The Governor and Company of the Bank of Ireland Auction Results, 28 July 2011
The Governor and Company of the Bank of Ireland CDS SNR/SUB Bucket1
The Governor and Company of the Bank of Ireland CDS Senior Bucket2
The Governor and Company of the Bank of Ireland CDS Senior Bucket3
The Governor and Company of the Bank of Ireland CDS Senior Bucket6
The Governor and Company of the Bank of Ireland CDS Subordinated Bucket2
The Governor and Company of the Bank of Ireland CDS Subordinated Bucket3
The Governor and Company of the Bank of Ireland CDS Subordinated Bucket6
Final Results of the The Governor and Company of the Bank of Ireland CDS Auction, 28 July 2011
On 28 July 2011, 13 dealers submitted initial markets, physical settlement requests and limit orders to the The Governor and Company of the Bank of Ireland auction administered by Creditex and S&P Global to settle trades across the market referencing The Governor and Company of the Bank of Ireland.
The The Governor and Company of the Bank of Ireland Deliverable Obligations are denominated in CAD,CHF,EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CAD | 0.73164 |
| EUR/CHF | 0.85988 |
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.13135 |
| EUR/JPY | 0.00884 |
| EUR/USD | 0.69035 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 84.0 | 87.0 | Barclays Bank PLC |
| BNP Paribas | 84.0 | 87.0 | BNP Paribas |
| Citigroup Global Markets Ltd. | 83.5 | 86.5 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 85.0 | 88.0 | Credit Suisse International |
| Deutsche Bank AG | 84.0 | 86.0 | Deutsche Bank AG |
| Goldman Sachs International | 84.5 | 87.0 | Goldman Sachs International |
| JPMorgan Chase Bank N.A. | 86.0 | 89.0 | JPMorgan Chase Bank N.A. |
| Merrill Lynch | 83.0 | 86.0 | Merrill Lynch |
| Morgan Stanley & Co. International PLC | 85.0 | 88.0 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 86.0 | 89.0 | Nomura International PLC |
| Société Générale | 85.5 | 88.5 | Société Générale |
| The Royal Bank of Scotland PLC | 84.0 | 87.0 | The Royal Bank of Scotland PLC |
| UBS AG | 86.0 | 89.0 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 0.0 |
| Citigroup Global Markets Ltd. | Offer | 0.0 |
| Deutsche Bank AG | Offer | 0.0 |
| Goldman Sachs International | Offer | 0.0 |
| Merrill Lynch | 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 |
| BNP Paribas | Bid | 11.0 |
| Credit Suisse International | Bid | 10.0 |
| JPMorgan Chase Bank N.A. | Bid | 10.0 |
| Sum of Buy Physical Requests | 31.0m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 31.0m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| JPMorgan Chase Bank N.A. | 84.5* | 4.7 |
| Goldman Sachs International | 86.0* | 3.5 |
| Deutsche Bank AG** | 86.0* | 2.0 |
| Merrill Lynch** | 86.0* | 2.0 |
| Goldman Sachs International | 86.5^ | 20.0 |
| Citigroup Global Markets Ltd.** | 86.5^ | 2.0 |
| BNP Paribas** | 87.0 | 2.0 |
| Goldman Sachs International** | 87.0 | 2.0 |
| The Royal Bank of Scotland PLC** | 87.0 | 2.0 |
| Barclays Bank PLC** | 87.0 | 2.0 |
| BNP Paribas | 87.625 | 1.0 |
| Credit Suisse International | 88.0 | 8.0 |
| Credit Suisse International** | 88.0 | 2.0 |
| Morgan Stanley & Co. International PLC** | 88.0 | 2.0 |
| BNP Paribas | 88.125 | 1.0 |
| Société Générale** | 88.5 | 2.0 |
| BNP Paribas | 88.625 | 1.0 |
| Nomura International PLC** | 89.0 | 2.0 |
| JPMorgan Chase Bank N.A.** | 89.0 | 2.0 |
| UBS AG** | 89.0 | 2.0 |
| BNP Paribas | 89.125 | 5.0 |
| BNP Paribas | 89.25 | 5.0 |
| Morgan Stanley & Co. International PLC | 90.0 | 2.0 |
| JPMorgan Chase Bank N.A. | 90.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 92.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 93.0 | 1.0 |
| Deutsche Bank AG | 99.0 | 31.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the The Governor and Company of the Bank of Ireland CDS Auction, 28 July 2011
On 28 July 2011, 13 dealers submitted initial markets, physical settlement requests and limit orders to the The Governor and Company of the Bank of Ireland auction administered by Creditex and S&P Global to settle trades across the market referencing The Governor and Company of the Bank of Ireland.
