Lehman Brothers
Final Results of the Lehman Brothers Auction, Friday 10th October 2008
Final Price: 8.625
On Friday 10th October 2008, 14 dealers submitted inside markets, physical settlement requests and limit orders to the Lehman Brothers auction administered by Creditex and S&P Global to settle trades across the market referencing Lehman Brothers.
The inputs and results are detailed below.
Dealer Inside Markets
Dealer | Bid | Offer | Dealer |
---|---|---|---|
Banc of America Securities LLC | 9.5 | 11.5 | Banc of America Securities LLC |
Barclays Bank PLC | 8 | 10 | Barclays Bank PLC |
BNP Paribas | 9 | 11 | BNP Paribas |
Citigroup Global Markets Inc. | 9.25 | 11 | Citigroup Global Markets Inc. |
Credit Suisse Securities (USA) LLC | 8 | 10 | Credit Suisse Securities (USA) LLC |
Deutsche Bank AG | 8 | 10 | Deutsche Bank AG |
Dresdner Bank AG | 9.5 | 11.5 | Dresdner Bank AG |
Goldman Sachs & Co | 8.875 | 10.875 | Goldman Sachs & Co |
HSBC Bank USA, National Association | 10 | 12 | HSBC Bank USA, National Association |
JPMorgan Chase Bank, National Association | 9 | 11 | JPMorgan Chase Bank, National Association |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 8 | 10 | Merrill Lynch, Pierce, Fenner & Smith Incorporated |
Morgan Stanley & Co. Incorporated | 8.25 | 10.25 | Morgan Stanley & Co. Incorporated |
The Royal Bank of Scotland PLC | 9.25 | 11.25 | The Royal Bank of Scotland PLC |
UBS Securities LLC | 8.75 | 10.75 | UBS Securities LLC |
Inside Market Midpoint:
9.75
Adjustment Amounts
HSBC Bank USA, National
Association: $12,500
Physical Settlement Requests
Dealer | Bid/Offer | Size |
---|---|---|
BNP Paribas | Offer | 390 |
Banc of America Securities LLC | Offer | 170 |
Citigroup Global Markets Inc. | Offer | 574 |
Credit Suisse Securities (USA) LLC | Offer | 755 |
Deutsche Bank AG | Offer | 870 |
Goldman Sachs & Co | Offer | 1470 |
HSBC Bank USA, National Association | Offer | 187 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | Offer | 141 |
Morgan Stanley & Co. Incorporated | Offer | 480 |
The Royal Bank of Scotland PLC | Offer | 191 |
UBS Securities LLC | Offer | 464 |
Barclays Bank PLC | Bid | 130 |
Dresdner Bank AG | Bid | 30 |
JPMorgan Chase Bank, National Association | Bid | 612 |
Net Open Interest: $4.92 billion to sell
Sum of Buy Physical Requests | $772m |
Sum of Sell Physical Requests | $5,692m |
Sum of Physical Request Trades | $772m |
Sum of Limit Order Trades | $4,920m |
Limit Orders
Due to the large open interest , the period to enter the limit bids for the Lehman auction was extended until 1:30pm.
