Final Results of the Bca Monte dei Paschi di Siena S p A  CDS Auction, 21 September 2017

On 21 September 2017, 10 dealers submitted initial markets, physical settlement requests and limit orders to the Bca Monte dei Paschi di Siena S p A auction administered by Creditex and S&P Global to settle trades across the market referencing BANCA MONTE DEI PASCHI DI SIENA S.P.A. .

The inputs and results are detailed below.

Dealer Initial Markets

Adjustment Amounts

Physical Settlement Requests

Limit Orders

** Limit Orders that were derived from inside markets.

* Limit Orders that were filled.

^ Limit Orders that were partially filled.