The The Governor and Company of the Bank of Ireland Deliverable Obligations are denominated in CAD,CHF,EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CAD | 0.73164 |
| EUR/CHF | 0.85988 |
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.13135 |
| EUR/JPY | 0.00884 |
| EUR/USD | 0.69035 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 75.5 | 78.5 | Barclays Bank PLC |
| BNP Paribas | 77.0 | 80.0 | BNP Paribas |
| Citigroup Global Markets Ltd. | 73.0 | 76.0 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 73.0 | 76.0 | Credit Suisse International |
| Deutsche Bank AG | 75.0 | 77.0 | Deutsche Bank AG |
| Goldman Sachs International | 73.0 | 76.0 | Goldman Sachs International |
| JPMorgan Chase Bank N.A. | 74.0 | 77.0 | JPMorgan Chase Bank N.A. |
| Merrill Lynch | 73.0 | 76.0 | Merrill Lynch |
| Morgan Stanley & Co. International PLC | 73.5 | 76.5 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 76.0 | 79.0 | Nomura International PLC |
| Société Générale | 73.5 | 76.5 | Société Générale |
| The Royal Bank of Scotland PLC | 72.0 | 75.0 | The Royal Bank of Scotland PLC |
| UBS AG | 72.0 | 75.0 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 0.0 |
| Citigroup Global Markets Ltd. | Offer | 0.0 |
| Credit Suisse International | Offer | 0.0 |
| Deutsche Bank AG | Offer | 0.0 |
| JPMorgan Chase Bank N.A. | Offer | 60.0 |
| Merrill Lynch | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Société Générale | Offer | 0.0 |
| The Royal Bank of Scotland PLC | Offer | 0.0 |
| UBS AG | Offer | 1.0 |
| Barclays Bank PLC | Bid | 3.5 |
| Goldman Sachs International | Bid | 28.0 |
| Nomura International PLC | Bid | 16.7 |
| Sum of Buy Physical Requests | 48.2m |
| Sum of Sell Physical Requests | 61.0m |
| Sum of Physical Request Trades | 48.2m |
| Sum of Limit Order Trades | 12.8m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| BNP Paribas | 76.625* | 12.8 |
| Barclays Bank PLC | 75.5 | 5.0 |
| Barclays Bank PLC** | 75.5 | 2.0 |
| Nomura International PLC** | 75.125 | 2.0 |
| BNP Paribas** | 75.125 | 2.0 |
| JPMorgan Chase Bank N.A. | 75.0 | 12.8 |
| Goldman Sachs International | 75.0 | 5.0 |
| Deutsche Bank AG** | 75.0 | 2.0 |
| Credit Suisse International | 74.0 | 2.0 |
| JPMorgan Chase Bank N.A.** | 74.0 | 2.0 |
| Morgan Stanley & Co. International PLC** | 73.5 | 2.0 |
| Société Générale** | 73.5 | 2.0 |
| Goldman Sachs International | 73.0 | 5.0 |
| Credit Suisse International** | 73.0 | 2.0 |
| Goldman Sachs International** | 73.0 | 2.0 |
| Merrill Lynch** | 73.0 | 2.0 |
| Citigroup Global Markets Ltd.** | 73.0 | 2.0 |
| Goldman Sachs International | 72.0 | 2.8 |
| UBS AG** | 72.0 | 2.0 |
| The Royal Bank of Scotland PLC** | 72.0 | 2.0 |
| Deutsche Bank AG | 1.0 | 12.8 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the The Governor and Company of the Bank of Ireland CDS Auction, 28 July 2011
On 28 July 2011, 13 dealers submitted initial markets, physical settlement requests and limit orders to the The Governor and Company of the Bank of Ireland auction administered by Creditex and S&P Global to settle trades across the market referencing The Governor and Company of the Bank of Ireland.
