Seat Pagine Gialle Auction Results, 09 December 2011
Final Results of the Seat Pagine Gialle CDS Auction, 09 December 2011
Final Price: 10
On 09 December 2011, 13 dealers submitted initial markets, physical settlement requests and limit orders to the Seat Pagine Gialle auction administered by Creditex and S&P Global to settle trades across the market referencing SEAT PAGINE GIALLE S.P.A. .
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 10.25 | 12.25 | Bank of America N.A. |
| Barclays Bank PLC | 11.5 | 13.5 | Barclays Bank PLC |
| BNP Paribas | 13.0 | 15.0 | BNP Paribas |
| Citigroup Global Markets Limited | 12.5 | 14.5 | Citigroup Global Markets Limited |
| Credit Suisse International | 11.5 | 13.5 | Credit Suisse International |
| Deutsche Bank | 11.5 | 13.5 | Deutsche Bank |
| Goldman Sachs | 12.0 | 14.0 | Goldman Sachs |
| JPMorgan Chase Bank N.A. | 12.0 | 14.0 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 11.75 | 13.75 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 12.0 | 14.0 | Nomura International PLC |
| Société Générale | 11.625 | 13.625 | Société Générale |
| The Royal Bank of Scotland PLC | 12.0 | 14.0 | The Royal Bank of Scotland PLC |
| UBS Limited | 10.875 | 12.875 | UBS Limited |
Initial Market Midpoint: 12.75
Adjustment Amounts
BNP Paribas
EUR 5,000
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 78.0 |
| BNP Paribas | Offer | 0.0 |
| Credit Suisse International | Offer | 0.0 |
| Deutsche Bank | Offer | 0.0 |
| JPMorgan Chase Bank N.A. | Offer | 0.0 |
| Société Générale | Offer | 0.0 |
| The Royal Bank of Scotland PLC | Offer | 2.0 |
| UBS Limited | Offer | 0.0 |
| Bank of America N.A. | Bid | 2.0 |
| Citigroup Global Markets Limited | Bid | 2.0 |
| Goldman Sachs | Bid | 7.0 |
| Morgan Stanley & Co. International PLC | Bid | 1.0 |
| Nomura International PLC | Bid | 1.25 |
Net Open Interest: EUR 66.75 million to sell
| Sum of Buy Physical Requests | 13.25m |
| Sum of Sell Physical Requests | 80.0m |
| Sum of Physical Request Trades | 13.25m |
| Sum of Limit Order Trades | 66.75m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Goldman Sachs | 13.75* | 15.45 |
| Citigroup Global Markets Limited | 13.75* | 2.0 |
| Nomura International PLC | 13.0* | 0.8 |
| BNP Paribas** | 12.75* | 2.0 |
| Citigroup Global Markets Limited** | 12.5* | 2.0 |
| Goldman Sachs** | 12.0* | 2.0 |
| JPMorgan Chase Bank N.A.** | 12.0* | 2.0 |
| The Royal Bank of Scotland PLC** | 12.0* | 2.0 |
| Nomura International PLC** | 12.0* | 2.0 |
| JPMorgan Chase Bank N.A. | 12.0* | 1.0 |
| Morgan Stanley & Co. International PLC** | 11.75* | 2.0 |
| Société Générale** | 11.625* | 2.0 |
| Barclays Bank PLC** | 11.5* | 2.0 |
| Credit Suisse International** | 11.5* | 2.0 |
| Deutsche Bank** | 11.5* | 2.0 |
| Barclays Bank PLC | 11.0* | 2.0 |
| Citigroup Global Markets Limited | 11.0* | 2.0 |
| JPMorgan Chase Bank N.A. | 11.0* | 1.0 |
| Nomura International PLC | 10.875* | 5.0 |
| UBS Limited** | 10.875* | 2.0 |
| Bank of America N.A.** | 10.25* | 2.0 |
| Nomura International PLC | 10.125* | 2.0 |
| Deutsche Bank | 10.0^ | 5.0 |
| JPMorgan Chase Bank N.A. | 10.0^ | 4.0 |
| Barclays Bank PLC | 10.0^ | 2.0 |
| Citigroup Global Markets Limited | 10.0^ | 2.0 |
| Nomura International PLC | 9.875 | 3.0 |
| Citigroup Global Markets Limited | 9.0 | 10.0 |
| JPMorgan Chase Bank N.A. | 9.0 | 4.0 |
| Barclays Bank PLC | 9.0 | 2.0 |
| UBS Limited | 8.5 | 10.0 |
| Barclays Bank PLC | 8.0 | 2.0 |
| Barclays Bank PLC | 7.5 | 10.0 |
| Deutsche Bank | 7.5 | 7.5 |
| Barclays Bank PLC | 7.0 | 12.0 |
| Morgan Stanley & Co. International PLC | 7.0 | 5.0 |
| Barclays Bank PLC | 6.5 | 10.0 |
| Goldman Sachs | 6.125 | 20.0 |
| Barclays Bank PLC | 6.0 | 10.0 |
| BNP Paribas | 6.0 | 5.0 |
| Credit Suisse International | 6.0 | 5.0 |
| Barclays Bank PLC | 5.5 | 10.0 |
| Goldman Sachs | 5.125 | 35.0 |
| Bank of America N.A. | 5.0 | 66.75 |
| Citigroup Global Markets Limited | 5.0 | 30.0 |
| Barclays Bank PLC | 5.0 | 10.0 |
| Goldman Sachs | 5.0 | 10.0 |
| Deutsche Bank | 5.0 | 10.0 |
| Credit Suisse International | 5.0 | 10.0 |
| Morgan Stanley & Co. International PLC | 5.0 | 5.0 |
| Goldman Sachs | 4.0 | 10.0 |
| Credit Suisse International | 4.0 | 10.0 |
| BNP Paribas | 4.0 | 5.0 |
| Morgan Stanley & Co. International PLC | 4.0 | 5.0 |
| Credit Suisse International | 3.0 | 10.0 |
| Goldman Sachs | 3.0 | 10.0 |
| Morgan Stanley & Co. International PLC | 3.0 | 5.0 |
| Deutsche Bank | 2.5 | 20.0 |
| Goldman Sachs | 2.0 | 10.0 |
| Credit Suisse International | 2.0 | 10.0 |
| BNP Paribas | 2.0 | 5.0 |
| Morgan Stanley & Co. International PLC | 2.0 | 5.0 |
| Credit Suisse International | 1.0 | 25.0 |
| Morgan Stanley & Co. International PLC | 1.0 | 15.75 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.