Kaupthing banki hf. CDS Auction Results, Thursday 6th November 2008
Kaupthing Bank
Senior
Final Price: 6.625
Kaupthing Bank
Subordinated
Final Price: 2.375
Final Results of the Kaupthing banki hf. Senior Auction, Thursday 6th November 2008
Final Price: 6.625
On Thursday 6th November 2008 , 14 dealers submitted inside markets, physical settlement requests and limit orders to the Kaupthing banki hf. auction administered by Creditex and S&P Global to settle trades across the market referencing Kaupthing banki hf. .
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, N.A. | 4.75 | 6.75 | Bank of America, N.A. |
| Barclays Bank PLC | 3.75 | 5.75 | Barclays Bank PLC |
| BNP Paribas | 5.5 | 7.5 | BNP Paribas |
| Citigroup Global Markets Limited | 4.5 | 6.5 | Citigroup Global Markets Limited |
| Credit Suisse International | 3.75 | 5.75 | Credit Suisse International |
| Deutsche Bank AG | 3.5 | 5.5 | Deutsche Bank AG |
| Dresdner Bank AG | 4.625 | 6.625 | Dresdner Bank AG |
| Goldman Sachs International | 5 | 7 | Goldman Sachs International |
| HSBC Bank plc | 5.625 | 7.625 | HSBC Bank plc |
| JPMorgan Chase Bank, N.A. | 6 | 8 | JPMorgan Chase Bank, N.A. |
| Merrill Lynch International | 5 | 7 | Merrill Lynch International |
| Morgan Stanley & Co. International | 4.25 | 6.25 | Morgan Stanley & Co. International |
| The Royal Bank of Scotland PLC | 5 | 7 | The Royal Bank of Scotland PLC |
| UBS AG | 3.75 | 5.75 | UBS AG |
Inside Market Midpoint: 5.625
Adjustment Amounts
JPMorgan Chase Bank, N.A.: €18,750
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 173 |
| Citigroup Global Markets Limited | Offer | 16 |
| Credit Suisse International | Offer | 65 |
| Deutsche Bank AG | Offer | 1,018 |
| Merrill Lynch International | Offer | 41 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS AG | Offer | 327 |
| Bank of America, N.A. | Bid | 25 |
| Barclays Bank PLC | Bid | 80 |
| Dresdner Bank AG | Bid | 5 |
| Goldman Sachs International | Bid | 20 |
| HSBC Bank plc | Bid | 5 |
| JPMorgan Chase Bank, N.A. | Bid | 531 |
| Morgan Stanley & Co. International | Bid | 0 |
Net Open Interest: €974 million to sell
| Sum of Buy Physical Requests | €666m |
| Sum of Sell Physical Requests | €1,640m |
| Sum of Physical Request Trades | €666m |
| Sum of Limit Order Trades | €974m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Goldman Sachs International | 6.625^ | 5,000 |
| The Royal Bank of Scotland PLC | 6.625^ | 40 |
| Deutsche Bank AG | 6.625^ | 200 |
| Deutsche Bank AG | 6.125 | 200 |
| JPMorgan Chase Bank, N.A.** | 5.625 | 5 |
| HSBC Bank plc** | 5.625 | 5 |
| Barclays Bank PLC | 5.625 | 5 |
| Deutsche Bank AG | 5.625 | 250 |
| BNP Paribas** | 5.5 | 5 |
| The Royal Bank of Scotland PLC | 5.5 | 20 |
| Citigroup Global Markets Limited | 5.25 | 25 |
| Goldman Sachs International** | 5 | 5 |
| The Royal Bank of Scotland PLC** | 5 | 5 |
| Merrill Lynch International** | 5 | 5 |
| Citigroup Global Markets Limited | 5 | 25 |
| Deutsche Bank AG | 5 | 50 |
| UBS AG | 5 | 5 |
| JPMorgan Chase Bank, N.A. | 5 | 30 |
| Bank of America, N.A.** | 4.75 | 5 |
| Citigroup Global Markets Limited | 4.75 | 25 |
| Dresdner Bank AG** | 4.625 | 5 |
| Credit Suisse International | 4.625 | 5 |
| Deutsche Bank AG | 4.625 | 50 |
| Citigroup Global Markets Limited** | 4.5 | 5 |
