SNS Bank NV Auction Results, 04 April 2013
SNS Bank NV CDS SNR/SUB Bucket 1
SNS Bank NV CDS SNR/SUB
Final Results of the SNS Bank NV CDS Auction, 04 April 2013
On 04 April 2013, 12 dealers submitted initial markets, physical settlement requests and limit orders to the SNS Bank NV auction administered by Creditex and S&P Global to settle trades across the market referencing SNS Bank N.V..
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CHF | 0.82139 |
| EUR/EUR | 1.00000 |
| EUR/SKK | 0.03319 |
| EUR/USD | 0.77909 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 95.0 | 97.0 | Bank of America N.A. |
| Barclays Bank PLC | 95.0 | 97.0 | Barclays Bank PLC |
| BNP Paribas | 95.25 | 97.25 | BNP Paribas |
| Citigroup Global Markets LTD | 97.0 | 99.0 | Citigroup Global Markets LTD |
| Credit Suisse International | 95.0 | 97.0 | Credit Suisse International |
| Deutsche Bank AG | 91.0 | 93.0 | Deutsche Bank AG |
| Goldman Sachs International | 96.5 | 98.5 | Goldman Sachs International |
| JPMorgan Chase Bank N.A. | 94.0 | 96.0 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 95.0 | 97.0 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 95.75 | 97.75 | Nomura International PLC |
| Société Générale | 96.0 | 98.0 | Société Générale |
| UBS AG | 97.0 | 99.0 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America N.A. | Offer | 0.0 |
| Barclays Bank PLC | Offer | 0.0 |
| BNP Paribas | Offer | 8.0 |
| 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 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Nomura International PLC | Offer | 0.0 |
| Société Générale | Offer | 0.0 |
| UBS AG | Offer | 5.0 |
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 13.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 13.0m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| UBS AG** | 96.375* | 1.0 |
| Goldman Sachs International** | 96.375* | 1.0 |
| Citigroup Global Markets LTD** | 96.375* | 1.0 |
| BNP Paribas | 96.0* | 1.0 |
| Société Générale** | 96.0* | 1.0 |
| BNP Paribas | 95.875* | 1.0 |
| BNP Paribas | 95.75* | 2.0 |
| Nomura International PLC** | 95.75* | 1.0 |
| BNP Paribas | 95.625* | 2.0 |
| BNP Paribas | 95.5^ | 3.0 |
| BNP Paribas | 95.375 | 3.0 |
| BNP Paribas** | 95.25 | 1.0 |
| Barclays Bank PLC** | 95.0 | 1.0 |
| Bank of America N.A.** | 95.0 | 1.0 |
| Morgan Stanley & Co. International PLC** | 95.0 | 1.0 |
| Credit Suisse International** | 95.0 | 1.0 |
| JPMorgan Chase Bank N.A.** | 94.0 | 1.0 |
| Credit Suisse International | 92.0 | 1.0 |
| Deutsche Bank AG** | 91.0 | 1.0 |
| Bank of America N.A. | 51.0 | 12.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the SNS Bank NV CDS Auction, 04 April 2013
On 04 April 2013, 12 dealers submitted initial markets, physical settlement requests and limit orders to the SNS Bank NV auction administered by Creditex and S&P Global to settle trades across the market referencing SNS Bank N.V..
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CHF | 0.82139 |
| EUR/EUR | 1.00000 |
| EUR/SKK | 0.03319 |
| EUR/USD | 0.77909 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 86.875 | 88.875 | Bank of America N.A. |
| Barclays Bank PLC | 88.0 | 90.0 | Barclays Bank PLC |
| BNP Paribas | 88.0 | 90.0 | BNP Paribas |
| Citigroup Global Markets LTD | 90.5 | 92.5 | Citigroup Global Markets LTD |
| Credit Suisse International | 88.75 | 90.75 | Credit Suisse International |
| Deutsche Bank AG | 85.0 | 87.0 | Deutsche Bank AG |
| Goldman Sachs International | 85.5 | 87.5 | Goldman Sachs International |
| JPMorgan Chase Bank N.A. | 86.5 | 88.5 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 87.0 | 89.0 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 88.25 | 90.25 | Nomura International PLC |
| Société Générale | 88.5 | 90.5 | Société Générale |
| UBS AG | 92.0 | 94.0 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America N.A. | Offer | 0.0 |
| Barclays Bank PLC | Offer | 0.0 |
| BNP Paribas | Offer | 11.65 |
| 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 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Nomura International PLC | Offer | 0.0 |
| Société Générale | Offer | 0.0 |
| UBS AG | Offer | 0.0 |
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 11.65m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 11.65m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| UBS AG** | 88.75* | 1.0 |
| Credit Suisse International** | 88.75* | 1.0 |
| Citigroup Global Markets LTD** | 88.75* | 1.0 |
| Société Générale** | 88.5* | 1.0 |
| Nomura International PLC** | 88.25* | 1.0 |
| Barclays Bank PLC** | 88.0* | 1.0 |
| BNP Paribas** | 88.0* | 1.0 |
| Morgan Stanley & Co. International PLC** | 87.0* | 1.0 |
| Bank of America N.A.** | 86.875* | 1.0 |
| JPMorgan Chase Bank N.A.** | 86.5* | 1.0 |
| Goldman Sachs International** | 85.5^ | 1.0 |
| BNP Paribas | 85.5^ | 1.0 |
| BNP Paribas | 85.0 | 1.0 |
| Deutsche Bank AG** | 85.0 | 1.0 |
| BNP Paribas | 84.5 | 1.0 |
| Bank of America N.A. | 26.0 | 5.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
top