NJSC Naftogaz of Ukraine Auction Results, 16th December 2009
Final Results of the NJSC Naftogaz of Ukraine CDS Auction, 16th December 2009
Final Price: 83.5
On 16th December 2009, 13 dealers submitted inside markets, physical settlement requests and limit orders to the NJSC Naftogaz of Ukraine auction administered by Creditex and Markit to settle trades across the market referencing National Joint Stock Company "Naftogaz of Ukraine".
The NJSC Naftogaz of Ukraine Deliverable Obligations are denominated in USD.
| Relevant Currency |
|---|
| USD |
| Auction Currency Rates | |
|---|---|
| USD/USD | 1.00000 |
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 83.5 | 85.5 | Barclays Bank PLC |
| BNP Paribas | 82.5 | 84.5 | BNP Paribas |
| Citigroup Global Markets LTD | 82 | 84 | Citigroup Global Markets LTD |
| Credit Suisse AG | 83.375 | 85.375 | Credit Suisse AG |
| Deutsche Bank AG | 83.25 | 85.25 | Deutsche Bank AG |
| Goldman Sachs International | 83.5 | 85.5 | Goldman Sachs International |
| HSBC Bank PLC | 83.5 | 85.5 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 84.25 | 86.25 | JPMorgan Chase Bank N.A. |
| Merrill Lynch International | 83.75 | 85.75 | Merrill Lynch International |
| Morgan Stanley & Co. International PLC | 83.25 | 85.25 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 81 | 83 | Nomura International PLC |
| The Royal Bank of Scotland PLC | 83 | 85 | The Royal Bank of Scotland PLC |
| UBS AG | 82.75 | 84.75 | UBS AG |
Inside Market Midpoint: 84.125
Adjustment Amounts
JPMorgan Chase Bank N.A.: $2,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 0 |
| Barclays Bank PLC | Offer | 0 |
| Credit Suisse AG | Offer | 116.3 |
| Deutsche Bank AG | Offer | 213.545 |
| Nomura International PLC | Offer | 0 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS AG | Offer | 0 |
| Citigroup Global Markets LTD | Bid | 4.4 |
| Goldman Sachs International | Bid | 40 |
| HSBC Bank PLC | Bid | 25 |
| JPMorgan Chase Bank N.A. | Bid | 90.8 |
| Merrill Lynch International | Bid | 24 |
| Morgan Stanley & Co. International PLC | Bid | 10 |
Net Open Interest: $135.645 million to sell
| Sum of Buy Physical Requests | $194.200m |
| Sum of Sell Physical Requests | $329.845m |
| Sum of Physical Request Trades | $194.200m |
| Sum of Limit Order Trades | $135.645m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| JPMorgan Chase Bank N.A. | 85.125* | 57 |
| Deutsche Bank AG | 85.125* | 5 |
| JPMorgan Chase Bank N.A. | 84.125* | 10 |
| Deutsche Bank AG | 84.125* | 5 |
| JPMorgan Chase Bank N.A.** | 84.125* | 2 |
| Credit Suisse AG | 83.875* | 13.3 |
| Merrill Lynch International | 83.875* | 3.5 |
| Merrill Lynch International** | 83.75* | 2 |
| Barclays Bank PLC | 83.75* | 2 |
| Merrill Lynch International | 83.75* | 1 |
| Deutsche Bank AG | 83.625* | 20 |
| Credit Suisse AG | 83.625* | 5 |
| Barclays Bank PLC | 83.625* | 1.5 |
| JPMorgan Chase Bank N.A. | 83.5^ | 10 |
| Deutsche Bank AG | 83.5^ | 5 |
| Goldman Sachs International** | 83.5^ | 2 |
| HSBC Bank PLC** | 83.5^ | 2 |
| Barclays Bank PLC** | 83.5^ | 2 |
| Merrill Lynch International | 83.5^ | 1 |
| Credit Suisse AG** | 83.375 | 2 |
| Barclays Bank PLC | 83.375 | 1.5 |
| Goldman Sachs International | 83.25 | 5 |
| Deutsche Bank AG** | 83.25 | 2 |
| Morgan Stanley & Co. International PLC** | 83.25 | 2 |
| Merrill Lynch International | 83.25 | 2 |
| Barclays Bank PLC | 83.125 | 10 |
| JPMorgan Chase Bank N.A. | 83.125 | 5 |