Dealer | Bid | Size |
---|---|---|
Goldman Sachs & Co | 10.75* | 50 |
Morgan Stanley & Co. Incorporated | 10.75* | 50 |
Goldman Sachs & Co | 10.75* | 100 |
Credit Suisse Securities (USA) LLC | 10.75* | 50 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 10.25* | 670 |
Banc of America Securities LLC | 10* | 5 |
Banc of America Securities LLC | 9.875* | 5 |
Goldman Sachs & Co | 9.75* | 50 |
HSBC Bank USA, National Association | 9.75* | 25 |
Barclays Bank PLC | 9.75* | 200 |
Barclays Bank PLC | 9.75* | 50 |
Barclays Bank PLC | 9.75* | 25 |
Barclays Bank PLC | 9.75* | 200 |
Barclays Bank PLC | 9.75* | 300 |
Citigroup Global Markets Inc. | 9.75* | 45 |
JPMorgan Chase Bank, National Association | 9.75* | 100 |
JPMorgan Chase Bank, National Association | 9.75* | 100 |
Goldman Sachs & Co | 9.75* | 625 |
HSBC Bank USA, National Association** | 9.75* | 5 |
Banc of America Securities LLC | 9.75* | 5 |
Banc of America Securities LLC | 9.625* | 5 |
Goldman Sachs & Co | 9.5* | 10 |
UBS Securities LLC | 9.5* | 10 |
UBS Securities LLC | 9.5* | 5 |
BNP Paribas | 9.5* | 15 |
Barclays Bank PLC | 9.5* | 5 |
Dresdner Bank AG** | 9.5* | 5 |
Banc of America Securities LLC | 9.5* | 5 |
Banc of America Securities LLC** | 9.5* | 5 |
UBS Securities LLC | 9.375* | 5 |
Banc of America Securities LLC | 9.375* | 5 |
Goldman Sachs & Co | 9.375* | 5 |
Banc of America Securities LLC | 9.25* | 10 |
Goldman Sachs & Co | 9.25* | 5 |
The Royal Bank of Scotland PLC** | 9.25* | 5 |
UBS Securities LLC | 9.25* | 5 |
Citigroup Global Markets Inc.** | 9.25* | 5 |
Goldman Sachs & Co | 9.125* | 5 |
Citigroup Global Markets Inc. | 9.125* | 500 |
UBS Securities LLC | 9.125* | 5 |
Banc of America Securities LLC | 9.125* | 10 |
UBS Securities LLC | 9* | 200 |
UBS Securities LLC | 9* | 2 |
Banc of America Securities LLC | 9* | 10 |
UBS Securities LLC | 9* | 5 |
Goldman Sachs & Co | 9* | 20 |
Goldman Sachs & Co | 9* | 5 |
JPMorgan Chase Bank, National Association | 9* | 75 |
Goldman Sachs & Co | 9* | 100 |
UBS Securities LLC | 9* | 100 |
Dresdner Bank AG | 9* | 40 |
BNP Paribas** | 9* | 5 |
JPMorgan Chase Bank, National Association | 9* | 50 |
JPMorgan Chase Bank, National Association** | 9* | 5 |
Goldman Sachs & Co | 8.875* | 5 |
UBS Securities LLC | 8.875* | 5 |
Goldman Sachs & Co** | 8.875* | 5 |
Banc of America Securities LLC | 8.875* | 10 |
Goldman Sachs & Co | 8.75* | 100 |
Barclays Bank PLC | 8.75* | 100 |
UBS Securities LLC | 8.75* | 5 |
UBS Securities LLC | 8.75* | 25 |
UBS Securities LLC** | 8.75* | 5 |
The Royal Bank of Scotland PLC | 8.75* | 155 |
Goldman Sachs & Co | 8.75* | 5 |
Barclays Bank PLC | 8.75* | 200 |
Banc of America Securities LLC | 8.75* | 10 |
JPMorgan Chase Bank, National Association | 8.625^ | 500 |
Banc of America Securities LLC | 8.625^ | 10 |
UBS Securities LLC | 8.625^ | 5 |
Goldman Sachs & Co | 8.625^ | 5 |
Barclays Bank PLC | 8.5 | 50 |
Deutsche Bank AG | 8.5 | 5 |
UBS Securities LLC | 8.5 | 80 |
UBS Securities LLC | 8.5 | 5 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 8.5 | 250 |
