Dex Media East Auction Results, 24th June 2009
Final Results of the Dex Media East LCDS Auction, 24th June 2009
Final Price: 77.25
On 24th June 2009, 10 dealers submitted inside markets, physical settlement requests and limit orders to the Dex Media East auction administered by Creditex and S&P Global to settle trades across the market referencing Dex Media East LLC .
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, NA | 74.5 | 77.5 | Bank of America, NA |
| Barclays Bank PLC | 75.5 | 78.5 | Barclays Bank PLC |
| Citigroup Global Markets Inc. | 75.125 | 78.125 | Citigroup Global Markets Inc. |
| Credit Suisse International | 74.25 | 77.25 | Credit Suisse International |
| Deutsche Bank AG | 74.5 | 77.5 | Deutsche Bank AG |
| Goldman Sachs Lending Partners, L.P. | 76 | 78 | Goldman Sachs Lending Partners, L.P. |
| J.P. Morgan Securities, Inc. | 72.5 | 75.5 | J.P. Morgan Securities, Inc. |
| Morgan Stanley Senior Funding, Inc. | 75.5 | 78.5 | Morgan Stanley Senior Funding, Inc. |
| The Royal Bank of Scotland PLC | 75.5 | 78.5 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 74 | 77 | UBS Securities LLC |
Inside Market Midpoint: 76.375
Adjustment Amounts
No adjustment amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America, NA | Offer | 0 |
| Barclays Bank PLC | Offer | 5 |
| Citigroup Global Markets Inc. | Offer | 0 |
| Credit Suisse International | Offer | 0 |
| Deutsche Bank AG | Offer | 0 |
| Goldman Sachs Lending Partners, L.P. | Offer | 3 |
| J.P. Morgan Securities, Inc. | Offer | 0 |
| Morgan Stanley Senior Funding, Inc. | Offer | 9 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS Securities LLC | Offer | 0 |
Net Open Interest: $17 million to sell
| Sum of Buy Physical Requests | $0.0m |
| Sum of Sell Physical Requests | $17.0m |
| Sum of Physical Request Trades | $0.0m |
| Sum of Limit Order Trades | $17.0m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| J.P. Morgan Securities, Inc. | 77.25* | 17 |
| Goldman Sachs Lending Partners, L.P.** | 76.375 | 2 |
| Bank of America, NA | 75.875 | 2 |
| Bank of America, NA | 75.625 | 2 |
| Barclays Bank PLC** | 75.5 | 2 |
| The Royal Bank of Scotland PLC** | 75.5 | 2 |
| Morgan Stanley Senior Funding, Inc.** | 75.5 | 2 |
| Morgan Stanley Senior Funding, Inc. | 75.375 | 5 |
| Bank of America, NA | 75.375 | 2 |
| Bank of America, NA | 75.125 | 2 |
| Citigroup Global Markets Inc.** | 75.125 | 2 |
| Bank of America, NA | 74.625 | 2 |
| Bank of America, NA** | 74.5 | 2 |
| Deutsche Bank AG** | 74.5 | 2 |
| Credit Suisse International** | 74.25 | 2 |
| UBS Securities LLC** | 74 | 2 |
| Morgan Stanley Senior Funding, Inc. | 73.375 | 17 |
| The Royal Bank of Scotland PLC | 72.5 | 5 |
| J.P. Morgan Securities, Inc.** | 72.5 | 2 |
| Barclays Bank PLC | 72 | 2 |
| Barclays Bank PLC | 70 | 2 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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