachs International | 65.0 | 10.0 |
| Citigroup Global Markets Ltd. | 65.0 | 10.0 |
| Citigroup Global Markets Ltd. | 65.0 | 2.0 |
| UBS AG | 65.0 | 2.0 |
| Barclays Bank PLC | 64.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 63.25 | 10.0 |
| Credit Suisse International | 63.125 | 3.0 |
| Citigroup Global Markets Ltd. | 63.0 | 2.0 |
| Bank of America N.A. | 62.625 | 30.0 |
| Citigroup Global Markets Ltd. | 62.5 | 2.0 |
| Barclays Bank PLC | 62.0 | 20.0 |
| Citigroup Global Markets Ltd. | 62.0 | 10.0 |
| Morgan Stanley & Co. International PLC | 62.0 | 5.0 |
| Deutsche Bank AG | 62.0 | 5.0 |
| Credit Suisse International | 61.5 | 3.0 |
| Citigroup Global Markets Ltd. | 61.25 | 3.0 |
| Barclays Bank PLC | 61.0 | 25.0 |
| Citigroup Global Markets Ltd. | 60.25 | 1.0 |
| Credit Suisse International | 60.125 | 4.0 |
| Morgan Stanley & Co. International PLC | 60.0 | 50.0 |
| Deutsche Bank AG | 60.0 | 15.0 |
| Barclays Bank PLC | 60.0 | 10.0 |
| Citigroup Global Markets Ltd. | 60.0 | 2.0 |
| Deutsche Bank AG | 59.0 | 10.0 |
| Morgan Stanley & Co. International PLC | 58.5 | 5.0 |
| Credit Suisse International | 55.125 | 20.0 |
| JPMorgan Chase Bank N.A. | 55.0 | 56.0 |
| UBS AG | 55.0 | 2.0 |
| Credit Suisse International | 50.125 | 25.0 |
| Deutsche Bank AG | 1.0 | 104.05 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the Anglo Irish Bank CDS Auction, 09 December 2010
Final Price: 74.5
On 09 December 2010, 14 dealers submitted initial markets, physical settlement requests and limit orders to the Anglo Irish Bank auction administered by Creditex and S&P Global to settle trades across the market referencing ANGLO IRISH BANK CORPORATION LIMITED.
The Anglo Irish Bank Deliverable Obligations are denominated in EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.18526 |
| EUR/JPY | 0.00902 |
| EUR/USD | 0.74937 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 73.0 | 76.5 | Bank of America N.A. |
| Barclays Bank PLC | 74.0 | 77.5 | Barclays Bank PLC |
| BNP Paribas | 74.0 | 77.5 | BNP Paribas |
| Citigroup Global Markets Ltd. | 72.0 | 75.5 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 75.5 | 79.0 | Credit Suisse International |
| Deutsche Bank AG | 76.5 | 80.0 | Deutsche Bank AG |
| Goldman Sachs International | 73.5 | 77.0 | Goldman Sachs International |
| HSBC Bank PLC | 74.0 | 77.5 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 73.0 | 76.5 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 76.875 | 80.375 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 78.0 | 81.5 | Nomura International PLC |
| Société Générale | 71.5 | 75.0 | Société Générale |
| The Royal Bank of Scotland PLC | 78.0 | 81.5 | The Royal Bank of Scotland PLC |
| UBS AG | 77.0 | 80.5 | UBS AG |
Initial Market Midpoint: 76.25
Adjustment Amounts
Société Générale
EUR 25,000
Citigroup Global Markets Ltd.
