Lehman Brothers
Final Results of the Lehman Brothers Auction, Friday 10th October 2008
Final Price: 8.625
On Friday 10th October 2008, 14 dealers submitted inside markets, physical settlement requests and limit orders to the Lehman Brothers auction administered by Creditex and Markit to settle trades across the market referencing Lehman Brothers.
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Banc of America Securities LLC | 9.5 | 11.5 | Banc of America Securities LLC |
| Barclays Bank PLC | 8 | 10 | Barclays Bank PLC |
| BNP Paribas | 9 | 11 | BNP Paribas |
| Citigroup Global Markets Inc. | 9.25 | 11 | Citigroup Global Markets Inc. |
| Credit Suisse Securities (USA) LLC | 8 | 10 | Credit Suisse Securities (USA) LLC |
| Deutsche Bank AG | 8 | 10 | Deutsche Bank AG |
| Dresdner Bank AG | 9.5 | 11.5 | Dresdner Bank AG |
| Goldman Sachs & Co | 8.875 | 10.875 | Goldman Sachs & Co |
| HSBC Bank USA, National Association | 10 | 12 | HSBC Bank USA, National Association |
| JPMorgan Chase Bank, National Association | 9 | 11 | JPMorgan Chase Bank, National Association |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 8 | 10 | Merrill Lynch, Pierce, Fenner & Smith Incorporated |
| Morgan Stanley & Co. Incorporated | 8.25 | 10.25 | Morgan Stanley & Co. Incorporated |
| The Royal Bank of Scotland PLC | 9.25 | 11.25 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 8.75 | 10.75 | UBS Securities LLC |
Inside Market Midpoint:
9.75
Adjustment Amounts
HSBC Bank USA, National
Association: $12,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 390 |
| Banc of America Securities LLC | Offer | 170 |
| Citigroup Global Markets Inc. | Offer | 574 |
| Credit Suisse Securities (USA) LLC | Offer | 755 |
| Deutsche Bank AG | Offer | 870 |
| Goldman Sachs & Co | Offer | 1470 |
| HSBC Bank USA, National Association | Offer | 187 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | Offer | 141 |
| Morgan Stanley & Co. Incorporated | Offer | 480 |
| The Royal Bank of Scotland PLC | Offer | 191 |
| UBS Securities LLC | Offer | 464 |
| Barclays Bank PLC | Bid | 130 |
| Dresdner Bank AG | Bid | 30 |
| JPMorgan Chase Bank, National Association | Bid | 612 |
Net Open Interest: $4.92 billion to sell
| Sum of Buy Physical Requests | $772m |
| Sum of Sell Physical Requests | $5,692m |
| Sum of Physical Request Trades | $772m |
| Sum of Limit Order Trades | $4,920m |
Limit Orders
Due to the large open interest , the period to enter the limit bids for the Lehman auction was extended until 1:30pm.
| Dealer | Bid | Size |
|---|---|---|
| Goldman Sachs & Co | 10.75* | 50 |
| Morgan Stanley & Co. Incorporated | 10.75* | 50 |
| Goldman Sachs & Co | 10.75* | 100 |
| Credit Suisse Securities (USA) LLC | 10.75* | 50 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 10.25* | 670 |
| Banc of America Securities LLC | 10* | 5 |
| Banc of America Securities LLC | 9.875* | 5 |
| Goldman Sachs & Co | 9.75* | 50 |
| HSBC Bank USA, National Association | 9.75* | 25 |
| Barclays Bank PLC | 9.75* | 200 |
| Barclays Bank PLC | 9.75* | 50 |