Goldman Sachs & Co | 8.5 | 10 |
Goldman Sachs & Co | 8.5 | 150 |
Goldman Sachs & Co | 8.5 | 20 |
Goldman Sachs & Co | 8.5 | 30 |
Banc of America Securities LLC | 8.5 | 15 |
JPMorgan Chase Bank, National Association | 8.5 | 50 |
JPMorgan Chase Bank, National Association | 8.5 | 50 |
Credit Suisse Securities (USA) LLC | 8.5 | 100 |
Barclays Bank PLC | 8.5 | 5 |
Banc of America Securities LLC | 8.375 | 15 |
Citigroup Global Markets Inc. | 8.375 | 500 |
UBS Securities LLC | 8.375 | 5 |
Goldman Sachs & Co | 8.375 | 5 |
Goldman Sachs & Co | 8.25 | 5 |
JPMorgan Chase Bank, National Association | 8.25 | 75 |
JPMorgan Chase Bank, National Association | 8.25 | 150 |
Deutsche Bank AG | 8.25 | 125 |
UBS Securities LLC | 8.25 | 250 |
Morgan Stanley & Co. Incorporated** | 8.25 | 5 |
UBS Securities LLC | 8.25 | 5 |
Banc of America Securities LLC | 8.25 | 15 |
Banc of America Securities LLC | 8.125 | 15 |
JPMorgan Chase Bank, National Association | 8.125 | 250 |
Citigroup Global Markets Inc. | 8.125 | 100 |
Goldman Sachs & Co | 8.125 | 50 |
Goldman Sachs & Co | 8.125 | 50 |
UBS Securities LLC | 8.125 | 5 |
Goldman Sachs & Co | 8.125 | 5 |
JPMorgan Chase Bank, National Association | 8.125 | 25 |
Credit Suisse Securities (USA) LLC** | 8 | 5 |
JPMorgan Chase Bank, National Association | 8 | 50 |
JPMorgan Chase Bank, National Association | 8 | 10 |
JPMorgan Chase Bank, National Association | 8 | 50 |
JPMorgan Chase Bank, National Association | 8 | 10 |
Banc of America Securities LLC | 8 | 15 |
Goldman Sachs & Co | 8 | 50 |
Goldman Sachs & Co | 8 | 100 |
Goldman Sachs & Co | 8 | 10 |
Goldman Sachs & Co | 8 | 30 |
Goldman Sachs & Co | 8 | 20 |
Goldman Sachs & Co | 8 | 50 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated** | 8 | 5 |
UBS Securities LLC | 8 | 300 |
UBS Securities LLC | 8 | 400 |
UBS Securities LLC | 8 | 5 |
Deutsche Bank AG** | 8 | 5 |
Deutsche Bank AG | 8 | 100 |
Barclays Bank PLC | 8 | 5 |
Barclays Bank PLC** | 8 | 5 |
Barclays Bank PLC | 8 | 30 |
Banc of America Securities LLC | 7.875 | 15 |
JPMorgan Chase Bank, National Association | 7.875 | 250 |
Citigroup Global Markets Inc. | 7.75 | 20 |
Goldman Sachs & Co | 7.75 | 50 |
Goldman Sachs & Co | 7.75 | 5 |
UBS Securities LLC | 7.75 | 5 |
UBS Securities LLC | 7.75 | 100 |
Deutsche Bank AG | 7.75 | 100 |
Barclays Bank PLC | 7.75 | 150 |
Barclays Bank PLC | 7.75 | 150 |
Banc of America Securities LLC | 7.75 | 65 |
JPMorgan Chase Bank, National Association | 7.75 | 250 |
Citigroup Global Markets Inc. | 7.625 | 500 |
Goldman Sachs & Co | 7.625 | 100 |
JPMorgan Chase Bank, National Association | 7.625 | 250 |
Banc of America Securities LLC | 7.625 | 15 |
UBS Securities LLC | 7.5 | 5 |
UBS Securities LLC | 7.5 | 10 |
Goldman Sachs & Co | 7.5 | 10 |
Goldman Sachs & Co | 7.5 | 5 |
Goldman Sachs & Co | 7.5 | 20 |
Goldman Sachs & Co | 7.5 | 30 |
Banc of America Securities LLC | 7.5 | 265 |
JPMorgan Chase Bank, National Association | 7.5 | 75 |
