Boston Generating, LLC Auction Results, 21 September 2010
Final Results of the Boston Generating, LLC LCDS Auction, 21 September 2010
Final Price: 96.75
On 21 September 2010, 9 dealers submitted initial markets, physical settlement requests and limit orders to the Boston Generating, LLC auction administered by Creditex and S&P Global to settle trades across the market referencing Boston Generating, LLC.
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, NA | 94.5 | 96.5 | Bank of America, NA |
| Barclays Bank PLC | 95.25 | 98.25 | Barclays Bank PLC |
| Citigroup Global Markets Inc. | 93.0 | 96.0 | Citigroup Global Markets Inc. |
| Credit Suisse International | 94.75 | 96.75 | Credit Suisse International |
| Deutsche Bank AG | 95.5 | 98.5 | Deutsche Bank AG |
| Goldman Sachs Lending Partners, L.P. | 95.5 | 98.5 | Goldman Sachs Lending Partners, L.P. |
| Morgan Stanley Senior Funding, Inc. | 94.5 | 97.5 | Morgan Stanley Senior Funding, Inc. |
| The Royal Bank of Scotland PLC | 94.0 | 97.0 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 94.25 | 97.25 | UBS Securities LLC |
Initial Market Midpoint: 95.875
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 0.0 |
| Citigroup Global Markets Inc. | Offer | 0.0 |
| Credit Suisse International | Offer | 0.0 |
| Deutsche Bank AG | Offer | 0.0 |
| Goldman Sachs Lending Partners, L.P. | Offer | 0.0 |
| Morgan Stanley Senior Funding, Inc. | Offer | 0.0 |
| The Royal Bank of Scotland PLC | Offer | 0.0 |
| UBS Securities LLC | Offer | 0.0 |
| Bank of America, NA | Bid | 5.0 |
Net Open Interest: USD 5 million to buy
| Sum of Buy Physical Requests | 5.0m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 5.0m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| Citigroup Global Markets Inc.** | 96.0* | 2.0 |
| Bank of America, NA** | 96.5* | 2.0 |
| Credit Suisse International** | 96.75^ | 2.0 |
| Morgan Stanley Senior Funding, Inc. | 96.75^ | 2.0 |
| Morgan Stanley Senior Funding, Inc. | 96.875 | 2.0 |
| The Royal Bank of Scotland PLC** | 97.0 | 2.0 |
| UBS Securities LLC** | 97.25 | 2.0 |
| Morgan Stanley Senior Funding, Inc.** | 97.5 | 2.0 |
| Barclays Bank PLC** | 98.25 | 2.0 |
| Goldman Sachs Lending Partners, L.P.** | 98.5 | 2.0 |
| Deutsche Bank AG** | 98.5 | 2.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.