Bca Monte dei Paschi di Siena S p A Auction Results, 01 November 2017
Auction(s) in respect of Updated 2003 Transactions (Senior and Subordinated Transactions).
Bca Monte dei Paschi di Siena S p A CDS 2003 Bucket 2
Bca Monte dei Paschi di Siena S p A CDS 2003 Bucket 1
Final Results of the Bca Monte dei Paschi di Siena S p A CDS Auction, 01 November 2017
On 01 November 2017, 10 dealers submitted initial markets, physical settlement requests and limit orders to the Bca Monte dei Paschi di Siena S p A auction administered by Creditex and S&P Global to settle trades across the market referencing BANCA MONTE DEI PASCHI DI SIENA S.P.A..
Relevant Currency |
---|
EUR |
Auction Currency Rates | |
---|---|
EUR/EUR | 1.00000 |
USD/EUR | 0.86003 |
The inputs and results are detailed below.
Dealer Initial Markets
Dealer | Bid | Offer | Dealer |
---|---|---|---|
Barclays Bank PLC | 103.5 | 105.5 | Barclays Bank PLC |
BNP Paribas | 99.0 | 101.0 | BNP Paribas |
Citigroup Global Markets Limited | 99.0 | 101.0 | Citigroup Global Markets Limited |
Credit Suisse International | 98.75 | 100.75 | Credit Suisse International |
Deutsche Bank Aktiengesellschaft | 100.0 | 102.0 | Deutsche Bank Aktiengesellschaft |
Goldman Sachs International | 99.625 | 101.625 | Goldman Sachs International |
J.P. Morgan Securities PLC | 99.75 | 101.75 | J.P. Morgan Securities PLC |
Merrill Lynch International | 99.375 | 101.375 | Merrill Lynch International |
Morgan Stanley & Co. International PLC | 103.0 | 105.0 | Morgan Stanley & Co. International PLC |
Societe Generale | 101.0 | 103.0 | Societe Generale |
Adjustment Amounts
Physical Settlement Requests
Dealer | Bid/Offer | Size |
---|---|---|
Barclays Bank PLC | Offer | 0.0 |
BNP Paribas | Offer | 0.0 |
Citigroup Global Markets Limited | Offer | 0.0 |
Credit Suisse International | Offer | 0.0 |
Deutsche Bank Aktiengesellschaft | Offer | 0.0 |
Goldman Sachs International | Offer | 0.0 |
J.P. Morgan Securities PLC | Offer | 5.5 |
Merrill Lynch International | Offer | 0.0 |
Morgan Stanley & Co. International PLC | Offer | 0.0 |
Societe Generale | Offer | 0.0 |
Sum of Buy Physical Requests | 0.0m |
Sum of Sell Physical Requests | 5.5m |
Sum of Physical Request Trades | 0.0m |
Sum of Limit Order Trades | 5.5m |
Limit Orders
Dealer | Bid | Size |
---|---|---|
Societe Generale** | 100.75* | 1.0 |
Morgan Stanley & Co. International PLC** | 100.75* | 1.0 |
Barclays Bank PLC** | 100.75* | 1.0 |
Deutsche Bank Aktiengesellschaft** | 100.0* | 1.0 |
Societe Generale | 99.875^ | 1.5 |
Societe Generale | 99.875^ | 0.5 |
J.P. Morgan Securities PLC | 99.75 | 5.5 |
J.P. Morgan Securities PLC** | 99.75 | 1.0 |
Goldman Sachs International | 99.75 | 1.0 |
Societe Generale | 99.75 | 0.5 |
Goldman Sachs International** | 99.625 | 1.0 |
Societe Generale | 99.5 | 0.5 |
Merrill Lynch International** | 99.375 | 1.0 |
Societe Generale | 99.25 | 1.0 |
J.P. Morgan Securities PLC | 99.125 | 3.0 |
Citigroup Global Markets Limited** | 99.0 | 1.0 |
Societe Generale | 99.0 | 1.0 |
BNP Paribas** | 99.0 | 1.0 |
Societe Generale | 98.75 | 1.0 |
Credit Suisse International** | 98.75 | 1.0 |
Societe Generale | 98.5 | 1.0 |
Societe Generale | 98.25 | 0.5 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the Bca Monte dei Paschi di Siena S p A CDS Auction, 01 November 2017
On 01 November 2017, 10 dealers submitted initial markets, physical settlement requests and limit orders to the Bca Monte dei Paschi di Siena S p A auction administered by Creditex and S&P Global to settle trades across the market referencing BANCA MONTE DEI PASCHI DI SIENA S.P.A..