| Barclays Bank PLC | 9.75* | 25 |
| Barclays Bank PLC | 9.75* | 200 |
| Barclays Bank PLC | 9.75* | 300 |
| Citigroup Global Markets Inc. | 9.75* | 45 |
| JPMorgan Chase Bank, National Association | 9.75* | 100 |
| JPMorgan Chase Bank, National Association | 9.75* | 100 |
| Goldman Sachs & Co | 9.75* | 625 |
| HSBC Bank USA, National Association** | 9.75* | 5 |
| Banc of America Securities LLC | 9.75* | 5 |
| Banc of America Securities LLC | 9.625* | 5 |
| Goldman Sachs & Co | 9.5* | 10 |
| UBS Securities LLC | 9.5* | 10 |
| UBS Securities LLC | 9.5* | 5 |
| BNP Paribas | 9.5* | 15 |
| Barclays Bank PLC | 9.5* | 5 |
| Dresdner Bank AG** | 9.5* | 5 |
| Banc of America Securities LLC | 9.5* | 5 |
| Banc of America Securities LLC** | 9.5* | 5 |
| UBS Securities LLC | 9.375* | 5 |
| Banc of America Securities LLC | 9.375* | 5 |
| Goldman Sachs & Co | 9.375* | 5 |
| Banc of America Securities LLC | 9.25* | 10 |
| Goldman Sachs & Co | 9.25* | 5 |
| The Royal Bank of Scotland PLC** | 9.25* | 5 |
| UBS Securities LLC | 9.25* | 5 |
| Citigroup Global Markets Inc.** | 9.25* | 5 |
| Goldman Sachs & Co | 9.125* | 5 |
| Citigroup Global Markets Inc. | 9.125* | 500 |
| UBS Securities LLC | 9.125* | 5 |
| Banc of America Securities LLC | 9.125* | 10 |
| UBS Securities LLC | 9* | 200 |
| UBS Securities LLC | 9* | 2 |
| Banc of America Securities LLC | 9* | 10 |
| UBS Securities LLC | 9* | 5 |
| Goldman Sachs & Co | 9* | 20 |
| Goldman Sachs & Co | 9* | 5 |
| JPMorgan Chase Bank, National Association | 9* | 75 |
| Goldman Sachs & Co | 9* | 100 |
| UBS Securities LLC | 9* | 100 |
| Dresdner Bank AG | 9* | 40 |
| BNP Paribas** | 9* | 5 |
| JPMorgan Chase Bank, National Association | 9* | 50 |
| JPMorgan Chase Bank, National Association** | 9* | 5 |
| Goldman Sachs & Co | 8.875* | 5 |
| UBS Securities LLC | 8.875* | 5 |
| Goldman Sachs & Co** | 8.875* | 5 |
| Banc of America Securities LLC | 8.875* | 10 |
| Goldman Sachs & Co | 8.75* | 100 |
| Barclays Bank PLC | 8.75* | 100 |
| UBS Securities LLC | 8.75* | 5 |
| UBS Securities LLC | 8.75* | 25 |
| UBS Securities LLC** | 8.75* | 5 |
| The Royal Bank of Scotland PLC | 8.75* | 155 |
| Goldman Sachs & Co | 8.75* | 5 |
| Barclays Bank PLC | 8.75* | 200 |
| Banc of America Securities LLC | 8.75* | 10 |
| JPMorgan Chase Bank, National Association | 8.625^ | 500 |
| Banc of America Securities LLC | 8.625^ | 10 |
| UBS Securities LLC | 8.625^ | 5 |
| Goldman Sachs & Co | 8.625^ | 5 |
| Barclays Bank PLC | 8.5 | 50 |
| Deutsche Bank AG | 8.5 | 5 |
| UBS Securities LLC | 8.5 | 80 |
| UBS Securities LLC | 8.5 | 5 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 8.5 | 250 |
| Goldman Sachs & Co | 8.5 | 10 |
| Goldman Sachs & Co | 8.5 | 150 |
| Goldman Sachs & Co | 8.5 | 20 |
| Goldman Sachs & Co | 8.5 | 30 |
| Banc of America Securities LLC | 8.5 | 15 |
| JPMorgan Chase Bank, National Association | 8.5 | 50 |
| JPMorgan Chase Bank, National Association | 8.5 | 50 |
| Credit Suisse Securities (USA) LLC | 8.5 | 100 |
| Barclays Bank PLC | 8.5 | 5 |
