Kaupthing banki hf. CDS Auction Results, Thursday 6th November 2008
Kaupthing Bank
Senior
Final Price: 6.625
Kaupthing Bank
Subordinated
Final Price: 2.375
Final Results of the Kaupthing banki hf. Senior Auction, Thursday 6th November 2008
Final Price: 6.625
On Thursday 6th November 2008 , 14 dealers submitted inside markets, physical settlement requests and limit orders to the Kaupthing banki hf. auction administered by Creditex and Markit to settle trades across the market referencing Kaupthing banki hf. .
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, N.A. | 4.75 | 6.75 | Bank of America, N.A. |
| Barclays Bank PLC | 3.75 | 5.75 | Barclays Bank PLC |
| BNP Paribas | 5.5 | 7.5 | BNP Paribas |
| Citigroup Global Markets Limited | 4.5 | 6.5 | Citigroup Global Markets Limited |
| Credit Suisse International | 3.75 | 5.75 | Credit Suisse International |
| Deutsche Bank AG | 3.5 | 5.5 | Deutsche Bank AG |
| Dresdner Bank AG | 4.625 | 6.625 | Dresdner Bank AG |
| Goldman Sachs International | 5 | 7 | Goldman Sachs International |
| HSBC Bank plc | 5.625 | 7.625 | HSBC Bank plc |
| JPMorgan Chase Bank, N.A. | 6 | 8 | JPMorgan Chase Bank, N.A. |
| Merrill Lynch International | 5 | 7 | Merrill Lynch International |
| Morgan Stanley & Co. International | 4.25 | 6.25 | Morgan Stanley & Co. International |
| The Royal Bank of Scotland PLC | 5 | 7 | The Royal Bank of Scotland PLC |
| UBS AG | 3.75 | 5.75 | UBS AG |
Inside Market Midpoint: 5.625
Adjustment Amounts
JPMorgan Chase Bank, N.A.: €18,750
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 173 |
| Citigroup Global Markets Limited | Offer | 16 |
| Credit Suisse International | Offer | 65 |
| Deutsche Bank AG | Offer | 1,018 |
| Merrill Lynch International | Offer | 41 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS AG | Offer | 327 |
| Bank of America, N.A. | Bid | 25 |
| Barclays Bank PLC | Bid | 80 |
| Dresdner Bank AG | Bid | 5 |
| Goldman Sachs International | Bid | 20 |
| HSBC Bank plc | Bid | 5 |
| JPMorgan Chase Bank, N.A. | Bid | 531 |
| Morgan Stanley & Co. International | Bid | 0 |
Net Open Interest: €974 million to sell
| Sum of Buy Physical Requests | €666m |
| Sum of Sell Physical Requests | €1,640m |
| Sum of Physical Request Trades | €666m |
| Sum of Limit Order Trades | €974m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Goldman Sachs International | 6.625^ | 5,000 |
| The Royal Bank of Scotland PLC | 6.625^ | 40 |
| Deutsche Bank AG | 6.625^ | 200 |
| Deutsche Bank AG | 6.125 | 200 |
| JPMorgan Chase Bank, N.A.** | 5.625 | 5 |
| HSBC Bank plc** | 5.625 | 5 |
| Barclays Bank PLC | 5.625 | 5 |
| Deutsche Bank AG | 5.625 | 250 |
| BNP Paribas** | 5.5 | 5 |
| The Royal Bank of Scotland PLC | 5.5 | 20 |
| Citigroup Global Markets Limited | 5.25 | 25 |
| Goldman Sachs International** | 5 | 5 |
| The Royal Bank of Scotland PLC** | 5 | 5 |
| Merrill Lynch International** | 5 | 5 |
| Citigroup Global Markets Limited | 5 | 25 |
| Deutsche Bank AG | 5 | 50 |
| UBS AG | 5 | 5 |
| JPMorgan Chase Bank, N.A. | 5 | 30 |
| Bank of America, N.A.** | 4.75 | 5 |
| Citigroup Global Markets Limited | 4.75 | 25 |
| Dresdner Bank AG** | 4.625 | 5 |
| Credit Suisse International | 4.625 | 5 |
| Deutsche Bank AG | 4.625 | 50 |
