Final Results of the British Vita 1st Lien Auction, 9th February 2009

On 9th February 2009, 9 dealers submitted inside markets, physical settlement requests and limit orders to the British Vita auction administered by Creditex and Markit to settle trades across the market referencing British Vita .

The inputs and results are detailed below.

Dealer Inside Markets

Adjustment Amounts

Physical Settlement Requests

Limit Orders

** Limit Orders that were derived from inside markets.

* Limit Orders that were filled.

^ Limit Orders that were partially filled.

Final Results of the British Vita 2nd Lien Auction, 9th February 2009

On 9th February 2009, 6 dealers submitted inside markets and physical settlement requests to the British Vita auction administered by Creditex and Markit to settle trades across the market referencing British Vita .

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

Adjustment Amounts

Physical Settlement Requests

Limit Orders