| Banc of America Securities LLC | 8.375 | 15 |
| Citigroup Global Markets Inc. | 8.375 | 500 |
| UBS Securities LLC | 8.375 | 5 |
| Goldman Sachs & Co | 8.375 | 5 |
| Goldman Sachs & Co | 8.25 | 5 |
| JPMorgan Chase Bank, National Association | 8.25 | 75 |
| JPMorgan Chase Bank, National Association | 8.25 | 150 |
| Deutsche Bank AG | 8.25 | 125 |
| UBS Securities LLC | 8.25 | 250 |
| Morgan Stanley & Co. Incorporated** | 8.25 | 5 |
| UBS Securities LLC | 8.25 | 5 |
| Banc of America Securities LLC | 8.25 | 15 |
| Banc of America Securities LLC | 8.125 | 15 |
| JPMorgan Chase Bank, National Association | 8.125 | 250 |
| Citigroup Global Markets Inc. | 8.125 | 100 |
| Goldman Sachs & Co | 8.125 | 50 |
| Goldman Sachs & Co | 8.125 | 50 |
| UBS Securities LLC | 8.125 | 5 |
| Goldman Sachs & Co | 8.125 | 5 |
| JPMorgan Chase Bank, National Association | 8.125 | 25 |
| Credit Suisse Securities (USA) LLC** | 8 | 5 |
| JPMorgan Chase Bank, National Association | 8 | 50 |
| JPMorgan Chase Bank, National Association | 8 | 10 |
| JPMorgan Chase Bank, National Association | 8 | 50 |
| JPMorgan Chase Bank, National Association | 8 | 10 |
| Banc of America Securities LLC | 8 | 15 |
| Goldman Sachs & Co | 8 | 50 |
| Goldman Sachs & Co | 8 | 100 |
| Goldman Sachs & Co | 8 | 10 |
| Goldman Sachs & Co | 8 | 30 |
| Goldman Sachs & Co | 8 | 20 |
| Goldman Sachs & Co | 8 | 50 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated** | 8 | 5 |
| UBS Securities LLC | 8 | 300 |
| UBS Securities LLC | 8 | 400 |
| UBS Securities LLC | 8 | 5 |
| Deutsche Bank AG** | 8 | 5 |
| Deutsche Bank AG | 8 | 100 |
| Barclays Bank PLC | 8 | 5 |
| Barclays Bank PLC** | 8 | 5 |
| Barclays Bank PLC | 8 | 30 |
| Banc of America Securities LLC | 7.875 | 15 |
| JPMorgan Chase Bank, National Association | 7.875 | 250 |
| Citigroup Global Markets Inc. | 7.75 | 20 |
| Goldman Sachs & Co | 7.75 | 50 |
| Goldman Sachs & Co | 7.75 | 5 |
| UBS Securities LLC | 7.75 | 5 |
| UBS Securities LLC | 7.75 | 100 |
| Deutsche Bank AG | 7.75 | 100 |
| Barclays Bank PLC | 7.75 | 150 |
| Barclays Bank PLC | 7.75 | 150 |
| Banc of America Securities LLC | 7.75 | 65 |
| JPMorgan Chase Bank, National Association | 7.75 | 250 |
| Citigroup Global Markets Inc. | 7.625 | 500 |
| Goldman Sachs & Co | 7.625 | 100 |
| JPMorgan Chase Bank, National Association | 7.625 | 250 |
| Banc of America Securities LLC | 7.625 | 15 |
| UBS Securities LLC | 7.5 | 5 |
| UBS Securities LLC | 7.5 | 10 |
| Goldman Sachs & Co | 7.5 | 10 |
| Goldman Sachs & Co | 7.5 | 5 |
| Goldman Sachs & Co | 7.5 | 20 |
| Goldman Sachs & Co | 7.5 | 30 |
| Banc of America Securities LLC | 7.5 | 265 |
| JPMorgan Chase Bank, National Association | 7.5 | 75 |
| JPMorgan Chase Bank, National Association | 7.5 | 10 |
| JPMorgan Chase Bank, National Association | 7.5 | 100 |
| Banc of America Securities LLC | 7.375 | 15 |
| JPMorgan Chase Bank, National Association | 7.375 | 100 |
| Goldman Sachs & Co | 7.25 | 5 |
| JPMorgan Chase Bank, National Association | 7.25 | 10 |
| Banc of America Securities LLC | 7.25 | 15 |