The The Governor and Company of the Bank of Ireland Deliverable Obligations are denominated in CAD,CHF,EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CAD | 0.73164 |
| EUR/CHF | 0.85988 |
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.13135 |
| EUR/JPY | 0.00884 |
| EUR/USD | 0.69035 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 73.0 | 76.0 | Barclays Bank PLC |
| BNP Paribas | 75.0 | 78.0 | BNP Paribas |
| Citigroup Global Markets Ltd. | 72.0 | 75.0 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 70.0 | 73.0 | Credit Suisse International |
| Deutsche Bank AG | 73.0 | 75.0 | Deutsche Bank AG |
| Goldman Sachs International | 73.0 | 76.0 | Goldman Sachs International |
| JPMorgan Chase Bank N.A. | 74.0 | 77.0 | JPMorgan Chase Bank N.A. |
| Merrill Lynch | 72.0 | 75.0 | Merrill Lynch |
| Morgan Stanley & Co. International PLC | 73.0 | 76.0 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 76.0 | 79.0 | Nomura International PLC |
| Société Générale | 73.0 | 76.0 | Société Générale |
| The Royal Bank of Scotland PLC | 70.0 | 73.0 | The Royal Bank of Scotland PLC |
| UBS AG | 70.0 | 73.0 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| 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 |
| JPMorgan Chase Bank N.A. | Offer | 8.85 |
| Merrill Lynch | 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 |
| Goldman Sachs International | Bid | 10.0 |
| UBS AG | Bid | 4.0 |
| Sum of Buy Physical Requests | 14.0m |
| Sum of Sell Physical Requests | 8.85m |
| Sum of Physical Request Trades | 8.85m |
| Sum of Limit Order Trades | 5.15m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| Goldman Sachs International | 72.875* | 5.15 |
| The Royal Bank of Scotland PLC** | 74.25 | 2.0 |
| UBS AG** | 74.25 | 2.0 |
| Credit Suisse International** | 74.25 | 2.0 |
| Deutsche Bank AG** | 75.0 | 2.0 |
| Citigroup Global Markets Ltd.** | 75.0 | 2.0 |
| Merrill Lynch** | 75.0 | 2.0 |
| JPMorgan Chase Bank N.A. | 76.0 | 5.15 |
| Morgan Stanley & Co. International PLC** | 76.0 | 2.0 |
| Société Générale** | 76.0 | 2.0 |
| Goldman Sachs International** | 76.0 | 2.0 |
| Barclays Bank PLC** | 76.0 | 2.0 |
| JPMorgan Chase Bank N.A.** | 77.0 | 2.0 |
| BNP Paribas** | 78.0 | 2.0 |
| Nomura International PLC** | 79.0 | 2.0 |
| Deutsche Bank AG | 99.0 | 5.15 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the The Governor and Company of the Bank of Ireland CDS Auction, 28 July 2011
On 28 July 2011, 13 dealers submitted initial markets, physical settlement requests and limit orders to the The Governor and Company of the Bank of Ireland auction administered by Creditex and S&P Global to settle trades across the market referencing The Governor and Company of the Bank of Ireland.
