R.H. Donnelley Corp. Auction Results, 11th June 2009
Final Results of the R.H. Donnelley Corp. CDS Auction, 11th June 2009
Final Price: 4.875
On 11th June 2009, 11 dealers submitted inside markets, physical settlement requests and limit orders to the R.H. Donnelley Corp. auction administered by Creditex and Markit to settle trades across the market referencing R.H. Donnelley Corporation .
The R.H. Donnelley Corp. 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 |
|---|---|---|---|
| Bank of America / Merrill Lynch | 3.5 | 5.5 | Bank of America / Merrill Lynch |
| Barclays | 3.5 | 5.5 | Barclays |
| BNP Paribas | 4.25 | 6.25 | BNP Paribas |
| Citibank | 3.5 | 5.5 | Citibank |
| Credit Suisse | 4.25 | 6.25 | Credit Suisse |
| Deutsche Bank AG | 4 | 6 | Deutsche Bank AG |
| Goldman Sachs | 3.75 | 5.75 | Goldman Sachs |
| JPMorgan Chase Bank, N.A. | 3.5 | 5.5 | JPMorgan Chase Bank, N.A. |
| Morgan Stanley | 3.5 | 5.5 | Morgan Stanley |
| The Royal Bank of Scotland | 4.5 | 6.5 | The Royal Bank of Scotland |
| UBS | 4.25 | 6.25 | UBS |
Inside Market Midpoint: 4.875
Adjustment Amounts
No adjustment amounts.
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 0 |
| Barclays | Offer | 29.1 |
| Citibank | Offer | 142.5 |
| Credit Suisse | Offer | 1 |
| Deutsche Bank AG | Offer | 0 |
| Goldman Sachs | Offer | 10 |
| Morgan Stanley | Offer | 2 |
| The Royal Bank of Scotland | Offer | 0 |
| UBS | Offer | 0 |
| Bank of America / Merrill Lynch | Bid | 0.7 |
| JPMorgan Chase Bank, N.A. | Bid | 40 |
Net Open Interest: $143.9 million to sell
| Sum of Buy Physical Requests | $40.7m |
| Sum of Sell Physical Requests | $184.6m |
| Sum of Physical Request Trades | $40.7m |
| Sum of Limit Order Trades | $143.9m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Barclays | 5.75* | 40 |
| Barclays | 5.5* | 10 |
| Barclays | 5* | 10 |
| Deutsche Bank AG | 5* | 40 |
| Goldman Sachs | 4.875^ | 10 |
| JPMorgan Chase Bank, N.A. | 4.875^ | 20 |
| Goldman Sachs | 4.875^ | 36 |
| Citibank | 4.625 | 50 |
| The Royal Bank of Scotland** | 4.5 | 2 |
| JPMorgan Chase Bank, N.A. | 4.5 | 10 |
| BNP Paribas** | 4.25 | 2 |
| UBS** | 4.25 | 2 |
| Credit Suisse** | 4.25 | 2 |
| Bank of America / Merrill Lynch | 4.25 | 5 |
| Barclays | 4.125 | 50 |
| Bank of America / Merrill Lynch | 4.125 | 5 |
| Goldman Sachs | 4.125 | 50 |
| Morgan Stanley | 4.125 | 50 |
| Deutsche Bank AG** | 4 | 2 |
| Bank of America / Merrill Lynch | 4 | 5 |
| Barclays | 4 | 10 |
| Credit Suisse | 4 | 5 |
| Barclays | 4 | 50 |
| Morgan Stanley | 4 | 40 |
| Bank of America / Merrill Lynch | 3.875 | 5 |
| Citibank | 3.875 | 75 |
| Goldman Sachs** | 3.75 | 2 |
| Bank of America / Merrill Lynch | 3.75 | 5 |
| Barclays | 3.75 | 100 |
| Morgan Stanley | 3.625 | 93.9 |
| Bank of America / Merrill Lynch | 3.625 | 5 |
| Morgan Stanley | 3.625 | 60 |
| Bank of America / Merrill Lynch** | 3.5 | 2 |
| Morgan Stanley** | 3.5 | 2 |
| Barclays** | 3.5 | 2 |
| JPMorgan Chase Bank, N.A.** | 3.5 | 2 |
| Citibank** | 3.5 | 2 |
| Goldman Sachs | 3.5 | 143 |
| Barclays | 3.5 | 20 |
| Barclays | 3.5 | 143.9 |
| Citibank | 3.5 | 143.9 |
| Bank of America / Merrill Lynch | 3.5 | 5 |
| Bank of America / Merrill Lynch | 3.375 | 10 |
| JPMorgan Chase Bank, N.A. | 3.25 | 20 |
| Bank of America / Merrill Lynch | 3.25 | 10 |
| JPMorgan Chase Bank, N.A. | 3.25 | 50 |
| Bank of America / Merrill Lynch | 3.125 | 10 |
| Bank of America / Merrill Lynch | 3 | 10 |
| JPMorgan Chase Bank, N.A. | 3 | 20 |
| Barclays | 3 | 50 |
| JPMorgan Chase Bank, N.A. | 2.625 | 100 |
| Deutsche Bank AG | 2 | 100 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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