| JPMorgan Chase Bank, National Association | 7.25 | 150 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 7.25 | 100 |
| UBS Securities LLC | 7.25 | 5 |
| Banc of America Securities LLC | 7.125 | 15 |
| Goldman Sachs & Co | 7.125 | 25 |
| Citigroup Global Markets Inc. | 7.125 | 150 |
| JPMorgan Chase Bank, National Association | 7.125 | 300 |
| Goldman Sachs & Co | 7.125 | 100 |
| JPMorgan Chase Bank, National Association | 7.125 | 50 |
| UBS Securities LLC | 7.125 | 500 |
| Credit Suisse Securities (USA) LLC | 7.125 | 50 |
| JPMorgan Chase Bank, National Association | 7 | 50 |
| Credit Suisse Securities (USA) LLC | 7 | 2 |
| Barclays Bank PLC | 7 | 50 |
| Deutsche Bank AG | 7 | 340 |
| JPMorgan Chase Bank, National Association | 7 | 200 |
| JPMorgan Chase Bank, National Association | 7 | 50 |
| JPMorgan Chase Bank, National Association | 7 | 100 |
| Banc of America Securities LLC | 7 | 15 |
| Goldman Sachs & Co | 7 | 5 |
| Goldman Sachs & Co | 7 | 20 |
| Goldman Sachs & Co | 7 | 15 |
| Goldman Sachs & Co | 7 | 20 |
| Goldman Sachs & Co | 7 | 20 |
| Goldman Sachs & Co | 7 | 60 |
| Goldman Sachs & Co | 7 | 40 |
| UBS Securities LLC | 7 | 100 |
| UBS Securities LLC | 7 | 600 |
| UBS Securities LLC | 7 | 400 |
| UBS Securities LLC | 7 | 5 |
| UBS Securities LLC | 7 | 20 |
| Citigroup Global Markets Inc. | 6.875 | 250 |
| Banc of America Securities LLC | 6.875 | 15 |
| UBS Securities LLC | 6.75 | 100 |
| Banc of America Securities LLC | 6.75 | 90 |
| UBS Securities LLC | 6.75 | 100 |
| Credit Suisse Securities (USA) LLC | 6.75 | 50 |
| Barclays Bank PLC | 6.75 | 150 |
| Deutsche Bank AG | 6.75 | 100 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 6.75 | 50 |
| Goldman Sachs & Co | 6.75 | 100 |
| Citigroup Global Markets Inc. | 6.75 | 50 |
| JPMorgan Chase Bank, National Association | 6.75 | 75 |
| JPMorgan Chase Bank, National Association | 6.625 | 1000 |
| Banc of America Securities LLC | 6.625 | 15 |
| Credit Suisse Securities (USA) LLC | 6.625 | 75 |
| Citigroup Global Markets Inc. | 6.625 | 1540 |
| Goldman Sachs & Co | 6.5 | 20 |
| Goldman Sachs & Co | 6.5 | 40 |
| UBS Securities LLC | 6.5 | 40 |
| JPMorgan Chase Bank, National Association | 6.5 | 100 |
| Banc of America Securities LLC | 6.5 | 15 |
| Banc of America Securities LLC | 6.375 | 15 |
| Citigroup Global Markets Inc. | 6.375 | 25 |
| Citigroup Global Markets Inc. | 6.25 | 33 |
| Banc of America Securities LLC | 6.25 | 15 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 6.25 | 100 |
| JPMorgan Chase Bank, National Association | 6.25 | 100 |
| JPMorgan Chase Bank, National Association | 6.25 | 125 |
| Banc of America Securities LLC | 6.125 | 15 |
| Citigroup Global Markets Inc. | 6.125 | 43 |
| Goldman Sachs & Co | 6.125 | 5 |
| UBS Securities LLC | 6.125 | 15 |
| UBS Securities LLC | 6.125 | 1000 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 6.125 | 50 |
| JPMorgan Chase Bank, National Association | 6.125 | 70 |
| UBS Securities LLC | 6 | 500 |
| UBS Securities LLC | 6 | 50 |
| UBS Securities LLC | 6 | 800 |