JPMorgan Chase Bank, National Association | 7.5 | 10 |
JPMorgan Chase Bank, National Association | 7.5 | 100 |
Banc of America Securities LLC | 7.375 | 15 |
JPMorgan Chase Bank, National Association | 7.375 | 100 |
Goldman Sachs & Co | 7.25 | 5 |
JPMorgan Chase Bank, National Association | 7.25 | 10 |
Banc of America Securities LLC | 7.25 | 15 |
JPMorgan Chase Bank, National Association | 7.25 | 150 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 7.25 | 100 |
UBS Securities LLC | 7.25 | 5 |
Banc of America Securities LLC | 7.125 | 15 |
Goldman Sachs & Co | 7.125 | 25 |
Citigroup Global Markets Inc. | 7.125 | 150 |
JPMorgan Chase Bank, National Association | 7.125 | 300 |
Goldman Sachs & Co | 7.125 | 100 |
JPMorgan Chase Bank, National Association | 7.125 | 50 |
UBS Securities LLC | 7.125 | 500 |
Credit Suisse Securities (USA) LLC | 7.125 | 50 |
JPMorgan Chase Bank, National Association | 7 | 50 |
Credit Suisse Securities (USA) LLC | 7 | 2 |
Barclays Bank PLC | 7 | 50 |
Deutsche Bank AG | 7 | 340 |
JPMorgan Chase Bank, National Association | 7 | 200 |
JPMorgan Chase Bank, National Association | 7 | 50 |
JPMorgan Chase Bank, National Association | 7 | 100 |
Banc of America Securities LLC | 7 | 15 |
Goldman Sachs & Co | 7 | 5 |
Goldman Sachs & Co | 7 | 20 |
Goldman Sachs & Co | 7 | 15 |
Goldman Sachs & Co | 7 | 20 |
Goldman Sachs & Co | 7 | 20 |
Goldman Sachs & Co | 7 | 60 |
Goldman Sachs & Co | 7 | 40 |
UBS Securities LLC | 7 | 100 |
UBS Securities LLC | 7 | 600 |
UBS Securities LLC | 7 | 400 |
UBS Securities LLC | 7 | 5 |
UBS Securities LLC | 7 | 20 |
Citigroup Global Markets Inc. | 6.875 | 250 |
Banc of America Securities LLC | 6.875 | 15 |
UBS Securities LLC | 6.75 | 100 |
Banc of America Securities LLC | 6.75 | 90 |
UBS Securities LLC | 6.75 | 100 |
Credit Suisse Securities (USA) LLC | 6.75 | 50 |
Barclays Bank PLC | 6.75 | 150 |
Deutsche Bank AG | 6.75 | 100 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 6.75 | 50 |
Goldman Sachs & Co | 6.75 | 100 |
Citigroup Global Markets Inc. | 6.75 | 50 |
JPMorgan Chase Bank, National Association | 6.75 | 75 |
JPMorgan Chase Bank, National Association | 6.625 | 1000 |
Banc of America Securities LLC | 6.625 | 15 |
Credit Suisse Securities (USA) LLC | 6.625 | 75 |
Citigroup Global Markets Inc. | 6.625 | 1540 |
Goldman Sachs & Co | 6.5 | 20 |
Goldman Sachs & Co | 6.5 | 40 |
UBS Securities LLC | 6.5 | 40 |
JPMorgan Chase Bank, National Association | 6.5 | 100 |
Banc of America Securities LLC | 6.5 | 15 |
Banc of America Securities LLC | 6.375 | 15 |
Citigroup Global Markets Inc. | 6.375 | 25 |
Citigroup Global Markets Inc. | 6.25 | 33 |
Banc of America Securities LLC | 6.25 | 15 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 6.25 | 100 |
JPMorgan Chase Bank, National Association | 6.25 | 100 |
JPMorgan Chase Bank, National Association | 6.25 | 125 |
Banc of America Securities LLC | 6.125 | 15 |
Citigroup Global Markets Inc. | 6.125 | 43 |
Goldman Sachs & Co | 6.125 | 5 |
UBS Securities LLC | 6.125 | 15 |