The The Governor and Company of the Bank of Ireland Deliverable Obligations are denominated in CAD,CHF,EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CAD | 0.73164 |
| EUR/CHF | 0.85988 |
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.13135 |
| EUR/JPY | 0.00884 |
| EUR/USD | 0.69035 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 75.5 | 78.5 | Barclays Bank PLC |
| BNP Paribas | 74.0 | 77.0 | BNP Paribas |
| Citigroup Global Markets Ltd. | 67.0 | 70.0 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 67.0 | 70.0 | Credit Suisse International |
| Deutsche Bank AG | 69.0 | 71.0 | Deutsche Bank AG |
| Goldman Sachs International | 72.5 | 75.5 | Goldman Sachs International |
| JPMorgan Chase Bank N.A. | 73.0 | 76.0 | JPMorgan Chase Bank N.A. |
| Merrill Lynch | 69.0 | 72.0 | Merrill Lynch |
| Morgan Stanley & Co. International PLC | 73.5 | 75.5 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 76.0 | 79.0 | Nomura International PLC |
| Société Générale | 72.5 | 75.5 | Société Générale |
| The Royal Bank of Scotland PLC | 67.0 | 70.0 | The Royal Bank of Scotland PLC |
| UBS AG | 64.0 | 67.0 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| 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 |
| JPMorgan Chase Bank N.A. | Offer | 0.0 |
| Merrill Lynch | 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 |
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 0.0m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| JPMorgan Chase Bank N.A.** | 0.0 | 2.0 |
| Société Générale** | 0.0 | 2.0 |
| UBS AG** | 0.0 | 2.0 |
| Barclays Bank PLC** | 0.0 | 2.0 |
| Citigroup Global Markets Ltd.** | 0.0 | 2.0 |
| The Royal Bank of Scotland PLC** | 0.0 | 2.0 |
| Goldman Sachs International** | 0.0 | 2.0 |
| Deutsche Bank AG** | 0.0 | 2.0 |
| BNP Paribas** | 0.0 | 2.0 |
| Merrill Lynch** | 0.0 | 2.0 |
| Nomura International PLC** | 0.0 | 2.0 |
| Credit Suisse International** | 0.0 | 2.0 |
| Morgan Stanley & Co. International PLC** | 0.0 | 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 The Governor and Company of the Bank of Ireland CDS Auction, 28 July 2011
On 28 July 2011, 14 dealers submitted initial markets, physical settlement requests and limit orders to the The Governor and Company of the Bank of Ireland auction administered by Creditex and S&P Global to settle trades across the market referencing The Governor and Company of the Bank of Ireland.
The The Governor and Company of the Bank of Ireland Deliverable Obligations are denominated in CAD,CHF,EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CAD | 0.73164 |
| EUR/CHF | 0.85988 |
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.13135 |
| EUR/JPY | 0.00884 |
| EUR/USD | 0.69035 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 34.0 | 37.0 | Barclays Bank PLC |
| BNP Paribas | 32.0 | 35.0 | BNP Paribas |
| Citigroup Global Markets Ltd. | 32.0 | 35.0 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 33.0 | 36.0 | Credit Suisse International |
| Deutsche Bank AG | 37.0 | 40.0 | Deutsche Bank AG |
| Goldman Sachs International | 32.5 | 35.5 | Goldman Sachs International |
| HSBC Bank PLC | 32.0 | 35.0 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 31.0 | 34.0 | JPMorgan Chase Bank N.A. |
| Merrill Lynch | 33.5 | 36.5 | Merrill Lynch |
| Morgan Stanley & Co. International PLC | 32.5 | 35.5 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 33.0 | 36.0 | Nomura International PLC |
| Société Générale | 30.0 | 33.0 | Société Générale |
| The Royal Bank of Scotland PLC | 35.0 | 38.0 | The Royal Bank of Scotland PLC |