| UBS Securities LLC | 6 | 60 |
| Citigroup Global Markets Inc. | 6 | 28 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 6 | 100 |
| Goldman Sachs & Co | 6 | 100 |
| Goldman Sachs & Co | 6 | 100 |
| Goldman Sachs & Co | 6 | 50 |
| Goldman Sachs & Co | 6 | 5 |
| Goldman Sachs & Co | 6 | 60 |
| Goldman Sachs & Co | 6 | 60 |
| Goldman Sachs & Co | 6 | 40 |
| Goldman Sachs & Co | 6 | 20 |
| Banc of America Securities LLC | 6 | 15 |
| JPMorgan Chase Bank, National Association | 6 | 50 |
| JPMorgan Chase Bank, National Association | 6 | 500 |
| JPMorgan Chase Bank, National Association | 6 | 15 |
| JPMorgan Chase Bank, National Association | 6 | 100 |
| JPMorgan Chase Bank, National Association | 6 | 200 |
| JPMorgan Chase Bank, National Association | 6 | 120 |
| JPMorgan Chase Bank, National Association | 6 | 25 |
| Dresdner Bank AG | 6 | 20 |
| Credit Suisse Securities (USA) LLC | 6 | 200 |
| Credit Suisse Securities (USA) LLC | 6 | 1500 |
| Barclays Bank PLC | 6 | 50 |
| Barclays Bank PLC | 6 | 50 |
| Deutsche Bank AG | 6 | 260 |
| Banc of America Securities LLC | 5.875 | 15 |
| Deutsche Bank AG | 5.75 | 100 |
| Citigroup Global Markets Inc. | 5.75 | 56 |
| Banc of America Securities LLC | 5.75 | 25 |
| UBS Securities LLC | 5.625 | 25 |
| Banc of America Securities LLC | 5.625 | 15 |
| Citigroup Global Markets Inc. | 5.625 | 1000 |
| UBS Securities LLC | 5.5 | 80 |
| Goldman Sachs & Co | 5.5 | 20 |
| Goldman Sachs & Co | 5.5 | 400 |
| Goldman Sachs & Co | 5.5 | 30 |
| Deutsche Bank AG | 5.5 | 100 |
| Banc of America Securities LLC | 5.5 | 15 |
| Goldman Sachs & Co | 5.5 | 80 |
| Citigroup Global Markets Inc. | 5.5 | 56 |
| Goldman Sachs & Co | 5.5 | 5 |
| Goldman Sachs & Co | 5.375 | 50 |
| Banc of America Securities LLC | 5.375 | 15 |
| JPMorgan Chase Bank, National Association | 5.25 | 125 |
| JPMorgan Chase Bank, National Association | 5.25 | 200 |
| Credit Suisse Securities (USA) LLC | 5.25 | 50 |
| Banc of America Securities LLC | 5.25 | 15 |
| JPMorgan Chase Bank, National Association | 5.25 | 150 |
| JPMorgan Chase Bank, National Association | 5.25 | 25 |
| JPMorgan Chase Bank, National Association | 5.25 | 50 |
| Citigroup Global Markets Inc. | 5.25 | 50 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 5.25 | 25 |
| Banc of America Securities LLC | 5.125 | 15 |
| Citigroup Global Markets Inc. | 5.125 | 106 |
| JPMorgan Chase Bank, National Association | 5.125 | 150 |
| Goldman Sachs & Co | 5.125 | 5 |
| UBS Securities LLC | 5.125 | 1500 |
| Deutsche Bank AG | 5 | 500 |
| Goldman Sachs & Co | 5 | 100 |
| Goldman Sachs & Co | 5 | 200 |
| Banc of America Securities LLC | 5 | 15 |
| JPMorgan Chase Bank, National Association | 5 | 500 |
| JPMorgan Chase Bank, National Association | 5 | 100 |
| JPMorgan Chase Bank, National Association | 5 | 20 |
| JPMorgan Chase Bank, National Association | 5 | 25 |
| UBS Securities LLC | 5 | 1000 |
| UBS Securities LLC | 5 | 100 |
| UBS Securities LLC | 5 | 20 |
| UBS Securities LLC | 5 | 150 |
| UBS Securities LLC | 5 | 1000 |