EUR 15,000
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America N.A. | Offer | 0.0 |
| Barclays Bank PLC | Offer | 3.0 |
| BNP Paribas | Offer | 2.0 |
| Citigroup Global Markets Ltd. | Offer | 0.0 |
| Deutsche Bank AG | Offer | 0.0 |
| HSBC Bank PLC | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Nomura International PLC | Offer | 0.0 |
| Société Générale | Offer | 0.0 |
| The Royal Bank of Scotland PLC | Offer | 0.0 |
| UBS AG | Offer | 0.0 |
| Credit Suisse International | Bid | 11.05 |
| Goldman Sachs International | Bid | 6.5 |
| JPMorgan Chase Bank N.A. | Bid | 10.0 |
Net Open Interest: EUR 22.55 million to buy
| Sum of Buy Physical Requests | 27.55m |
| Sum of Sell Physical Requests | 5.0m |
| Sum of Physical Request Trades | 5.0m |
| Sum of Limit Order Trades | 22.55m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| BNP Paribas | 74.5^ | 22.55 |
| UBS AG | 74.5^ | 22.55 |
| Citigroup Global Markets Ltd. | 74.5^ | 20.0 |
| Barclays Bank PLC | 75.0 | 1.0 |
| Société Générale** | 76.25 | 2.0 |
| Citigroup Global Markets Ltd.** | 76.25 | 2.0 |
| Goldman Sachs International | 76.375 | 10.0 |
| Bank of America N.A.** | 76.5 | 2.0 |
| JPMorgan Chase Bank N.A.** | 76.5 | 2.0 |
| Goldman Sachs International** | 77.0 | 2.0 |
| JPMorgan Chase Bank N.A. | 77.5 | 22.5 |
| HSBC Bank PLC** | 77.5 | 2.0 |
| Barclays Bank PLC** | 77.5 | 2.0 |
| BNP Paribas** | 77.5 | 2.0 |
| Société Générale | 78.25 | 1.0 |
| Société Générale | 78.75 | 1.0 |
| Credit Suisse International** | 79.0 | 2.0 |
| Société Générale | 79.0 | 1.0 |
| The Royal Bank of Scotland PLC | 79.5 | 10.0 |
| Goldman Sachs International | 80.0 | 10.0 |
| The Royal Bank of Scotland PLC | 80.0 | 5.0 |
| Deutsche Bank AG** | 80.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 80.0 | 1.0 |
| Morgan Stanley & Co. International PLC** | 80.375 | 2.0 |
| The Royal Bank of Scotland PLC | 80.5 | 10.0 |
| UBS AG** | 80.5 | 2.0 |
| Morgan Stanley & Co. International PLC | 81.0 | 2.0 |
| Nomura International PLC** | 81.5 | 2.0 |
| The Royal Bank of Scotland PLC** | 81.5 | 2.0 |
| Morgan Stanley & Co. International PLC | 82.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 83.0 | 1.0 |
| Barclays Bank PLC | 85.0 | 3.0 |
| Morgan Stanley & Co. International PLC | 88.0 | 2.0 |
| Bank of America N.A. | 95.0 | 22.55 |
| Deutsche Bank AG | 100.0 | 22.55 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the Anglo Irish Bank CDS Auction, 09 December 2010
Final Price: 76
On 09 December 2010, 14 dealers submitted initial markets, physical settlement requests and limit orders to the Anglo Irish Bank auction administered by Creditex and S&P Global to settle trades across the market referencing ANGLO IRISH BANK CORPORATION LIMITED.
