NJSC Naftogaz of Ukraine Auction Results, 16th December 2009
Final Results of the NJSC Naftogaz of Ukraine CDS Auction, 16th December 2009
Final Price: 83.5
On 16th December 2009, 13 dealers submitted inside markets, physical settlement requests and limit orders to the NJSC Naftogaz of Ukraine auction administered by Creditex and S&P Global to settle trades across the market referencing National Joint Stock Company "Naftogaz of Ukraine".
The NJSC Naftogaz of Ukraine Deliverable Obligations are denominated in USD.
| Relevant Currency |
|---|
| USD |
| Auction Currency Rates | |
|---|---|
| USD/USD | 1.00000 |
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 83.5 | 85.5 | Barclays Bank PLC |
| BNP Paribas | 82.5 | 84.5 | BNP Paribas |
| Citigroup Global Markets LTD | 82 | 84 | Citigroup Global Markets LTD |
| Credit Suisse AG | 83.375 | 85.375 | Credit Suisse AG |
| Deutsche Bank AG | 83.25 | 85.25 | Deutsche Bank AG |
| Goldman Sachs International | 83.5 | 85.5 | Goldman Sachs International |
| HSBC Bank PLC | 83.5 | 85.5 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 84.25 | 86.25 | JPMorgan Chase Bank N.A. |
| Merrill Lynch International | 83.75 | 85.75 | Merrill Lynch International |
| Morgan Stanley & Co. International PLC | 83.25 | 85.25 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 81 | 83 | Nomura International PLC |
| The Royal Bank of Scotland PLC | 83 | 85 | The Royal Bank of Scotland PLC |
| UBS AG | 82.75 | 84.75 | UBS AG |
Inside Market Midpoint: 84.125
Adjustment Amounts
JPMorgan Chase Bank N.A.: $2,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 0 |
| Barclays Bank PLC | Offer | 0 |
| Credit Suisse AG | Offer | 116.3 |
| Deutsche Bank AG | Offer | 213.545 |
| Nomura International PLC | Offer | 0 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS AG | Offer | 0 |
| Citigroup Global Markets LTD | Bid | 4.4 |
| Goldman Sachs International | Bid | 40 |
| HSBC Bank PLC | Bid | 25 |
| JPMorgan Chase Bank N.A. | Bid | 90.8 |
| Merrill Lynch International | Bid | 24 |
| Morgan Stanley & Co. International PLC | Bid | 10 |
Net Open Interest: $135.645 million to sell
| Sum of Buy Physical Requests | $194.200m |
| Sum of Sell Physical Requests | $329.845m |
| Sum of Physical Request Trades | $194.200m |
| Sum of Limit Order Trades | $135.645m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| JPMorgan Chase Bank N.A. | 85.125* | 57 |
| Deutsche Bank AG | 85.125* | 5 |
| JPMorgan Chase Bank N.A. | 84.125* | 10 |
| Deutsche Bank AG | 84.125* | 5 |
| JPMorgan Chase Bank N.A.** | 84.125* | 2 |
| Credit Suisse AG | 83.875* | 13.3 |
| Merrill Lynch International | 83.875* | 3.5 |
| Merrill Lynch International** | 83.75* | 2 |
| Barclays Bank PLC | 83.75* | 2 |
| Merrill Lynch International | 83.75* | 1 |
| Deutsche Bank AG | 83.625* | 20 |
| Credit Suisse AG | 83.625* | 5 |
| Barclays Bank PLC | 83.625* | 1.5 |
| JPMorgan Chase Bank N.A. | 83.5^ | 10 |
| Deutsche Bank AG | 83.5^ | 5 |
| Goldman Sachs International** | 83.5^ | 2 |
| HSBC Bank PLC** | 83.5^ | 2 |
| Barclays Bank PLC** | 83.5^ | 2 |
| Merrill Lynch International | 83.5^ | 1 |
| Credit Suisse AG** | 83.375 | 2 |
| Barclays Bank PLC | 83.375 | 1.5 |
| Goldman Sachs International | 83.25 | 5 |
| Deutsche Bank AG** | 83.25 | 2 |
| Morgan Stanley & Co. International PLC** | 83.25 | 2 |
| Merrill Lynch International | 83.25 | 2 |
| Barclays Bank PLC | 83.125 | 10 |
| JPMorgan Chase Bank N.A. | 83.125 | 5 |