| UBS Securities LLC | 5 | 200 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 5 | 72 |
| Goldman Sachs & Co | 5 | 20 |
| Goldman Sachs & Co | 5 | 10 |
| Goldman Sachs & Co | 5 | 100 |
| Goldman Sachs & Co | 5 | 100 |
| Barclays Bank PLC | 5 | 100 |
| Barclays Bank PLC | 5 | 75 |
| Morgan Stanley & Co. Incorporated | 5 | 50 |
| Goldman Sachs & Co | 5 | 66 |
| JPMorgan Chase Bank, National Association | 5 | 15 |
| JPMorgan Chase Bank, National Association | 5 | 200 |
| Banc of America Securities LLC | 4.875 | 15 |
| Banc of America Securities LLC | 4.75 | 15 |
| Citigroup Global Markets Inc. | 4.625 | 1000 |
| JPMorgan Chase Bank, National Association | 4.625 | 150 |
| Banc of America Securities LLC | 4.625 | 15 |
| Goldman Sachs & Co | 4.5 | 100 |
| Banc of America Securities LLC | 4.5 | 15 |
| Citigroup Global Markets Inc. | 4.5 | 84 |
| JPMorgan Chase Bank, National Association | 4.5 | 200 |
| Banc of America Securities LLC | 4.375 | 15 |
| Credit Suisse Securities (USA) LLC | 4.25 | 350 |
| JPMorgan Chase Bank, National Association | 4.25 | 125 |
| JPMorgan Chase Bank, National Association | 4.25 | 150 |
| Banc of America Securities LLC | 4.25 | 15 |
| UBS Securities LLC | 4.125 | 50 |
| JPMorgan Chase Bank, National Association | 4.125 | 100 |
| JPMorgan Chase Bank, National Association | 4.125 | 200 |
| Citigroup Global Markets Inc. | 4.125 | 50 |
| Banc of America Securities LLC | 4.125 | 15 |
| UBS Securities LLC | 4.125 | 1920 |
| JPMorgan Chase Bank, National Association | 4.125 | 150 |
| Goldman Sachs & Co | 4.125 | 5 |
| Barclays Bank PLC | 4 | 100 |
| Goldman Sachs & Co | 4 | 50 |
| Goldman Sachs & Co | 4 | 25 |
| Goldman Sachs & Co | 4 | 5 |
| UBS Securities LLC | 4 | 2000 |
| UBS Securities LLC | 4 | 50 |
| Banc of America Securities LLC | 4 | 15 |
| JPMorgan Chase Bank, National Association | 4 | 1000 |
| Deutsche Bank AG | 4 | 500 |
| JPMorgan Chase Bank, National Association | 4 | 100 |
| Goldman Sachs & Co | 4 | 100 |
| Barclays Bank PLC | 4 | 50 |
| Goldman Sachs & Co | 3.875 | 26 |
| JPMorgan Chase Bank, National Association | 3.75 | 300 |
| Goldman Sachs & Co | 3.75 | 27 |
| JPMorgan Chase Bank, National Association | 3.625 | 150 |
| Goldman Sachs & Co | 3.625 | 28 |
| Citigroup Global Markets Inc. | 3.625 | 1000 |
| Goldman Sachs & Co | 3.5 | 29 |
| Goldman Sachs & Co | 3.375 | 30 |
| Credit Suisse Securities (USA) LLC | 3.25 | 3000 |
| JPMorgan Chase Bank, National Association | 3.25 | 125 |
| JPMorgan Chase Bank, National Association | 3.25 | 500 |
| Goldman Sachs & Co | 3.25 | 31 |
| JPMorgan Chase Bank, National Association | 3.125 | 250 |
| Goldman Sachs & Co | 3.125 | 5 |
| JPMorgan Chase Bank, National Association | 3.125 | 300 |
| Goldman Sachs & Co | 3.125 | 32 |
| UBS Securities LLC | 3.125 | 20 |
| JPMorgan Chase Bank, National Association | 3 | 1000 |
| Goldman Sachs & Co | 3 | 100 |
| UBS Securities LLC | 3 | 3000 |
| UBS Securities LLC | 3 | 50 |
| JPMorgan Chase Bank, National Association | 3 | 1000 |
| Goldman Sachs & Co | 3 | 100 |
| Goldman Sachs & Co | 3 | 33 |
