Sanitec Auction Results, 5th February 2009
Sanitec
1st Lien
Sanitec
2nd Lien
Final Results of the Sanitec 1st Lien Auction, 5th February 2009
On 5th February 2009, 10 dealers submitted inside markets, physical settlement requests and limit orders to the Sanitec auction administered by Creditex and S&P Global to settle trades across the market referencing Sanitec Oy .
The inputs and results are detailed below.
Dealer Inside Markets
Dealer | Bid | Offer | Dealer |
---|---|---|---|
Barclays Bank PLC | 28 | 31 | Barclays Bank PLC |
Credit Suisse International | 33 | 36 | Credit Suisse International |
Deutsche Bank AG | 30.5 | 33.5 | Deutsche Bank AG |
Dresdner Bank AG | 33 | 36 | Dresdner Bank AG |
Goldman Sachs International | 30 | 33 | Goldman Sachs International |
JP Morgan Chase Bank, N.A. | 35.5 | 38.5 | JP Morgan Chase Bank, N.A. |
Merrill Lynch International | 33 | 36 | Merrill Lynch International |
Morgan Stanley & Co International plc | 32 | 35 | Morgan Stanley & Co International plc |
The Royal Bank of Scotland PLC | 30 | 33 | The Royal Bank of Scotland PLC |
UBS AG | 34 | 37 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
Dealer | Bid/Offer | Size |
---|---|---|
Barclays Bank PLC | Offer | 0 |
Credit Suisse International | Offer | 0 |
Dresdner Bank AG | Offer | 0 |
Goldman Sachs International | Offer | 0 |
JP Morgan Chase Bank, N.A. | Offer | 0 |
Merrill Lynch International | Offer | 2 |
The Royal Bank of Scotland PLC | Offer | 0 |
UBS AG | Offer | 0 |
Deutsche Bank AG | Bid | 0 |
Morgan Stanley & Co International plc | Bid | 4 |
Sum of Buy Physical Requests | €4.0m |
Sum of Sell Physical Requests | €2.0m |
Sum of Physical Request Trades | €2.0m |
Sum of Limit Order Trades | €2.0m |
Limit Orders
Dealer | Offer | Size |
---|---|---|
Deutsche Bank AG** | 33.5^ | 2 |
UBS AG | 33.5^ | 2 |
Barclays Bank PLC** | 33.625 | 2 |
Goldman Sachs International** | 33.625 | 2 |
The Royal Bank of Scotland PLC** | 33.625 | 2 |
Morgan Stanley & Co International plc** | 35 | 2 |
Credit Suisse International** | 36 | 2 |
Merrill Lynch International** | 36 | 2 |
Dresdner Bank AG** | 36 | 2 |
Merrill Lynch International | 36.5 | 2 |
UBS AG** | 37 | 2 |
Goldman Sachs International | 37 | 2 |
The Royal Bank of Scotland PLC | 37 | 2 |
JP Morgan Chase Bank, N.A.** | 38.5 | 2 |
Merrill Lynch International | 38.5 | 2 |
Deutsche Bank AG | 40 | 2 |
** 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 Sanitec 2nd Lien Auction, 5th February 2009
On 5th February 2009, 8 dealers submitted inside markets and physical settlement requests to the Sanitec auction administered by Creditex and S&P Global to settle trades across the market referencing Sanitec Oy .
Due to a zero Net Open Interest there was no subsequent bidding period to the 2nd Lien auction.
As a result the Inside Market Midpoint value is the Final Price (as defined in the
ELCDS Auction Settlement Terms).
The inputs and results are detailed below.
Dealer Inside Markets
Dealer | Bid | Offer | Dealer |
---|---|---|---|
Banc of America Securities Limited | 4 | 9 | Banc of America Securities Limited |
Barclays Bank PLC | 1 | 6 | Barclays Bank PLC |
Credit Suisse International | 2 | 7 | Credit Suisse International |
Deutsche Bank AG | 1 | 6 | Deutsche Bank AG |
Dresdner Bank AG | 3 | 8 | Dresdner Bank AG |
Morgan Stanley & Co International plc | 0.5 | 5.5 | Morgan Stanley & Co International plc |
The Royal Bank of Scotland PLC | 0.125 | 5.125 | The Royal Bank of Scotland PLC |
UBS AG | 0.5 | 5 | UBS AG |
Adjustment Amounts
Physical Settlement Requests
Dealer | Bid/Offer | Dealer |
---|---|---|
Banc of America Securities Limited | Offer | 0 |
Barclays Bank PLC | Offer | 0 |
Credit Suisse International | Offer | 0 |
Deutsche Bank AG | Offer | 0 |
Dresdner Bank AG | Offer | 0 |
Morgan Stanley & Co International plc | Offer | 0 |
The Royal Bank of Scotland PLC | Offer | 0 |
UBS AG | Offer | 0 |
Sum of Buy Physical Requests | €0 |
Sum of Sell Physical Requests | €0 |
Sum of Physical Request Trades | €0 |
Sum of Limit Order Trades | €0 |