Dex Media East Auction Results, 24th June 2009
Final Results of the Dex Media East LCDS Auction, 24th June 2009
Final Price: 77.25
On 24th June 2009, 10 dealers submitted inside markets, physical settlement requests and limit orders to the Dex Media East auction administered by Creditex and Markit to settle trades across the market referencing Dex Media East LLC .
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, NA | 74.5 | 77.5 | Bank of America, NA |
| Barclays Bank PLC | 75.5 | 78.5 | Barclays Bank PLC |
| Citigroup Global Markets Inc. | 75.125 | 78.125 | Citigroup Global Markets Inc. |
| Credit Suisse International | 74.25 | 77.25 | Credit Suisse International |
| Deutsche Bank AG | 74.5 | 77.5 | Deutsche Bank AG |
| Goldman Sachs Lending Partners, L.P. | 76 | 78 | Goldman Sachs Lending Partners, L.P. |
| J.P. Morgan Securities, Inc. | 72.5 | 75.5 | J.P. Morgan Securities, Inc. |
| Morgan Stanley Senior Funding, Inc. | 75.5 | 78.5 | Morgan Stanley Senior Funding, Inc. |
| The Royal Bank of Scotland PLC | 75.5 | 78.5 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 74 | 77 | UBS Securities LLC |
Inside Market Midpoint: 76.375
Adjustment Amounts
No adjustment amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America, NA | Offer | 0 |
| Barclays Bank PLC | Offer | 5 |
| Citigroup Global Markets Inc. | Offer | 0 |
| Credit Suisse International | Offer | 0 |
| Deutsche Bank AG | Offer | 0 |
| Goldman Sachs Lending Partners, L.P. | Offer | 3 |
| J.P. Morgan Securities, Inc. | Offer | 0 |
| Morgan Stanley Senior Funding, Inc. | Offer | 9 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS Securities LLC | Offer | 0 |
Net Open Interest: $17 million to sell
| Sum of Buy Physical Requests | $0.0m |
| Sum of Sell Physical Requests | $17.0m |
| Sum of Physical Request Trades | $0.0m |
| Sum of Limit Order Trades | $17.0m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| J.P. Morgan Securities, Inc. | 77.25* | 17 |
| Goldman Sachs Lending Partners, L.P.** | 76.375 | 2 |
| Bank of America, NA | 75.875 | 2 |
| Bank of America, NA | 75.625 | 2 |
| Barclays Bank PLC** | 75.5 | 2 |
| The Royal Bank of Scotland PLC** | 75.5 | 2 |
| Morgan Stanley Senior Funding, Inc.** | 75.5 | 2 |
| Morgan Stanley Senior Funding, Inc. | 75.375 | 5 |
| Bank of America, NA | 75.375 | 2 |
| Bank of America, NA | 75.125 | 2 |
| Citigroup Global Markets Inc.** | 75.125 | 2 |
| Bank of America, NA | 74.625 | 2 |
| Bank of America, NA** | 74.5 | 2 |
| Deutsche Bank AG** | 74.5 | 2 |
| Credit Suisse International** | 74.25 | 2 |
| UBS Securities LLC** | 74 | 2 |
| Morgan Stanley Senior Funding, Inc. | 73.375 | 17 |
| The Royal Bank of Scotland PLC | 72.5 | 5 |
| J.P. Morgan Securities, Inc.** | 72.5 | 2 |
| Barclays Bank PLC | 72 | 2 |
| Barclays Bank PLC | 70 | 2 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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