SEAT Auction Results, 17 January 2012
Final Results of the SEAT LCDS Auction, 17 January 2012
Final Price: 45
On 17 January 2012, 3 dealers submitted initial markets, physical settlement requests and limit orders to the SEAT 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 |
|---|---|---|---|
| Credit Suisse International | 57.0 | 62.0 | Credit Suisse International |
| JPMorgan Chase Bank, N.A. | 57.0 | 62.0 | JPMorgan Chase Bank, N.A. |
| Morgan Stanley & Co. International PLC | 60.0 | 65.0 | Morgan Stanley & Co. International PLC |
Initial Market Midpoint: 60.25
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 | 13.649 |
Net Open Interest: 13.649 million to sell
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 13.649m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 13.649m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Credit Suisse International | 61.25* | 2.0 |
| Morgan Stanley & Co. International PLC** | 60.0* | 2.0 |
| JPMorgan Chase Bank, N.A.** | 57.0* | 2.0 |
| Credit Suisse International** | 57.0* | 2.0 |
| Credit Suisse International | 55.0* | 2.0 |
| Credit Suisse International | 50.0* | 2.0 |
| Credit Suisse International | 45.0^ | 2.0 |
| Morgan Stanley & Co. International PLC | 40.0 | 7.649 |
| Credit Suisse International | 40.0 | 5.0 |
| JPMorgan Chase Bank, N.A. | 40.0 | 2.0 |
| Credit Suisse International | 40.0 | 2.0 |
| JPMorgan Chase Bank, N.A. | 35.0 | 2.0 |
| JPMorgan Chase Bank, N.A. | 30.0 | 2.0 |
| JPMorgan Chase Bank, N.A. | 27.0 | 6.0 |
| JPMorgan Chase Bank, N.A. | 10.0 | 1.649 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.