Thomson (Bankruptcy) Auction Results, 10th December 2009
Final Results of the Thomson (Bankruptcy) CDS Auction, 10th December 2009
Final Price: 77.75
On 10th December 2009, 14 dealers submitted inside markets, physical settlement requests and limit orders to the Thomson (Bankruptcy) auction administered by Creditex and Markit to settle trades across the market referencing Thomson.
The Thomson (Bankruptcy) Deliverable Obligations are denominated in EUR and USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
| EUR/USD | 0.67866 |
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 74 | 78 | Bank of America N.A. |
| Barclays Bank PLC | 74 | 78 | Barclays Bank PLC |
| BNP Paribas | 72 | 76 | BNP Paribas |
| Citigroup Global Markets LTD | 74 | 78 | Citigroup Global Markets LTD |
| Credit Suisse AG | 72 | 76 | Credit Suisse AG |
| Deutsche Bank AG | 75 | 79 | Deutsche Bank AG |
| Goldman Sachs International | 73 | 77 | Goldman Sachs International |
| HSBC Bank PLC | 74 | 78 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 73 | 77 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 74 | 78 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 75 | 79 | Nomura International PLC |
| Société Générale | 71 | 75 | Société Générale |
| The Royal Bank of Scotland PLC | 74.5 | 78.5 | The Royal Bank of Scotland PLC |
| UBS AG | 75 | 79 | UBS AG |
Inside Market Midpoint: 75.75
Adjustment Amounts
No Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America N.A. | Offer | 10 |
| Barclays Bank PLC | Offer | 0 |
| Citigroup Global Markets LTD | Offer | 0 |
| Deutsche Bank AG | Offer | 0 |
| Goldman Sachs International | Offer | 0 |
| JPMorgan Chase Bank N.A. | Offer | 64 |
| Morgan Stanley & Co. International PLC | Offer | 13 |
| Société Générale | Offer | 3.393 |
| UBS AG | Offer | 0 |
| BNP Paribas | Bid | 8 |
| Credit Suisse AG | Bid | 8.5 |
| HSBC Bank PLC | Bid | 5 |
| Nomura International PLC | Bid | 8.358 |
| The Royal Bank of Scotland PLC | Bid | 3.04 |
Net Open Interest: €57.495 million to sell
| Sum of Buy Physical Requests | €32.898m |
| Sum of Sell Physical Requests | €90.393m |
| Sum of Physical Request Trades | €32.898m |
| Sum of Limit Order Trades | €57.495m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Citigroup Global Markets LTD | 77.75^ | 30 |
| Morgan Stanley & Co. International PLC | 77.75^ | 30 |
| The Royal Bank of Scotland PLC | 77.75^ | 15 |
| Deutsche Bank AG | 77.75^ | 15 |
| Citigroup Global Markets LTD | 77.75^ | 10 |
| Bank of America N.A. | 77.75^ | 5 |
| Citigroup Global Markets LTD | 77.75^ | 5 |
| Bank of America N.A. | 77 | 29 |
| Deutsche Bank AG | 77 | 13 |
| Goldman Sachs International | 77 | 10 |
| Goldman Sachs International | 76.875 | 50 |
| Citigroup Global Markets LTD | 76.5 | 10 |
| Morgan Stanley & Co. International PLC | 76 | 5 |
| Deutsche Bank AG** | 75.75 | 2 |
| The Royal Bank of Scotland PLC | 75 | 20 |
| Bank of America N.A. | 75 | 14 |
| Goldman Sachs International | 75 | 13 |
| Bank of America N.A. | 75 | 10 |
| Bank of America N.A. | 75 | 5 |
| Nomura International PLC** | 75 | 2 |
| UBS AG** | 75 | 2 |
| The Royal Bank of Scotland PLC** | 74.5 | 2 |
| Bank of America N.A. | 74 | 14 |
| Barclays Bank PLC** | 74 | 2 |
| HSBC Bank PLC** | 74 | 2 |
| Morgan Stanley & Co. International PLC** | 74 | 2 |
| Bank of America N.A.** | 74 | 2 |
| Citigroup Global Markets LTD** | 74 | 2 |
| Morgan Stanley & Co. International PLC | 73.375 | 5 |
| Credit Suisse AG | 73.125 | 5 |
| The Royal Bank of Scotland PLC | 73 | 12 |
| Bank of America N.A. | 73 | 10 |
| Citigroup Global Markets LTD | 73 | 10 |
| JPMorgan Chase Bank N.A.** | 73 | 2 |
| Goldman Sachs International** | 73 | 2 |
| Bank of America N.A. | 72.75 | 5 |
| Morgan Stanley & Co. International PLC | 72.25 | 3 |
| Goldman Sachs International | 72 | 5 |
| Credit Suisse AG | 72 | 5 |
| BNP Paribas** | 72 | 2 |
| Credit Suisse AG** | 72 | 2 |
| The Royal Bank of Scotland PLC | 71.75 | 15 |
| Goldman Sachs International | 71 | 5 |
| Société Générale** | 71 | 2 |
| Morgan Stanley & Co. International PLC | 70.75 | 4 |
| Citigroup Global Markets LTD | 70.625 | 20 |
| Citigroup Global Markets LTD | 70.5 | 10 |
| The Royal Bank of Scotland PLC | 70.5 | 2 |
| Credit Suisse AG | 70.125 | 5 |
| Morgan Stanley & Co. International PLC | 70.125 | 5 |
| Citigroup Global Markets LTD | 70 | 10 |
| JPMorgan Chase Bank N.A. | 70 | 10 |
| BNP Paribas | 70 | 5 |
| JPMorgan Chase Bank N.A. | 69.25 | 20 |
| Morgan Stanley & Co. International PLC | 69.25 | 4 |
| Goldman Sachs International | 69 | 5 |
| Credit Suisse AG | 69 | 5 |
| JPMorgan Chase Bank N.A. | 68.25 | 10 |
| Goldman Sachs International | 68 | 5 |
| Morgan Stanley & Co. International PLC | 68 | 5 |
| Morgan Stanley & Co. International PLC | 67 | 5 |
| Citigroup Global Markets LTD | 66 | 5 |
| Credit Suisse AG | 66 | 5 |
| Morgan Stanley & Co. International PLC | 66 | 5 |
| Morgan Stanley & Co. International PLC | 65.625 | 5 |
| BNP Paribas | 65 | 5 |
| Morgan Stanley & Co. International PLC | 65 | 5 |
| UBS AG | 65 | 3 |
| Credit Suisse AG | 62 | 10 |
| Credit Suisse AG | 60 | 10 |
| BNP Paribas | 60 | 5 |
| UBS AG | 60 | 3 |
| Nomura International PLC | 60 | 2 |
| Citigroup Global Markets LTD | 58.25 | 30 |
| Credit Suisse AG | 55 | 15 |
| UBS AG | 55 | 3 |
| UBS AG | 50 | 3 |
| UBS AG | 45 | 3 |
| UBS AG | 40 | 5 |
| UBS AG | 35 | 5 |
| UBS AG | 30 | 10 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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