| Credit Suisse AG | 83.125 | 5 |
| Barclays Bank PLC | 83.125 | 2 |
| Deutsche Bank AG | 83 | 10 |
| Morgan Stanley & Co. International PLC | 83 | 3 |
| The Royal Bank of Scotland PLC** | 83 | 2 |
| Citigroup Global Markets LTD | 83 | 2 |
| Merrill Lynch International | 83 | 2 |
| Credit Suisse AG | 82.875 | 10 |
| Goldman Sachs International | 82.75 | 20 |
| UBS AG** | 82.75 | 2 |
| Merrill Lynch International | 82.625 | 2 |
| Credit Suisse AG | 82.5 | 7 |
| BNP Paribas** | 82.5 | 2 |
| Credit Suisse AG | 82.25 | 26.75 |
| Credit Suisse AG | 82.125 | 13 |
| Morgan Stanley & Co. International PLC | 82.125 | 5 |
| Deutsche Bank AG | 82.125 | 5 |
| JPMorgan Chase Bank N.A. | 82.125 | 5 |
| Merrill Lynch International | 82.125 | 5 |
| Barclays Bank PLC | 82.125 | 5 |
| Morgan Stanley & Co. International PLC | 82.125 | 1 |
| Deutsche Bank AG | 82 | 5 |
| Citigroup Global Markets LTD** | 82 | 2 |
| Citigroup Global Markets LTD | 82 | 2 |
| JPMorgan Chase Bank N.A. | 82 | 2 |
| Credit Suisse AG | 81.875 | 10 |
| Goldman Sachs International | 81.75 | 5 |
| Barclays Bank PLC | 81.625 | 19.25 |
| Morgan Stanley & Co. International PLC | 81.625 | 6 |
| Citigroup Global Markets LTD | 81.5 | 2 |
| Goldman Sachs International | 81.375 | 5 |
| Credit Suisse AG | 81.25 | 10 |
| Barclays Bank PLC | 81.125 | 10 |
| Morgan Stanley & Co. International PLC | 81.125 | 5 |
| Nomura International PLC | 81.125 | 2 |
| Morgan Stanley & Co. International PLC | 81.125 | 1 |
| Morgan Stanley & Co. International PLC | 81.125 | 1 |
| Credit Suisse AG | 81 | 10 |
| HSBC Bank PLC | 81 | 5 |
| Nomura International PLC** | 81 | 2 |
| Citigroup Global Markets LTD | 81 | 2 |
| Credit Suisse AG | 80.5 | 20.5 |
| Merrill Lynch International | 80.5 | 20 |
| Deutsche Bank AG | 80.5 | 13.13 |
| Citigroup Global Markets LTD | 80.25 | 2 |
| Nomura International PLC | 80.125 | 10 |
| Nomura International PLC | 80.125 | 10 |
| Nomura International PLC | 80.125 | 10 |
| Credit Suisse AG | 80.125 | 10 |
| Morgan Stanley & Co. International PLC | 80.125 | 3 |
| Morgan Stanley & Co. International PLC | 80.125 | 1 |
| Goldman Sachs International | 80 | 10 |
| HSBC Bank PLC | 80 | 5 |
| Citigroup Global Markets LTD | 80 | 3 |
| Deutsche Bank AG | 80 | 1 |
| Credit Suisse AG | 79.5 | 3 |
| Barclays Bank PLC | 79.375 | 5.25 |
| Morgan Stanley & Co. International PLC | 79.125 | 1 |
| Citigroup Global Markets LTD | 79 | 2 |
| Deutsche Bank AG | 79 | 1 |
| Credit Suisse AG | 78.5 | 2 |
| Nomura International PLC | 78.125 | 25 |
| Nomura International PLC | 78.125 | 10 |
| Nomura International PLC | 78.125 | 10 |
| Morgan Stanley & Co. International PLC | 78.125 | 1 |
| Citigroup Global Markets LTD | 78 | 5 |
| Deutsche Bank AG | 78 | 1 |
| Barclays Bank PLC | 77.375 | 5.25 |
| Deutsche Bank AG | 77.125 | 26.75 |
| Citigroup Global Markets LTD | 77 | 4 |
| Deutsche Bank AG | 77 | 1 |
| Nomura International PLC | 76.125 | 5 |
| Citigroup Global Markets LTD | 76 | 5 |
| Deutsche Bank AG | 75 | 10 |
| Nomura International PLC | 74.125 | 10 |
| Barclays Bank PLC | 72.375 | 20 |
| Nomura International PLC | 71.125 | 25 |
| Nomura International PLC | 71.125 | 15 |
| Credit Suisse AG | 71 | 6 |
| Deutsche Bank AG | 70 | 10 |
| Credit Suisse AG | 70 | 10 |
| Credit Suisse AG | 65 | 10 |
| Credit Suisse AG | 62 | 1 |
| Deutsche Bank AG | 60 | 20 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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