| Credit Suisse AG | 83.125 | 5 |
| Barclays Bank PLC | 83.125 | 2 |
| Deutsche Bank AG | 83 | 10 |
| Morgan Stanley & Co. International PLC | 83 | 3 |
| The Royal Bank of Scotland PLC** | 83 | 2 |
| Citigroup Global Markets LTD | 83 | 2 |
| Merrill Lynch International | 83 | 2 |
| Credit Suisse AG | 82.875 | 10 |
| Goldman Sachs International | 82.75 | 20 |
| UBS AG** | 82.75 | 2 |
| Merrill Lynch International | 82.625 | 2 |
| Credit Suisse AG | 82.5 | 7 |
| BNP Paribas** | 82.5 | 2 |
| Credit Suisse AG | 82.25 | 26.75 |
| Credit Suisse AG | 82.125 | 13 |
| Morgan Stanley & Co. International PLC | 82.125 | 5 |
| Deutsche Bank AG | 82.125 | 5 |
| JPMorgan Chase Bank N.A. | 82.125 | 5 |
| Merrill Lynch International | 82.125 | 5 |
| Barclays Bank PLC | 82.125 | 5 |
| Morgan Stanley & Co. International PLC | 82.125 | 1 |
| Deutsche Bank AG | 82 | 5 |
| Citigroup Global Markets LTD** | 82 | 2 |
| Citigroup Global Markets LTD | 82 | 2 |
| JPMorgan Chase Bank N.A. | 82 | 2 |
| Credit Suisse AG | 81.875 | 10 |
| Goldman Sachs International | 81.75 | 5 |
| Barclays Bank PLC | 81.625 | 19.25 |
| Morgan Stanley & Co. International PLC | 81.625 | 6 |
| Citigroup Global Markets LTD | 81.5 | 2 |
| Goldman Sachs International | 81.375 | 5 |
| Credit Suisse AG | 81.25 | 10 |
| Barclays Bank PLC | 81.125 | 10 |
| Morgan Stanley & Co. International PLC | 81.125 | 5 |
| Nomura International PLC | 81.125 | 2 |
| Morgan Stanley & Co. International PLC | 81.125 | 1 |
| Morgan Stanley & Co. International PLC | 81.125 | 1 |
| Credit Suisse AG | 81 | 10 |
| HSBC Bank PLC | 81 | 5 |
| Nomura International PLC** | 81 | 2 |
| Citigroup Global Markets LTD | 81 | 2 |
| Credit Suisse AG | 80.5 | 20.5 |
| Merrill Lynch International | 80.5 | 20 |
| Deutsche Bank AG | 80.5 | 13.13 |
| Citigroup Global Markets LTD | 80.25 | 2 |
| Nomura International PLC | 80.125 | 10 |
| Nomura International PLC | 80.125 | 10 |
| Nomura International PLC | 80.125 | 10 |
| Credit Suisse AG | 80.125 | 10 |
| Morgan Stanley & Co. International PLC | 80.125 | 3 |
| Morgan Stanley & Co. International PLC | 80.125 | 1 |
| Goldman Sachs International | 80 | 10 |
| HSBC Bank PLC | 80 | 5 |
| Citigroup Global Markets LTD | 80 | 3 |
| Deutsche Bank AG | 80 | 1 |
| Credit Suisse AG | 79.5 | 3 |
| Barclays Bank PLC | 79.375 | 5.25 |
| Morgan Stanley & Co. International PLC | 79.125 | 1 |
| Citigroup Global Markets LTD | 79 | 2 |
| Deutsche Bank AG | 79 | 1 |
| Credit Suisse AG | 78.5 | 2 |
| Nomura International PLC | 78.125 | 25 |
| Nomura International PLC | 78.125 | 10 |
| Nomura International PLC | 78.125 | 10 |
| Morgan Stanley & Co. International PLC | 78.125 | 1 |
| Citigroup Global Markets LTD | 78 | 5 |
| Deutsche Bank AG | 78 | 1 |
| Barclays Bank PLC | 77.375 | 5.25 |
| Deutsche Bank AG | 77.125 | 26.75 |
| Citigroup Global Markets LTD | 77 | 4 |
| Deutsche Bank AG | 77 | 1 |
| Nomura International PLC | 76.125 | 5 |
| Citigroup Global Markets LTD | 76 | 5 |
| Deutsche Bank AG | 75 | 10 |
| Nomura International PLC | 74.125 | 10 |
| Barclays Bank PLC | 72.375 | 20 |
| Nomura International PLC | 71.125 | 25 |
| Nomura International PLC | 71.125 | 15 |
| Credit Suisse AG | 71 | 6 |
| Deutsche Bank AG | 70 | 10 |
| Credit Suisse AG | 70 | 10 |
| Credit Suisse AG | 65 | 10 |
| Credit Suisse AG | 62 | 1 |
| Deutsche Bank AG | 60 | 20 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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