| Barclays Bank PLC | 3 | 50 |
| Credit Suisse Securities (USA) LLC | 3 | 500 |
| Goldman Sachs & Co | 3 | 200 |
| Morgan Stanley & Co. Incorporated | 3 | 150 |
| Goldman Sachs & Co | 2.875 | 35 |
| Goldman Sachs & Co | 2.75 | 36 |
| Citigroup Global Markets Inc. | 2.625 | 5000 |
| Goldman Sachs & Co | 2.625 | 39 |
| JPMorgan Chase Bank, National Association | 2.5 | 10 |
| UBS Securities LLC | 2.5 | 50 |
| Goldman Sachs & Co | 2.5 | 42 |
| UBS Securities LLC | 2.5 | 1000 |
| Goldman Sachs & Co | 2.375 | 46 |
| Credit Suisse Securities (USA) LLC | 2.375 | 4500 |
| Goldman Sachs & Co | 2.25 | 50 |
| JPMorgan Chase Bank, National Association | 2.25 | 1000 |
| JPMorgan Chase Bank, National Association | 2.25 | 300 |
| Citigroup Global Markets Inc. | 2.125 | 500 |
| JPMorgan Chase Bank, National Association | 2.125 | 500 |
| UBS Securities LLC | 2.125 | 50 |
| BNP Paribas | 2.125 | 700 |
| Goldman Sachs & Co | 2.125 | 55 |
| Goldman Sachs & Co | 2 | 66 |
| UBS Securities LLC | 2 | 20 |
| Goldman Sachs & Co | 2 | 200 |
| UBS Securities LLC | 2 | 5000 |
| Credit Suisse Securities (USA) LLC | 1.875 | 4920 |
| Goldman Sachs & Co | 1.875 | 167 |
| Goldman Sachs & Co | 1.75 | 189 |
| JPMorgan Chase Bank, National Association | 1.75 | 2270 |
| Goldman Sachs & Co | 1.625 | 215 |
| Citigroup Global Markets Inc. | 1.625 | 5000 |
| Goldman Sachs & Co | 1.5 | 245 |
| Goldman Sachs & Co | 1.375 | 281 |
| Deutsche Bank AG | 1.375 | 1750 |
| Goldman Sachs & Co | 1.25 | 4920 |
| Goldman Sachs & Co | 1.25 | 325 |
| JPMorgan Chase Bank, National Association | 1.25 | 400 |
| Morgan Stanley & Co. Incorporated | 1.125 | 15 |
| UBS Securities LLC | 1.125 | 100 |
| Goldman Sachs & Co | 1.125 | 381 |
| Citigroup Global Markets Inc. | 1.125 | 1000 |
| JPMorgan Chase Bank, National Association | 1.125 | 1000 |
| JPMorgan Chase Bank, National Association | 1.125 | 400 |
| Morgan Stanley & Co. Incorporated | 1.125 | 90 |
| JPMorgan Chase Bank, National Association | 1 | 500 |
| Goldman Sachs & Co | 1 | 437 |
| UBS Securities LLC | 1 | 5000 |
| JPMorgan Chase Bank, National Association | 1 | 100 |
| Merrill Lynch, Pierce, Fenner & Smith Incorporated | 1 | 10 |
| Dresdner Bank AG | 1 | 50 |
| Goldman Sachs & Co | 1 | 1000 |
| Goldman Sachs & Co | 0.875 | 643 |
| Goldman Sachs & Co | 0.75 | 833 |
| UBS Securities LLC | 0.625 | 100 |
| Goldman Sachs & Co | 0.625 | 1100 |
| UBS Securities LLC | 0.5 | 100 |
| Goldman Sachs & Co | 0.5 | 1500 |
| Goldman Sachs & Co | 0.375 | 2167 |
| UBS Securities LLC | 0.25 | 100 |
| UBS Securities LLC | 0.25 | 4900 |
| BNP Paribas | 0.25 | 300 |
| JPMorgan Chase Bank, National Association | 0.25 | 4000 |
| Goldman Sachs & Co | 0.25 | 3500 |
| Morgan Stanley & Co. Incorporated | 0.125 | 250 |
| Dresdner Bank AG | 0.125 | 100 |
| Goldman Sachs & Co | 0.125 | 1000 |
| Morgan Stanley & Co. Incorporated | 0.125 | 2000 |
| Goldman Sachs & Co | 0.125 | 4000 |
** Limit Orders that were derived from inside markets
* Limit Orders that were filled.
^ Limit Orders that were partially filled.