Georgia Gulf Auction Results, 10th June 2009
Final Results of the Georgia Gulf LCDS Auction, 10th June 2009
Final Price: 83
On 10th June 2009, 10 dealers submitted inside markets, physical settlement requests and limit orders to the Georgia Gulf auction administered by Creditex and Markit to settle trades across the market referencing Georgia Gulf Corporation.
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, N.A. | 81 | 84 | Bank of America, N.A. |
| Barclays Bank PLC | 79.5 | 82.5 | Barclays Bank PLC |
| Citigroup Global Markets Inc. | 79.625 | 82.625 | Citigroup Global Markets Inc. |
| Credit Suisse International | 77 | 80 | Credit Suisse International |
| Deutsche Bank AG | 81 | 84 | Deutsche Bank AG |
| Goldman Sachs Lending Partners, L.P. | 79 | 82 | Goldman Sachs Lending Partners, L.P. |
| J.P. Morgan Securities, Inc. | 79.5 | 82.5 | J.P. Morgan Securities, Inc. |
| Morgan Stanley Senior Funding, Inc. | 78.5 | 81.5 | Morgan Stanley Senior Funding, Inc. |
| The Royal Bank of Scotland PLC | 81 | 84 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 79 | 82 | UBS Securities LLC |
Inside Market Midpoint: 81.125
Adjustment Amounts
Credit Suisse International: $22,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America, N.A. | Offer | 0 |
| Citigroup Global Markets Inc. | Offer | 0 |
| Credit Suisse International | Offer | 0 |
| Deutsche Bank AG | Offer | 0 |
| Goldman Sachs Lending Partners, L.P. | Offer | 0 |
| J.P. Morgan Securities, Inc. | Offer | 0 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS Securities LLC | Offer | 0 |
| Barclays Bank PLC | Bid | 5 |
| Morgan Stanley Senior Funding, Inc. | Bid | 11 |
Net Open Interest: $16 million to buy
| Sum of Buy Physical Requests | $16.0m |
| Sum of Sell Physical Requests | $0.0m |
| Sum of Physical Request Trades | $0.0m |
| Sum of Limit Order Trades | $16.0m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| Credit Suisse International** | 81.125* | 2 |
| Morgan Stanley Senior Funding, Inc.** | 81.5* | 2 |
| Goldman Sachs Lending Partners, L.P.** | 82* | 2 |
| UBS Securities LLC** | 82* | 2 |
| Barclays Bank PLC** | 82.5* | 2 |
| J.P. Morgan Securities, Inc.** | 82.5* | 2 |
| Citigroup Global Markets Inc.** | 82.625* | 2 |
| Goldman Sachs Lending Partners, L.P. | 83^ | 3 |
| Morgan Stanley Senior Funding, Inc. | 83.125 | 2 |
| Bank of America, N.A.** | 84 | 2 |
| Deutsche Bank AG** | 84 | 2 |
| The Royal Bank of Scotland PLC** | 84 | 2 |
| Barclays Bank PLC | 85 | 2 |
| Morgan Stanley Senior Funding, Inc. | 85 | 2 |
| Bank of America, N.A. | 85 | 3 |
| Barclays Bank PLC | 87 | 2 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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