UBS Securities LLC | 6.125 | 1000 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 6.125 | 50 |
JPMorgan Chase Bank, National Association | 6.125 | 70 |
UBS Securities LLC | 6 | 500 |
UBS Securities LLC | 6 | 50 |
UBS Securities LLC | 6 | 800 |
UBS Securities LLC | 6 | 60 |
Citigroup Global Markets Inc. | 6 | 28 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 6 | 100 |
Goldman Sachs & Co | 6 | 100 |
Goldman Sachs & Co | 6 | 100 |
Goldman Sachs & Co | 6 | 50 |
Goldman Sachs & Co | 6 | 5 |
Goldman Sachs & Co | 6 | 60 |
Goldman Sachs & Co | 6 | 60 |
Goldman Sachs & Co | 6 | 40 |
Goldman Sachs & Co | 6 | 20 |
Banc of America Securities LLC | 6 | 15 |
JPMorgan Chase Bank, National Association | 6 | 50 |
JPMorgan Chase Bank, National Association | 6 | 500 |
JPMorgan Chase Bank, National Association | 6 | 15 |
JPMorgan Chase Bank, National Association | 6 | 100 |
JPMorgan Chase Bank, National Association | 6 | 200 |
JPMorgan Chase Bank, National Association | 6 | 120 |
JPMorgan Chase Bank, National Association | 6 | 25 |
Dresdner Bank AG | 6 | 20 |
Credit Suisse Securities (USA) LLC | 6 | 200 |
Credit Suisse Securities (USA) LLC | 6 | 1500 |
Barclays Bank PLC | 6 | 50 |
Barclays Bank PLC | 6 | 50 |
Deutsche Bank AG | 6 | 260 |
Banc of America Securities LLC | 5.875 | 15 |
Deutsche Bank AG | 5.75 | 100 |
Citigroup Global Markets Inc. | 5.75 | 56 |
Banc of America Securities LLC | 5.75 | 25 |
UBS Securities LLC | 5.625 | 25 |
Banc of America Securities LLC | 5.625 | 15 |
Citigroup Global Markets Inc. | 5.625 | 1000 |
UBS Securities LLC | 5.5 | 80 |
Goldman Sachs & Co | 5.5 | 20 |
Goldman Sachs & Co | 5.5 | 400 |
Goldman Sachs & Co | 5.5 | 30 |
Deutsche Bank AG | 5.5 | 100 |
Banc of America Securities LLC | 5.5 | 15 |
Goldman Sachs & Co | 5.5 | 80 |
Citigroup Global Markets Inc. | 5.5 | 56 |
Goldman Sachs & Co | 5.5 | 5 |
Goldman Sachs & Co | 5.375 | 50 |
Banc of America Securities LLC | 5.375 | 15 |
JPMorgan Chase Bank, National Association | 5.25 | 125 |
JPMorgan Chase Bank, National Association | 5.25 | 200 |
Credit Suisse Securities (USA) LLC | 5.25 | 50 |
Banc of America Securities LLC | 5.25 | 15 |
JPMorgan Chase Bank, National Association | 5.25 | 150 |
JPMorgan Chase Bank, National Association | 5.25 | 25 |
JPMorgan Chase Bank, National Association | 5.25 | 50 |
Citigroup Global Markets Inc. | 5.25 | 50 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 5.25 | 25 |
Banc of America Securities LLC | 5.125 | 15 |
Citigroup Global Markets Inc. | 5.125 | 106 |
JPMorgan Chase Bank, National Association | 5.125 | 150 |
Goldman Sachs & Co | 5.125 | 5 |
UBS Securities LLC | 5.125 | 1500 |
Deutsche Bank AG | 5 | 500 |
Goldman Sachs & Co | 5 | 100 |
Goldman Sachs & Co | 5 | 200 |
Banc of America Securities LLC | 5 | 15 |
JPMorgan Chase Bank, National Association | 5 | 500 |
JPMorgan Chase Bank, National Association | 5 | 100 |
JPMorgan Chase Bank, National Association | 5 | 20 |
JPMorgan Chase Bank, National Association | 5 | 25 |
