Financiere Gaillon 7 Auction Results, 28 March 2012
Final Results of the Financiere Gaillon 7 LCDS Auction, 28 March 2012
Final Price: 98
On 28 March 2012, 4 dealers submitted initial markets, physical settlement requests and limit orders to the Financiere Gaillon 7 auction administered by Creditex and S&P Global to settle trades across the market referencing Financiere Gaillon 7 S.A.S., LR.
The Financiere Gaillon 7 Deliverable Obligations are denominated in EUR.
| 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 | 88.0 | 98.0 | Credit Suisse International |
| Goldman Sachs International | 85.0 | 95.0 | Goldman Sachs International |
| JPMorgan Chase Bank N.A. | 87.0 | 97.0 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 89.0 | 99.0 | Morgan Stanley & Co. International PLC |
Initial Market Midpoint: 92.25
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Credit Suisse International | Offer | 0.0 |
| JPMorgan Chase Bank N.A. | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Goldman Sachs International | Bid | 5.0 |
Net Open Interest: 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 |
|---|---|---|
| Goldman Sachs International** | 95.0* | 1.0 |
| JPMorgan Chase Bank N.A.** | 97.0* | 1.0 |
| Morgan Stanley & Co. International PLC | 98.0^ | 5.0 |
| Credit Suisse International** | 98.0^ | 1.0 |
| Morgan Stanley & Co. International PLC** | 99.0 | 1.0 |
| Credit Suisse International | 105.0 | 1.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.