| Citigroup Global Markets Limited | 4.5 | 25 |
| Deutsche Bank AG | 4.5 | 175 |
| Morgan Stanley & Co. International** | 4.25 | 5 |
| Deutsche Bank AG | 4.25 | 40 |
| Credit Suisse International | 4.125 | 10 |
| Deutsche Bank AG | 4.125 | 100 |
| The Royal Bank of Scotland PLC | 4 | 25 |
| Barclays Bank PLC | 4 | 56 |
| UBS AG | 4 | 5 |
| Deutsche Bank AG | 4 | 150 |
| UBS AG | 4 | 10 |
| Barclays Bank PLC** | 3.75 | 5 |
| UBS AG** | 3.75 | 5 |
| Credit Suisse International** | 3.75 | 5 |
| Credit Suisse International | 3.625 | 15 |
| Deutsche Bank AG** | 3.5 | 5 |
| UBS AG | 3.5 | 20 |
| UBS AG | 3.25 | 20 |
| HSBC Bank plc | 3.125 | 5 |
| Credit Suisse International | 3.125 | 25 |
| Merrill Lynch International | 3 | 200 |
| Merrill Lynch International | 3 | 5 |
| Barclays Bank PLC | 3 | 12 |
| UBS AG | 3 | 20 |
| BNP Paribas | 3 | 20 |
| UBS AG | 3 | 5 |
| BNP Paribas | 3 | 10 |
| Morgan Stanley & Co. International | 3 | 50 |
| Merrill Lynch International | 2.875 | 10 |
| Morgan Stanley & Co. International | 2.75 | 50 |
| Merrill Lynch International | 2.75 | 10 |
| Credit Suisse International | 2.625 | 50 |
| Merrill Lynch International | 2.625 | 10 |
| UBS AG | 2.5 | 20 |
| Merrill Lynch International | 2.5 | 10 |
| Morgan Stanley & Co. International | 2.5 | 50 |
| Merrill Lynch International | 2.375 | 10 |
| Merrill Lynch International | 2.25 | 20 |
| UBS AG | 2.25 | 20 |
| Morgan Stanley & Co. International | 2.25 | 50 |
| UBS AG | 2.25 | 5 |
| Merrill Lynch International | 2.125 | 110 |
| Credit Suisse International | 2.125 | 100 |
| The Royal Bank of Scotland PLC | 2 | 150 |
| Morgan Stanley & Co. International | 2 | 50 |
| Barclays Bank PLC | 2 | 20 |
| BNP Paribas | 2 | 20 |
| Merrill Lynch International | 2 | 20 |
| HSBC Bank plc | 2 | 5 |
| Morgan Stanley & Co. International | 2 | 20 |
| Merrill Lynch International | 1.875 | 30 |
| UBS AG | 1.75 | 5 |
| Merrill Lynch International | 1.75 | 30 |
| Merrill Lynch International | 1.625 | 30 |
| Morgan Stanley & Co. International | 1.5 | 100 |
| JPMorgan Chase Bank, N.A. | 1.5 | 50 |
| Merrill Lynch International | 1.5 | 40 |
| Credit Suisse International | 1.5 | 100 |
| UBS AG | 1.5 | 5 |
| HSBC Bank plc | 1.5 | 5 |
| UBS AG | 1.5 | 50 |
| Merrill Lynch International | 1.375 | 50 |
| Merrill Lynch International | 1.25 | 60 |
| Credit Suisse International | 1.25 | 10 |
| Merrill Lynch International | 1.125 | 70 |
| BNP Paribas | 1 | 25 |
| Barclays Bank PLC | 1 | 40 |
| Merrill Lynch International | 1 | 90 |
| Morgan Stanley & Co. International | 1 | 100 |
| Credit Suisse International | 1 | 100 |
| HSBC Bank plc | 0.75 | 10 |
| Credit Suisse International | 0.625 | 10 |
| Morgan Stanley & Co. International | 0.5 | 500 |
| UBS AG | 0.5 | 100 |
| Credit Suisse International | 0.5 | 200 |
| Bank of America, N.A. | 0.25 | 25 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
Back to topFinal Results of the Kaupthing banki hf. Subordinated Auction, Thursday 6th November 2008
Final Price: 2.375
On Thursday 6th November 2008 , 14 dealers submitted inside markets, physical settlement requests and limit orders to the Kaupthing banki hf. auction administered by Creditex and S&P Global to settle trades across the market referencing Kaupthing banki hf. .