UBS Securities LLC | 5 | 1000 |
UBS Securities LLC | 5 | 100 |
UBS Securities LLC | 5 | 20 |
UBS Securities LLC | 5 | 150 |
UBS Securities LLC | 5 | 1000 |
UBS Securities LLC | 5 | 200 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 5 | 72 |
Goldman Sachs & Co | 5 | 20 |
Goldman Sachs & Co | 5 | 10 |
Goldman Sachs & Co | 5 | 100 |
Goldman Sachs & Co | 5 | 100 |
Barclays Bank PLC | 5 | 100 |
Barclays Bank PLC | 5 | 75 |
Morgan Stanley & Co. Incorporated | 5 | 50 |
Goldman Sachs & Co | 5 | 66 |
JPMorgan Chase Bank, National Association | 5 | 15 |
JPMorgan Chase Bank, National Association | 5 | 200 |
Banc of America Securities LLC | 4.875 | 15 |
Banc of America Securities LLC | 4.75 | 15 |
Citigroup Global Markets Inc. | 4.625 | 1000 |
JPMorgan Chase Bank, National Association | 4.625 | 150 |
Banc of America Securities LLC | 4.625 | 15 |
Goldman Sachs & Co | 4.5 | 100 |
Banc of America Securities LLC | 4.5 | 15 |
Citigroup Global Markets Inc. | 4.5 | 84 |
JPMorgan Chase Bank, National Association | 4.5 | 200 |
Banc of America Securities LLC | 4.375 | 15 |
Credit Suisse Securities (USA) LLC | 4.25 | 350 |
JPMorgan Chase Bank, National Association | 4.25 | 125 |
JPMorgan Chase Bank, National Association | 4.25 | 150 |
Banc of America Securities LLC | 4.25 | 15 |
UBS Securities LLC | 4.125 | 50 |
JPMorgan Chase Bank, National Association | 4.125 | 100 |
JPMorgan Chase Bank, National Association | 4.125 | 200 |
Citigroup Global Markets Inc. | 4.125 | 50 |
Banc of America Securities LLC | 4.125 | 15 |
UBS Securities LLC | 4.125 | 1920 |
JPMorgan Chase Bank, National Association | 4.125 | 150 |
Goldman Sachs & Co | 4.125 | 5 |
Barclays Bank PLC | 4 | 100 |
Goldman Sachs & Co | 4 | 50 |
Goldman Sachs & Co | 4 | 25 |
Goldman Sachs & Co | 4 | 5 |
UBS Securities LLC | 4 | 2000 |
UBS Securities LLC | 4 | 50 |
Banc of America Securities LLC | 4 | 15 |
JPMorgan Chase Bank, National Association | 4 | 1000 |
Deutsche Bank AG | 4 | 500 |
JPMorgan Chase Bank, National Association | 4 | 100 |
Goldman Sachs & Co | 4 | 100 |
Barclays Bank PLC | 4 | 50 |
Goldman Sachs & Co | 3.875 | 26 |
JPMorgan Chase Bank, National Association | 3.75 | 300 |
Goldman Sachs & Co | 3.75 | 27 |
JPMorgan Chase Bank, National Association | 3.625 | 150 |
Goldman Sachs & Co | 3.625 | 28 |
Citigroup Global Markets Inc. | 3.625 | 1000 |
Goldman Sachs & Co | 3.5 | 29 |
Goldman Sachs & Co | 3.375 | 30 |
Credit Suisse Securities (USA) LLC | 3.25 | 3000 |
JPMorgan Chase Bank, National Association | 3.25 | 125 |
JPMorgan Chase Bank, National Association | 3.25 | 500 |
Goldman Sachs & Co | 3.25 | 31 |
JPMorgan Chase Bank, National Association | 3.125 | 250 |
Goldman Sachs & Co | 3.125 | 5 |
JPMorgan Chase Bank, National Association | 3.125 | 300 |
Goldman Sachs & Co | 3.125 | 32 |
UBS Securities LLC | 3.125 | 20 |
JPMorgan Chase Bank, National Association | 3 | 1000 |
Goldman Sachs & Co | 3 | 100 |
UBS Securities LLC | 3 | 3000 |
UBS Securities LLC | 3 | 50 |
