Georgia Gulf Auction Results, 10th June 2009
Final Results of the Georgia Gulf LCDS Auction, 10th June 2009
Final Price: 83
On 10th June 2009, 10 dealers submitted inside markets, physical settlement requests and limit orders to the Georgia Gulf auction administered by Creditex and S&P Global to settle trades across the market referencing Georgia Gulf Corporation.
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, N.A. | 81 | 84 | Bank of America, N.A. |
| Barclays Bank PLC | 79.5 | 82.5 | Barclays Bank PLC |
| Citigroup Global Markets Inc. | 79.625 | 82.625 | Citigroup Global Markets Inc. |
| Credit Suisse International | 77 | 80 | Credit Suisse International |
| Deutsche Bank AG | 81 | 84 | Deutsche Bank AG |
| Goldman Sachs Lending Partners, L.P. | 79 | 82 | Goldman Sachs Lending Partners, L.P. |
| J.P. Morgan Securities, Inc. | 79.5 | 82.5 | J.P. Morgan Securities, Inc. |
| Morgan Stanley Senior Funding, Inc. | 78.5 | 81.5 | Morgan Stanley Senior Funding, Inc. |
| The Royal Bank of Scotland PLC | 81 | 84 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 79 | 82 | UBS Securities LLC |
Inside Market Midpoint: 81.125
Adjustment Amounts
Credit Suisse International: $22,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America, N.A. | Offer | 0 |
| Citigroup Global Markets Inc. | Offer | 0 |
| Credit Suisse International | Offer | 0 |
| Deutsche Bank AG | Offer | 0 |
| Goldman Sachs Lending Partners, L.P. | Offer | 0 |
| J.P. Morgan Securities, Inc. | Offer | 0 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS Securities LLC | Offer | 0 |
| Barclays Bank PLC | Bid | 5 |
| Morgan Stanley Senior Funding, Inc. | Bid | 11 |
Net Open Interest: $16 million to buy
| Sum of Buy Physical Requests | $16.0m |
| Sum of Sell Physical Requests | $0.0m |
| Sum of Physical Request Trades | $0.0m |
| Sum of Limit Order Trades | $16.0m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| Credit Suisse International** | 81.125* | 2 |
| Morgan Stanley Senior Funding, Inc.** | 81.5* | 2 |
| Goldman Sachs Lending Partners, L.P.** | 82* | 2 |
| UBS Securities LLC** | 82* | 2 |
| Barclays Bank PLC** | 82.5* | 2 |
| J.P. Morgan Securities, Inc.** | 82.5* | 2 |
| Citigroup Global Markets Inc.** | 82.625* | 2 |
| Goldman Sachs Lending Partners, L.P. | 83^ | 3 |
| Morgan Stanley Senior Funding, Inc. | 83.125 | 2 |
| Bank of America, N.A.** | 84 | 2 |
| Deutsche Bank AG** | 84 | 2 |
| The Royal Bank of Scotland PLC** | 84 | 2 |
| Barclays Bank PLC | 85 | 2 |
| Morgan Stanley Senior Funding, Inc. | 85 | 2 |
| Bank of America, N.A. | 85 | 3 |
| Barclays Bank PLC | 87 | 2 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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