Relevant Currency |
---|
EUR |
Auction Currency Rates | |
---|---|
EUR/EUR | 1.00000 |
USD/EUR | 0.86003 |
The inputs and results are detailed below.
Dealer Initial Markets
Dealer | Bid | Offer | Dealer |
---|---|---|---|
Barclays Bank PLC | 103.5 | 105.5 | Barclays Bank PLC |
BNP Paribas | 99.0 | 101.0 | BNP Paribas |
Citigroup Global Markets Limited | 99.0 | 101.0 | Citigroup Global Markets Limited |
Credit Suisse International | 98.75 | 100.75 | Credit Suisse International |
Deutsche Bank Aktiengesellschaft | 100.0 | 102.0 | Deutsche Bank Aktiengesellschaft |
Goldman Sachs International | 99.625 | 101.625 | Goldman Sachs International |
J.P. Morgan Securities PLC | 100.0 | 102.0 | J.P. Morgan Securities PLC |
Merrill Lynch International | 99.375 | 101.375 | Merrill Lynch International |
Morgan Stanley & Co. International PLC | 103.0 | 105.0 | Morgan Stanley & Co. International PLC |
Societe Generale | 101.0 | 103.0 | Societe Generale |
Adjustment Amounts
Physical Settlement Requests
Dealer | Bid/Offer | Size |
---|---|---|
Barclays Bank PLC | Offer | 0.0 |
BNP Paribas | Offer | 0.0 |
Citigroup Global Markets Limited | Offer | 0.0 |
Credit Suisse International | Offer | 0.0 |
Deutsche Bank Aktiengesellschaft | Offer | 0.0 |
Goldman Sachs International | Offer | 0.0 |
Merrill Lynch International | Offer | 0.0 |
Morgan Stanley & Co. International PLC | Offer | 0.0 |
Societe Generale | Offer | 0.0 |
J.P. Morgan Securities PLC | Bid | 55.05 |
Sum of Buy Physical Requests | 55.05m |
Sum of Sell Physical Requests | 0.0m |
Sum of Physical Request Trades | 0.0m |
Sum of Limit Order Trades | 55.05m |
Limit Orders
Dealer | Offer | Size |
---|---|---|
J.P. Morgan Securities PLC | 100.0* | 55.05 |
Credit Suisse International** | 100.75 | 1.0 |
BNP Paribas** | 101.0 | 1.0 |
Citigroup Global Markets Limited** | 101.0 | 1.0 |
Merrill Lynch International** | 101.375 | 1.0 |
Goldman Sachs International** | 101.625 | 1.0 |
BNP Paribas | 102.0 | 1.0 |
Deutsche Bank Aktiengesellschaft** | 102.0 | 1.0 |
J.P. Morgan Securities PLC** | 102.0 | 1.0 |
Societe Generale** | 103.0 | 1.0 |
BNP Paribas | 104.5 | 5.0 |
BNP Paribas | 105.0 | 5.0 |
Morgan Stanley & Co. International PLC** | 105.0 | 1.0 |
BNP Paribas | 105.5 | 5.0 |
Barclays Bank PLC** | 105.5 | 1.0 |
BNP Paribas | 106.0 | 5.0 |
Goldman Sachs International | 106.0 | 3.0 |
BNP Paribas | 106.5 | 5.0 |
Barclays Bank PLC | 107.5 | 5.0 |
Barclays Bank PLC | 108.0 | 5.0 |
Barclays Bank PLC | 110.0 | 10.0 |
Goldman Sachs International | 110.0 | 3.0 |
Barclays Bank PLC | 112.0 | 10.0 |
Barclays Bank PLC | 115.0 | 10.0 |
Barclays Bank PLC | 130.0 | 14.05 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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