JPMorgan Chase Bank, National Association | 3 | 1000 |
Goldman Sachs & Co | 3 | 100 |
Goldman Sachs & Co | 3 | 33 |
Barclays Bank PLC | 3 | 50 |
Credit Suisse Securities (USA) LLC | 3 | 500 |
Goldman Sachs & Co | 3 | 200 |
Morgan Stanley & Co. Incorporated | 3 | 150 |
Goldman Sachs & Co | 2.875 | 35 |
Goldman Sachs & Co | 2.75 | 36 |
Citigroup Global Markets Inc. | 2.625 | 5000 |
Goldman Sachs & Co | 2.625 | 39 |
JPMorgan Chase Bank, National Association | 2.5 | 10 |
UBS Securities LLC | 2.5 | 50 |
Goldman Sachs & Co | 2.5 | 42 |
UBS Securities LLC | 2.5 | 1000 |
Goldman Sachs & Co | 2.375 | 46 |
Credit Suisse Securities (USA) LLC | 2.375 | 4500 |
Goldman Sachs & Co | 2.25 | 50 |
JPMorgan Chase Bank, National Association | 2.25 | 1000 |
JPMorgan Chase Bank, National Association | 2.25 | 300 |
Citigroup Global Markets Inc. | 2.125 | 500 |
JPMorgan Chase Bank, National Association | 2.125 | 500 |
UBS Securities LLC | 2.125 | 50 |
BNP Paribas | 2.125 | 700 |
Goldman Sachs & Co | 2.125 | 55 |
Goldman Sachs & Co | 2 | 66 |
UBS Securities LLC | 2 | 20 |
Goldman Sachs & Co | 2 | 200 |
UBS Securities LLC | 2 | 5000 |
Credit Suisse Securities (USA) LLC | 1.875 | 4920 |
Goldman Sachs & Co | 1.875 | 167 |
Goldman Sachs & Co | 1.75 | 189 |
JPMorgan Chase Bank, National Association | 1.75 | 2270 |
Goldman Sachs & Co | 1.625 | 215 |
Citigroup Global Markets Inc. | 1.625 | 5000 |
Goldman Sachs & Co | 1.5 | 245 |
Goldman Sachs & Co | 1.375 | 281 |
Deutsche Bank AG | 1.375 | 1750 |
Goldman Sachs & Co | 1.25 | 4920 |
Goldman Sachs & Co | 1.25 | 325 |
JPMorgan Chase Bank, National Association | 1.25 | 400 |
Morgan Stanley & Co. Incorporated | 1.125 | 15 |
UBS Securities LLC | 1.125 | 100 |
Goldman Sachs & Co | 1.125 | 381 |
Citigroup Global Markets Inc. | 1.125 | 1000 |
JPMorgan Chase Bank, National Association | 1.125 | 1000 |
JPMorgan Chase Bank, National Association | 1.125 | 400 |
Morgan Stanley & Co. Incorporated | 1.125 | 90 |
JPMorgan Chase Bank, National Association | 1 | 500 |
Goldman Sachs & Co | 1 | 437 |
UBS Securities LLC | 1 | 5000 |
JPMorgan Chase Bank, National Association | 1 | 100 |
Merrill Lynch, Pierce, Fenner & Smith Incorporated | 1 | 10 |
Dresdner Bank AG | 1 | 50 |
Goldman Sachs & Co | 1 | 1000 |
Goldman Sachs & Co | 0.875 | 643 |
Goldman Sachs & Co | 0.75 | 833 |
UBS Securities LLC | 0.625 | 100 |
Goldman Sachs & Co | 0.625 | 1100 |
UBS Securities LLC | 0.5 | 100 |
Goldman Sachs & Co | 0.5 | 1500 |
Goldman Sachs & Co | 0.375 | 2167 |
UBS Securities LLC | 0.25 | 100 |
UBS Securities LLC | 0.25 | 4900 |
BNP Paribas | 0.25 | 300 |
JPMorgan Chase Bank, National Association | 0.25 | 4000 |
Goldman Sachs & Co | 0.25 | 3500 |
Morgan Stanley & Co. Incorporated | 0.125 | 250 |
Dresdner Bank AG | 0.125 | 100 |
Goldman Sachs & Co | 0.125 | 1000 |
Morgan Stanley & Co. Incorporated | 0.125 | 2000 |
Goldman Sachs & Co | 0.125 | 4000 |
** Limit Orders that were derived from inside markets
* Limit Orders that were filled.
^ Limit Orders that were partially filled.