Eircom Auction Results, 02 May 2012
Eircom LCDS LIEN2
Eircom LCDS LIEN1
Final Results of the Eircom LCDS Auction, 02 May 2012
On 02 May 2012, 3 dealers submitted initial markets, physical settlement requests and limit orders to the Eircom auction administered by Creditex and S&P Global to settle trades across the market referencing Eircom.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Credit Suisse International | 5.5 | 10.5 | Credit Suisse International |
| JPMorgan Chase Bank, N.A. | 6.25 | 10.5 | JPMorgan Chase Bank, N.A. |
| Morgan Stanley & Co. International PLC | 5.0 | 10.0 | Morgan Stanley & Co. International PLC |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| JPMorgan Chase Bank, N.A. | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Credit Suisse International | Bid | 1.0 |
| Sum of Buy Physical Requests | 1.0m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 1.0m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| Morgan Stanley & Co. International PLC | 7.125* | 1.0 |
| Credit Suisse International | 8.5 | 1.0 |
| Morgan Stanley & Co. International PLC** | 10.0 | 1.0 |
| Credit Suisse International** | 10.5 | 1.0 |
| JPMorgan Chase Bank, N.A.** | 10.5 | 1.0 |
| Morgan Stanley & Co. International PLC | 99.0 | 1.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the Eircom LCDS Auction, 02 May 2012
On 02 May 2012, 3 dealers submitted initial markets, physical settlement requests and limit orders to the Eircom auction administered by Creditex and S&P Global to settle trades across the market referencing Eircom.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Credit Suisse International | 62.0 | 67.0 | Credit Suisse International |
| JPMorgan Chase Bank, N.A. | 62.5 | 67.5 | JPMorgan Chase Bank, N.A. |
| Morgan Stanley & Co. International PLC | 58.0 | 63.0 | Morgan Stanley & Co. International PLC |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| JPMorgan Chase Bank, N.A. | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 41.0 |
| Credit Suisse International | Bid | 2.0 |
| Sum of Buy Physical Requests | 2.0m |
| Sum of Sell Physical Requests | 41.0m |
| Sum of Physical Request Trades | 2.0m |
| Sum of Limit Order Trades | 39.0m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Credit Suisse International | 64.625* | 9.0 |
| Credit Suisse International | 64.625* | 5.0 |
| Credit Suisse International | 62.875* | 5.0 |
| JPMorgan Chase Bank, N.A.** | 62.5* | 1.0 |
| Credit Suisse International | 62.5* | 1.0 |
| Credit Suisse International | 62.25* | 5.0 |
| Credit Suisse International | 62.25* | 5.0 |
| Credit Suisse International | 62.25* | 1.0 |
| Morgan Stanley & Co. International PLC | 62.0^ | 10.0 |
| Credit Suisse International** | 62.0^ | 1.0 |
| Credit Suisse International | 61.5 | 2.0 |
| Credit Suisse International | 61.25 | 5.0 |
| Morgan Stanley & Co. International PLC | 61.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 60.5 | 2.0 |
| Credit Suisse International | 60.25 | 5.0 |
| Credit Suisse International | 60.25 | 5.0 |
| JPMorgan Chase Bank, N.A. | 60.0 | 30.0 |
| Credit Suisse International | 60.0 | 5.0 |
| Credit Suisse International | 60.0 | 5.0 |
| Morgan Stanley & Co. International PLC | 60.0 | 2.0 |
| JPMorgan Chase Bank, N.A. | 59.75 | 5.0 |
| Morgan Stanley & Co. International PLC | 59.5 | 10.0 |
| Credit Suisse International | 59.25 | 10.0 |
| Credit Suisse International | 59.25 | 10.0 |
| Credit Suisse International | 59.0 | 5.0 |
| Morgan Stanley & Co. International PLC | 59.0 | 2.0 |
| JPMorgan Chase Bank, N.A. | 58.75 | 15.0 |
| Credit Suisse International | 58.75 | 1.0 |
| Morgan Stanley & Co. International PLC | 58.5 | 19.0 |
| Credit Suisse International | 58.25 | 10.0 |
| Credit Suisse International | 58.0 | 15.0 |
| JPMorgan Chase Bank, N.A. | 58.0 | 5.0 |
| Morgan Stanley & Co. International PLC | 58.0 | 2.0 |
| Morgan Stanley & Co. International PLC** | 58.0 | 1.0 |
| Morgan Stanley & Co. International PLC | 57.0 | 2.0 |
| Credit Suisse International | 56.5 | 20.0 |
| Morgan Stanley & Co. International PLC | 56.0 | 2.0 |
| Credit Suisse International | 55.0 | 30.0 |
| Morgan Stanley & Co. International PLC | 55.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 54.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 53.0 | 2.0 |
| Credit Suisse International | 52.0 | 30.0 |
| Morgan Stanley & Co. International PLC | 52.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 51.0 | 2.0 |
| Credit Suisse International | 50.0 | 10.0 |
| Morgan Stanley & Co. International PLC | 50.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 49.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 48.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 47.0 | 2.0 |
| Morgan Stanley & Co. International PLC | 46.0 | 2.0 |
| Credit Suisse International | 45.0 | 39.0 |
| Credit Suisse International | 45.0 | 20.0 |
| Credit Suisse International | 45.0 | 15.0 |
| Morgan Stanley & Co. International PLC | 45.0 | 2.0 |
| Credit Suisse International | 45.0 | 1.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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