| UBS AG | 32.0 | 35.0 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| 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 | 3.0 |
| Merrill Lynch | 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 |
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 3.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 3.0m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Citigroup Global Markets Ltd. | 35.625^ | 3.0 |
| Merrill Lynch | 35.625^ | 3.0 |
| Deutsche Bank AG | 35.625^ | 3.0 |
| Morgan Stanley & Co. International PLC | 35.625^ | 3.0 |
| JPMorgan Chase Bank N.A. | 35.625^ | 3.0 |
| Deutsche Bank AG** | 34.125 | 1.0 |
| The Royal Bank of Scotland PLC** | 34.125 | 1.0 |
| Barclays Bank PLC** | 34.0 | 1.0 |
| Merrill Lynch** | 33.5 | 1.0 |
| Nomura International PLC** | 33.0 | 1.0 |
| Credit Suisse International** | 33.0 | 1.0 |
| Goldman Sachs International** | 32.5 | 1.0 |
| Morgan Stanley & Co. International PLC** | 32.5 | 1.0 |
| Citigroup Global Markets Ltd.** | 32.0 | 1.0 |
| HSBC Bank PLC** | 32.0 | 1.0 |
| BNP Paribas** | 32.0 | 1.0 |
| UBS AG** | 32.0 | 1.0 |
| JPMorgan Chase Bank N.A.** | 31.0 | 1.0 |
| Société Générale** | 30.0 | 1.0 |
| JPMorgan Chase Bank N.A. | 1.0 | 3.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the The Governor and Company of the Bank of Ireland CDS Auction, 28 July 2011
On 28 July 2011, 14 dealers submitted initial markets, physical settlement requests and limit orders to the The Governor and Company of the Bank of Ireland auction administered by Creditex and S&P Global to settle trades across the market referencing The Governor and Company of the Bank of Ireland.
The The Governor and Company of the Bank of Ireland Deliverable Obligations are denominated in CAD,CHF,EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CAD | 0.73164 |
| EUR/CHF | 0.85988 |
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.13135 |
| EUR/JPY | 0.00884 |
| EUR/USD | 0.69035 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 33.0 | 36.0 | Barclays Bank PLC |
| BNP Paribas | 32.0 | 35.0 | BNP Paribas |
| Citigroup Global Markets Ltd. | 29.125 | 32.125 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 35.0 | 38.0 | Credit Suisse International |
| Deutsche Bank AG | 37.0 | 40.0 | Deutsche Bank AG |
| Goldman Sachs International | 33.0 | 36.0 | Goldman Sachs International |
| HSBC Bank PLC | 34.0 | 37.0 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 31.0 | 34.0 | JPMorgan Chase Bank N.A. |
| Merrill Lynch | 33.5 | 36.5 | Merrill Lynch |
| Morgan Stanley & Co. International PLC | 32.5 | 35.5 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 35.0 | 38.0 | Nomura International PLC |
| Société Générale | 30.0 | 33.0 | Société Générale |
| The Royal Bank of Scotland PLC | 35.0 | 38.0 | The Royal Bank of Scotland PLC |
| UBS AG | 32.0 | 35.0 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| 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 |
| HSBC Bank PLC | Offer | 0.0 |
| JPMorgan Chase Bank N.A. | Offer | 0.0 |
| Merrill Lynch | 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 |
| Goldman Sachs International | Bid | 28.0 |
| Sum of Buy Physical Requests | 28.0m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 28.0m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| JPMorgan Chase Bank N.A.** | 34.5* | 1.0 |
| Citigroup Global Markets Ltd.** | 34.5* | 1.0 |
| Société Générale** | 34.5* | 1.0 |
| BNP Paribas** | 35.0* | 1.0 |
| UBS AG** | 35.0* | 1.0 |
| BNP Paribas | 35.5* | 5.0 |
| Morgan Stanley & Co. International PLC** | 35.5* | 1.0 |
| BNP Paribas | 36.0* | 5.0 |
| Barclays Bank PLC** | 36.0* | 1.0 |
| Goldman Sachs International** | 36.0* | 1.0 |
| BNP Paribas | 36.5* | 5.0 |