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, N.A. | 0.75 | 2.75 | Bank of America, N.A. |
| Barclays Bank PLC | 0.25 | 2.25 | Barclays Bank PLC |
| BNP Paribas | 0.5 | 2.5 | BNP Paribas |
| Citigroup Global Markets Limited | 0.5 | 2.5 | Citigroup Global Markets Limited |
| Credit Suisse International | 0 | 2 | Credit Suisse International |
| Deutsche Bank AG | 1 | 3 | Deutsche Bank AG |
| Dresdner Bank AG | 0.125 | 2.125 | Dresdner Bank AG |
| Goldman Sachs International | 0 | 1 | Goldman Sachs International |
| HSBC Bank plc | 0.25 | 2.25 | HSBC Bank plc |
| JPMorgan Chase Bank, N.A. | 1 | 3 | JPMorgan Chase Bank, N.A. |
| Merrill Lynch International | 0 | 2 | Merrill Lynch International |
| Morgan Stanley & Co. International | 0.5 | 2.5 | Morgan Stanley & Co. International |
| The Royal Bank of Scotland PLC | 0.5 | 2.5 | The Royal Bank of Scotland PLC |
| UBS AG | 0 | 2 | UBS AG |
Inside Market Midpoint: 1.375
Adjustment Amounts
No adjustment amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America, N.A. | Offer | 0 |
| Barclays Bank PLC | Offer | 0 |
| Citigroup Global Markets Limited | Offer | 0 |
| Credit Suisse International | Offer | 18 |
| Deutsche Bank AG | Offer | 0 |
| Dresdner Bank AG | Offer | 33 |
| HSBC Bank plc | Offer | 0 |
| Merrill Lynch International | Offer | 0 |
| Morgan Stanley & Co. International | Offer | 0 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS AG | Offer | 0 |
| BNP Paribas | Bid | 31 |
| Goldman Sachs International | Bid | 9 |
| JPMorgan Chase Bank, N.A. | Bid | 0 |
Net Open Interest: €11 million to sell
| Sum of Buy Physical Requests | €40m |
| Sum of Sell Physical Requests | €51m |
| Sum of Physical Request Trades | €40m |
| Sum of Limit Order Trades | €11m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Credit Suisse International | 2.375^ | 11 |
| Morgan Stanley & Co. International | 2.375^ | 5 |
| JPMorgan Chase Bank, N.A.** | 1.375 | 2 |
| Deutsche Bank AG** | 1 | 2 |
| Bank of America, N.A.** | 0.75 | 2 |
| The Royal Bank of Scotland PLC** | 0.5 | 2 |
| Citigroup Global Markets Limited** | 0.5 | 2 |
| BNP Paribas** | 0.5 | 2 |
| Morgan Stanley & Co. International** | 0.5 | 2 |
| HSBC Bank plc** | 0.25 | 2 |
| Barclays Bank PLC** | 0.25 | 2 |
| Dresdner Bank AG** | 0.125 | 2 |
| Morgan Stanley & Co. International | 0.125 | 5 |
| BNP Paribas | 0.125 | 5 |
| Credit Suisse International** | 0 | 2 |
| UBS AG** | 0 | 2 |
| Goldman Sachs International** | 0 | 2 |
| Merrill Lynch International** | 0 | 2 |
| UBS AG | 0 | 50 |
| Deutsche Bank AG | 0 | 5,000 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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