
Yell Limited Auction Results, 15 November 2012
Final Results of the Yell Limited LCDS Auction, 15 November 2012
Final Price: 50
On 15 November 2012, 4 dealers submitted initial markets, physical settlement requests and limit orders to the Yell Limited auction administered by Creditex and Markit to settle trades across the market referencing Yell Limited.
Relevant Currency |
---|
EUR |
Auction Currency Rates | |
---|---|
EUR/EUR | 1.00000 |
EUR/USD | 0.78345 |
The inputs and results are detailed below.
Dealer Initial Markets
Dealer | Bid | Offer | Dealer |
---|---|---|---|
Credit Suisse International | 23.875 | 28.875 | Credit Suisse International |
Goldman Sachs International | 30.0 | 35.0 | Goldman Sachs International |
JPMorgan Chase Bank, N.A. | 32.5 | 37.5 | JPMorgan Chase Bank, N.A. |
Morgan Stanley & Co. International PLC | 28.0 | 33.0 | Morgan Stanley & Co. International PLC |
Initial Market Midpoint: 31.5
Adjustment Amounts
Credit Suisse International
EUR 26,250
Physical Settlement Requests
Dealer | Bid/Offer | Size |
---|---|---|
JPMorgan Chase Bank, N.A. | Offer | 0.0 |
Morgan Stanley & Co. International PLC | Offer | 9.5 |
Credit Suisse International | Bid | 1.0 |
Goldman Sachs International | Bid | 27.0 |
Net Open Interest: EUR 18.5 million to buy
Sum of Buy Physical Requests | 28.0m |
Sum of Sell Physical Requests | 9.5m |
Sum of Physical Request Trades | 9.5m |
Sum of Limit Order Trades | 18.5m |
Limit Orders
Dealer | Offer | Size |
---|---|---|
Credit Suisse International | 30.5* | 5.0 |
Credit Suisse International** | 31.5* | 1.0 |
Morgan Stanley & Co. International PLC** | 33.0* | 1.0 |
Goldman Sachs International** | 35.0* | 1.0 |
JPMorgan Chase Bank, N.A.** | 37.5* | 1.0 |
JPMorgan Chase Bank, N.A. | 42.5* | 3.0 |
Credit Suisse International | 45.0* | 2.0 |
JPMorgan Chase Bank, N.A. | 48.0* | 2.0 |
Morgan Stanley & Co. International PLC | 50.0^ | 5.0 |
Credit Suisse International | 50.0^ | 2.0 |
Morgan Stanley & Co. International PLC | 55.0 | 5.0 |
Credit Suisse International | 55.0 | 2.0 |
Morgan Stanley & Co. International PLC | 60.0 | 5.0 |
Credit Suisse International | 60.0 | 2.0 |
Morgan Stanley & Co. International PLC | 65.0 | 5.0 |
Credit Suisse International | 65.0 | 1.0 |
Goldman Sachs International | 74.875 | 8.0 |
Goldman Sachs International | 84.875 | 3.5 |
Goldman Sachs International | 99.875 | 6.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.