| Citigroup Global Markets Limited** | 4.5 | 5 |
| Citigroup Global Markets Limited | 4.5 | 25 |
| Deutsche Bank AG | 4.5 | 175 |
| Morgan Stanley & Co. International** | 4.25 | 5 |
| Deutsche Bank AG | 4.25 | 40 |
| Credit Suisse International | 4.125 | 10 |
| Deutsche Bank AG | 4.125 | 100 |
| The Royal Bank of Scotland PLC | 4 | 25 |
| Barclays Bank PLC | 4 | 56 |
| UBS AG | 4 | 5 |
| Deutsche Bank AG | 4 | 150 |
| UBS AG | 4 | 10 |
| Barclays Bank PLC** | 3.75 | 5 |
| UBS AG** | 3.75 | 5 |
| Credit Suisse International** | 3.75 | 5 |
| Credit Suisse International | 3.625 | 15 |
| Deutsche Bank AG** | 3.5 | 5 |
| UBS AG | 3.5 | 20 |
| UBS AG | 3.25 | 20 |
| HSBC Bank plc | 3.125 | 5 |
| Credit Suisse International | 3.125 | 25 |
| Merrill Lynch International | 3 | 200 |
| Merrill Lynch International | 3 | 5 |
| Barclays Bank PLC | 3 | 12 |
| UBS AG | 3 | 20 |
| BNP Paribas | 3 | 20 |
| UBS AG | 3 | 5 |
| BNP Paribas | 3 | 10 |
| Morgan Stanley & Co. International | 3 | 50 |
| Merrill Lynch International | 2.875 | 10 |
| Morgan Stanley & Co. International | 2.75 | 50 |
| Merrill Lynch International | 2.75 | 10 |
| Credit Suisse International | 2.625 | 50 |
| Merrill Lynch International | 2.625 | 10 |
| UBS AG | 2.5 | 20 |
| Merrill Lynch International | 2.5 | 10 |
| Morgan Stanley & Co. International | 2.5 | 50 |
| Merrill Lynch International | 2.375 | 10 |
| Merrill Lynch International | 2.25 | 20 |
| UBS AG | 2.25 | 20 |
| Morgan Stanley & Co. International | 2.25 | 50 |
| UBS AG | 2.25 | 5 |
| Merrill Lynch International | 2.125 | 110 |
| Credit Suisse International | 2.125 | 100 |
| The Royal Bank of Scotland PLC | 2 | 150 |
| Morgan Stanley & Co. International | 2 | 50 |
| Barclays Bank PLC | 2 | 20 |
| BNP Paribas | 2 | 20 |
| Merrill Lynch International | 2 | 20 |
| HSBC Bank plc | 2 | 5 |
| Morgan Stanley & Co. International | 2 | 20 |
| Merrill Lynch International | 1.875 | 30 |
| UBS AG | 1.75 | 5 |
| Merrill Lynch International | 1.75 | 30 |
| Merrill Lynch International | 1.625 | 30 |
| Morgan Stanley & Co. International | 1.5 | 100 |
| JPMorgan Chase Bank, N.A. | 1.5 | 50 |
| Merrill Lynch International | 1.5 | 40 |
| Credit Suisse International | 1.5 | 100 |
| UBS AG | 1.5 | 5 |
| HSBC Bank plc | 1.5 | 5 |
| UBS AG | 1.5 | 50 |
| Merrill Lynch International | 1.375 | 50 |
| Merrill Lynch International | 1.25 | 60 |
| Credit Suisse International | 1.25 | 10 |
| Merrill Lynch International | 1.125 | 70 |
| BNP Paribas | 1 | 25 |
| Barclays Bank PLC | 1 | 40 |
| Merrill Lynch International | 1 | 90 |
| Morgan Stanley & Co. International | 1 | 100 |
| Credit Suisse International | 1 | 100 |
| HSBC Bank plc | 0.75 | 10 |
| Credit Suisse International | 0.625 | 10 |
| Morgan Stanley & Co. International | 0.5 | 500 |
| UBS AG | 0.5 | 100 |
| Credit Suisse International | 0.5 | 200 |
| Bank of America, N.A. | 0.25 | 25 |
** 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 Kaupthing banki hf. Subordinated Auction, Thursday 6th November 2008
Final Price: 2.375
On Thursday 6th November 2008 , 14 dealers submitted inside markets, physical settlement requests and limit orders to the Kaupthing banki hf. auction administered by Creditex and Markit to settle trades across the market referencing Kaupthing banki hf. .