The Anglo Irish Bank Deliverable Obligations are denominated in EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.18526 |
| EUR/JPY | 0.00902 |
| EUR/USD | 0.74937 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 76.0 | 79.5 | Bank of America N.A. |
| Barclays Bank PLC | 74.5 | 78.0 | Barclays Bank PLC |
| BNP Paribas | 75.0 | 78.5 | BNP Paribas |
| Citigroup Global Markets Ltd. | 73.5 | 77.0 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 75.5 | 79.0 | Credit Suisse International |
| Deutsche Bank AG | 76.75 | 80.25 | Deutsche Bank AG |
| Goldman Sachs International | 73.5 | 77.0 | Goldman Sachs International |
| HSBC Bank PLC | 74.5 | 78.0 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 74.0 | 77.5 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 76.875 | 80.375 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 79.0 | 82.5 | Nomura International PLC |
| Société Générale | 71.5 | 75.0 | Société Générale |
| The Royal Bank of Scotland PLC | 78.0 | 81.5 | The Royal Bank of Scotland PLC |
| UBS AG | 77.0 | 80.5 | UBS AG |
Initial Market Midpoint: 77.125
Adjustment Amounts
Nomura International PLC
EUR 37,500
The Royal Bank of Scotland PLC
EUR 17,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America N.A. | Offer | 15.5 |
| Barclays Bank PLC | Offer | 11.0 |
| BNP Paribas | Offer | 5.0 |
| Citigroup Global Markets Ltd. | Offer | 10.0 |
| 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 |
| Nomura International PLC | Offer | 0.0 |
| Société Générale | Offer | 0.0 |
| The Royal Bank of Scotland PLC | Offer | 0.0 |
| Credit Suisse International | Bid | 2.5 |
| UBS AG | Bid | 15.5 |
Net Open Interest: EUR 23.5 million to sell
| Sum of Buy Physical Requests | 18.0m |
| Sum of Sell Physical Requests | 41.5m |
| Sum of Physical Request Trades | 18.0m |
| Sum of Limit Order Trades | 23.5m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Credit Suisse International | 78.875* | 2.5 |
| Nomura International PLC** | 77.125* | 2.0 |
| The Royal Bank of Scotland PLC** | 77.125* | 2.0 |
| The Royal Bank of Scotland PLC | 77.0* | 5.0 |
| UBS AG** | 77.0* | 2.0 |
| Morgan Stanley & Co. International PLC** | 76.875* | 2.0 |
| Deutsche Bank AG** | 76.75* | 2.0 |
| The Royal Bank of Scotland PLC | 76.0^ | 5.0 |
| Bank of America N.A.** | 76.0^ | 2.0 |
| Credit Suisse International** | 75.5 | 2.0 |
| BNP Paribas** | 75.0 | 2.0 |
| Barclays Bank PLC** | 74.5 | 2.0 |
| HSBC Bank PLC** | 74.5 | 2.0 |
| The Royal Bank of Scotland PLC | 74.0 | 10.0 |
| JPMorgan Chase Bank N.A.** | 74.0 | 2.0 |
| Goldman Sachs International** | 73.5 | 2.0 |
| Citigroup Global Markets Ltd.** | 73.5 | 2.0 |
| Credit Suisse International | 73.125 | 2.5 |
| Barclays Bank PLC | 72.0 | 1.0 |
| Barclays Bank PLC | 72.0 | 1.0 |
| Société Générale** | 71.5 | 2.0 |
| Bank of America N.A. | 70.5 | 3.0 |
| Credit Suisse International | 70.125 | 2.5 |
| The Royal Bank of Scotland PLC | 70.0 | 5.0 |
| Bank of America N.A. | 68.5 | 6.5 |
| Credit Suisse International | 65.125 | 2.5 |
| JPMorgan Chase Bank N.A. | 65.0 | 23.5 |
| Barclays Bank PLC | 65.0 | 5.0 |
| Citigroup Global Markets Ltd. | 60.25 | 2.0 |
| Goldman Sachs International | 60.0 | 10.0 |
| Barclays Bank PLC | 55.0 | 5.0 |
| Barclays Bank PLC | 45.0 | 5.0 |
| Morgan Stanley & Co. International PLC | 40.0 | 20.0 |
| Bank of America N.A. | 40.0 | 10.0 |
| Morgan Stanley & Co. International PLC | 40.0 | 7.0 |
| Morgan Stanley & Co. International PLC | 32.0 | 15.0 |
| Morgan Stanley & Co. International PLC | 25.0 | 20.0 |
| Deutsche Bank AG | 1.0 | 23.5 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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