R.H. Donnelley Inc. Auction Results, 24th June 2009
Final Results of the R.H. Donnelley Inc. LCDS Auction, 24th June 2009
Final Price: 78.125
On 24th June 2009, 10 dealers submitted inside markets, physical settlement requests and limit orders to the R.H. Donnelley Inc. auction administered by Creditex and Markit to settle trades across the market referencing R.H. Donnelley Inc..
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, NA | 75.5 | 78.5 | Bank of America, NA |
| Barclays Bank PLC | 76 | 79 | Barclays Bank PLC |
| Citigroup Global Markets Inc. | 75.75 | 78.75 | Citigroup Global Markets Inc. |
| Credit Suisse International | 76 | 79 | Credit Suisse International |
| Deutsche Bank AG | 73.5 | 76.5 | Deutsche Bank AG |
| Goldman Sachs Lending Partners, L.P. | 77.25 | 79.25 | Goldman Sachs Lending Partners, L.P. |
| J.P. Morgan Securities, Inc. | 74 | 77 | J.P. Morgan Securities, Inc. |
| Morgan Stanley Senior Funding, Inc. | 76 | 79 | Morgan Stanley Senior Funding, Inc. |
| The Royal Bank of Scotland PLC | 76 | 79 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 75.5 | 78.5 | UBS Securities LLC |
Inside Market Midpoint: 77.125
Adjustment Amounts
Goldman Sachs Lending Partners, L.P.: $2,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America, NA | Offer | 0 |
| Barclays Bank PLC | Offer | 3 |
| Citigroup Global Markets Inc. | Offer | 0 |
| Credit Suisse International | Offer | 5 |
| Goldman Sachs Lending Partners, L.P. | Offer | 0 |
| Morgan Stanley Senior Funding, Inc. | Offer | 33 |
| The Royal Bank of Scotland PLC | Offer | 12 |
| UBS Securities LLC | Offer | 0 |
| Deutsche Bank AG | Bid | 13 |
| J.P. Morgan Securities, Inc. | Bid | 3 |
Net Open Interest: $37 million to sell
| Sum of Buy Physical Requests | $16.0m |
| Sum of Sell Physical Requests | $53.0m |
| Sum of Physical Request Trades | $16.0m |
| Sum of Limit Order Trades | $37.0m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Barclays Bank PLC | 78.125* | 37 |
| Bank of America, NA | 77.375 | 2 |
| Goldman Sachs Lending Partners, L.P. | 77.25 | 10 |
| Goldman Sachs Lending Partners, L.P.** | 77.125 | 2 |
| Bank of America, NA | 77.125 | 2 |
| Bank of America, NA | 76.875 | 2 |
| Bank of America, NA | 76.625 | 2 |
| Bank of America, NA | 76.375 | 2 |
| Bank of America, NA | 76.125 | 2 |
| Barclays Bank PLC** | 76 | 2 |
| Credit Suisse International** | 76 | 2 |
| Morgan Stanley Senior Funding, Inc.** | 76 | 2 |
| The Royal Bank of Scotland PLC** | 76 | 2 |
| Bank of America, NA | 75.875 | 2 |
| Citigroup Global Markets Inc.** | 75.75 | 2 |
| Bank of America, NA | 75.625 | 2 |
| UBS Securities LLC** | 75.5 | 2 |
| Bank of America, NA** | 75.5 | 2 |
| Bank of America, NA | 75.375 | 2 |
| Morgan Stanley Senior Funding, Inc. | 74 | 30 |
| J.P. Morgan Securities, Inc.** | 74 | 2 |
| Deutsche Bank AG** | 73.5 | 2 |
| J.P. Morgan Securities, Inc. | 73 | 10 |
| The Royal Bank of Scotland PLC | 72 | 5 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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