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, N.A. | 0.75 | 2.75 | Bank of America, N.A. |
| Barclays Bank PLC | 0.25 | 2.25 | Barclays Bank PLC |
| BNP Paribas | 0.5 | 2.5 | BNP Paribas |
| Citigroup Global Markets Limited | 0.5 | 2.5 | Citigroup Global Markets Limited |
| Credit Suisse International | 0 | 2 | Credit Suisse International |
| Deutsche Bank AG | 1 | 3 | Deutsche Bank AG |
| Dresdner Bank AG | 0.125 | 2.125 | Dresdner Bank AG |
| Goldman Sachs International | 0 | 1 | Goldman Sachs International |
| HSBC Bank plc | 0.25 | 2.25 | HSBC Bank plc |
| JPMorgan Chase Bank, N.A. | 1 | 3 | JPMorgan Chase Bank, N.A. |
| Merrill Lynch International | 0 | 2 | Merrill Lynch International |
| Morgan Stanley & Co. International | 0.5 | 2.5 | Morgan Stanley & Co. International |
| The Royal Bank of Scotland PLC | 0.5 | 2.5 | The Royal Bank of Scotland PLC |
| UBS AG | 0 | 2 | UBS AG |
Inside Market Midpoint: 1.375
Adjustment Amounts
No adjustment amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America, N.A. | Offer | 0 |
| Barclays Bank PLC | Offer | 0 |
| Citigroup Global Markets Limited | Offer | 0 |
| Credit Suisse International | Offer | 18 |
| Deutsche Bank AG | Offer | 0 |
| Dresdner Bank AG | Offer | 33 |
| HSBC Bank plc | Offer | 0 |
| Merrill Lynch International | Offer | 0 |
| Morgan Stanley & Co. International | Offer | 0 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS AG | Offer | 0 |
| BNP Paribas | Bid | 31 |
| Goldman Sachs International | Bid | 9 |
| JPMorgan Chase Bank, N.A. | Bid | 0 |
Net Open Interest: €11 million to sell
| Sum of Buy Physical Requests | €40m |
| Sum of Sell Physical Requests | €51m |
| Sum of Physical Request Trades | €40m |
| Sum of Limit Order Trades | €11m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Credit Suisse International | 2.375^ | 11 |
| Morgan Stanley & Co. International | 2.375^ | 5 |
| JPMorgan Chase Bank, N.A.** | 1.375 | 2 |
| Deutsche Bank AG** | 1 | 2 |
| Bank of America, N.A.** | 0.75 | 2 |
| The Royal Bank of Scotland PLC** | 0.5 | 2 |
| Citigroup Global Markets Limited** | 0.5 | 2 |
| BNP Paribas** | 0.5 | 2 |
| Morgan Stanley & Co. International** | 0.5 | 2 |
| HSBC Bank plc** | 0.25 | 2 |
| Barclays Bank PLC** | 0.25 | 2 |
| Dresdner Bank AG** | 0.125 | 2 |
| Morgan Stanley & Co. International | 0.125 | 5 |
| BNP Paribas | 0.125 | 5 |
| Credit Suisse International** | 0 | 2 |
| UBS AG** | 0 | 2 |
| Goldman Sachs International** | 0 | 2 |
| Merrill Lynch International** | 0 | 2 |
| UBS AG | 0 | 50 |
| Deutsche Bank AG | 0 | 5,000 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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