| Merrill Lynch** | 36.5* | 1.0 |
| HSBC Bank PLC** | 37.0* | 1.0 |
| BNP Paribas | 37.25^ | 13.0 |
| BNP Paribas | 37.5 | 5.0 |
| Nomura International PLC** | 38.0 | 1.0 |
| The Royal Bank of Scotland PLC** | 38.0 | 1.0 |
| Credit Suisse International** | 38.0 | 1.0 |
| Morgan Stanley & Co. International PLC | 40.0 | 2.0 |
| Deutsche Bank AG** | 40.0 | 1.0 |
| Merrill Lynch | 45.0 | 2.0 |
| Credit Suisse International | 45.0 | 1.0 |
| JPMorgan Chase Bank N.A. | 50.0 | 14.0 |
| Credit Suisse International | 50.0 | 2.0 |
| Credit Suisse International | 55.0 | 1.0 |
| Credit Suisse International | 59.5 | 2.0 |
| Merrill Lynch | 60.0 | 2.0 |
| Credit Suisse International | 64.5 | 1.3 |
| Merrill Lynch | 70.0 | 2.0 |
| Merrill Lynch | 75.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 92.25 | 15.0 |
| Deutsche Bank AG | 99.0 | 28.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the The Governor and Company of the Bank of Ireland CDS Auction, 28 July 2011
On 28 July 2011, 14 dealers submitted initial markets, physical settlement requests and limit orders to the The Governor and Company of the Bank of Ireland auction administered by Creditex and S&P Global to settle trades across the market referencing The Governor and Company of the Bank of Ireland.
The The Governor and Company of the Bank of Ireland Deliverable Obligations are denominated in CAD,CHF,EUR,GBP,JPY,USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CAD | 0.73164 |
| EUR/CHF | 0.85988 |
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.13135 |
| EUR/JPY | 0.00884 |
| EUR/USD | 0.69035 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 33.0 | 36.0 | Barclays Bank PLC |
| BNP Paribas | 30.5 | 33.5 | BNP Paribas |
| Citigroup Global Markets Ltd. | 29.125 | 32.125 | Citigroup Global Markets Ltd. |
| Credit Suisse International | 35.0 | 38.0 | Credit Suisse International |
| Deutsche Bank AG | 37.0 | 40.0 | Deutsche Bank AG |
| Goldman Sachs International | 32.0 | 35.0 | Goldman Sachs International |
| HSBC Bank PLC | 34.0 | 37.0 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 31.0 | 34.0 | JPMorgan Chase Bank N.A. |
| Merrill Lynch | 33.5 | 36.5 | Merrill Lynch |
| Morgan Stanley & Co. International PLC | 32.0 | 35.0 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 35.0 | 38.0 | Nomura International PLC |
| Société Générale | 30.0 | 33.0 | Société Générale |
| The Royal Bank of Scotland PLC | 35.0 | 38.0 | The Royal Bank of Scotland PLC |
| UBS AG | 32.0 | 35.0 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| 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 |
| HSBC Bank PLC | Offer | 0.0 |
| JPMorgan Chase Bank N.A. | Offer | 0.0 |
| Merrill Lynch | 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 |
| Goldman Sachs International | Bid | 3.0 |
| Sum of Buy Physical Requests | 3.0m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 3.0m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| JPMorgan Chase Bank N.A.** | 34.25^ | 1.0 |
| Citigroup Global Markets Ltd.** | 34.25^ | 1.0 |
| BNP Paribas** | 34.25^ | 1.0 |
| Société Générale** | 34.25^ | 1.0 |
| UBS AG** | 35.0 | 1.0 |
| Morgan Stanley & Co. International PLC** | 35.0 | 1.0 |
| Goldman Sachs International** | 35.0 | 1.0 |
| Barclays Bank PLC** | 36.0 | 1.0 |
| Merrill Lynch** | 36.5 | 1.0 |
| HSBC Bank PLC** | 37.0 | 1.0 |
| The Royal Bank of Scotland PLC** | 38.0 | 1.0 |
| Nomura International PLC** | 38.0 | 1.0 |
| Credit Suisse International** | 38.0 | 1.0 |
| Deutsche Bank AG** | 40.0 | 1.0 |
| JPMorgan Chase Bank N.A. | 45.0 | 3.0 |
| Deutsche Bank AG | 99.0 | 3.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
top