R.H. Donnelley Inc. Auction Results, 24th June 2009
Final Results of the R.H. Donnelley Inc. LCDS Auction, 24th June 2009
Final Price: 78.125
On 24th June 2009, 10 dealers submitted inside markets, physical settlement requests and limit orders to the R.H. Donnelley Inc. auction administered by Creditex and S&P Global to settle trades across the market referencing R.H. Donnelley Inc..
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, NA | 75.5 | 78.5 | Bank of America, NA |
| Barclays Bank PLC | 76 | 79 | Barclays Bank PLC |
| Citigroup Global Markets Inc. | 75.75 | 78.75 | Citigroup Global Markets Inc. |
| Credit Suisse International | 76 | 79 | Credit Suisse International |
| Deutsche Bank AG | 73.5 | 76.5 | Deutsche Bank AG |
| Goldman Sachs Lending Partners, L.P. | 77.25 | 79.25 | Goldman Sachs Lending Partners, L.P. |
| J.P. Morgan Securities, Inc. | 74 | 77 | J.P. Morgan Securities, Inc. |
| Morgan Stanley Senior Funding, Inc. | 76 | 79 | Morgan Stanley Senior Funding, Inc. |
| The Royal Bank of Scotland PLC | 76 | 79 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 75.5 | 78.5 | UBS Securities LLC |
Inside Market Midpoint: 77.125
Adjustment Amounts
Goldman Sachs Lending Partners, L.P.: $2,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America, NA | Offer | 0 |
| Barclays Bank PLC | Offer | 3 |
| Citigroup Global Markets Inc. | Offer | 0 |
| Credit Suisse International | Offer | 5 |
| Goldman Sachs Lending Partners, L.P. | Offer | 0 |
| Morgan Stanley Senior Funding, Inc. | Offer | 33 |
| The Royal Bank of Scotland PLC | Offer | 12 |
| UBS Securities LLC | Offer | 0 |
| Deutsche Bank AG | Bid | 13 |
| J.P. Morgan Securities, Inc. | Bid | 3 |
Net Open Interest: $37 million to sell
| Sum of Buy Physical Requests | $16.0m |
| Sum of Sell Physical Requests | $53.0m |
| Sum of Physical Request Trades | $16.0m |
| Sum of Limit Order Trades | $37.0m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Barclays Bank PLC | 78.125* | 37 |
| Bank of America, NA | 77.375 | 2 |
| Goldman Sachs Lending Partners, L.P. | 77.25 | 10 |
| Goldman Sachs Lending Partners, L.P.** | 77.125 | 2 |
| Bank of America, NA | 77.125 | 2 |
| Bank of America, NA | 76.875 | 2 |
| Bank of America, NA | 76.625 | 2 |
| Bank of America, NA | 76.375 | 2 |
| Bank of America, NA | 76.125 | 2 |
| Barclays Bank PLC** | 76 | 2 |
| Credit Suisse International** | 76 | 2 |
| Morgan Stanley Senior Funding, Inc.** | 76 | 2 |
| The Royal Bank of Scotland PLC** | 76 | 2 |
| Bank of America, NA | 75.875 | 2 |
| Citigroup Global Markets Inc.** | 75.75 | 2 |
| Bank of America, NA | 75.625 | 2 |
| UBS Securities LLC** | 75.5 | 2 |
| Bank of America, NA** | 75.5 | 2 |
| Bank of America, NA | 75.375 | 2 |
| Morgan Stanley Senior Funding, Inc. | 74 | 30 |
| J.P. Morgan Securities, Inc.** | 74 | 2 |
| Deutsche Bank AG** | 73.5 | 2 |
| J.P. Morgan Securities, Inc. | 73 | 10 |
| The Royal Bank of Scotland PLC | 72 | 5 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
Back to top