Bca Monte dei Paschi di Siena S p A Auction Results, 01 November 2017
Auction(s) in respect of Updated 2003 Transactions (Senior and Subordinated Transactions).
Bca Monte dei Paschi di Siena S p A CDS 2003 Bucket 2
Bca Monte dei Paschi di Siena S p A CDS 2003 Bucket 1
Final Results of the Bca Monte dei Paschi di Siena S p A CDS Auction, 01 November 2017
On 01 November 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..
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
| USD/EUR | 0.86003 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 103.5 | 105.5 | Barclays Bank PLC |
| BNP Paribas | 99.0 | 101.0 | BNP Paribas |
| Citigroup Global Markets Limited | 99.0 | 101.0 | Citigroup Global Markets Limited |
| Credit Suisse International | 98.75 | 100.75 | Credit Suisse International |
| Deutsche Bank Aktiengesellschaft | 100.0 | 102.0 | Deutsche Bank Aktiengesellschaft |
| Goldman Sachs International | 99.625 | 101.625 | Goldman Sachs International |
| J.P. Morgan Securities PLC | 99.75 | 101.75 | J.P. Morgan Securities PLC |
| Merrill Lynch International | 99.375 | 101.375 | Merrill Lynch International |
| Morgan Stanley & Co. International PLC | 103.0 | 105.0 | Morgan Stanley & Co. International PLC |
| Societe Generale | 101.0 | 103.0 | Societe Generale |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 0.0 |
| BNP Paribas | Offer | 0.0 |
| Citigroup Global Markets Limited | Offer | 0.0 |
| Credit Suisse International | Offer | 0.0 |
| Deutsche Bank Aktiengesellschaft | Offer | 0.0 |
| Goldman Sachs International | Offer | 0.0 |
| J.P. Morgan Securities PLC | Offer | 5.5 |
| Merrill Lynch International | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Societe Generale | Offer | 0.0 |
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 5.5m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 5.5m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Societe Generale** | 100.75* | 1.0 |
| Morgan Stanley & Co. International PLC** | 100.75* | 1.0 |
| Barclays Bank PLC** | 100.75* | 1.0 |
| Deutsche Bank Aktiengesellschaft** | 100.0* | 1.0 |
| Societe Generale | 99.875^ | 1.5 |
| Societe Generale | 99.875^ | 0.5 |
| J.P. Morgan Securities PLC | 99.75 | 5.5 |
| J.P. Morgan Securities PLC** | 99.75 | 1.0 |
| Goldman Sachs International | 99.75 | 1.0 |
| Societe Generale | 99.75 | 0.5 |
| Goldman Sachs International** | 99.625 | 1.0 |
| Societe Generale | 99.5 | 0.5 |
| Merrill Lynch International** | 99.375 | 1.0 |
| Societe Generale | 99.25 | 1.0 |
| J.P. Morgan Securities PLC | 99.125 | 3.0 |
| Citigroup Global Markets Limited** | 99.0 | 1.0 |
| Societe Generale | 99.0 | 1.0 |
| BNP Paribas** | 99.0 | 1.0 |
| Societe Generale | 98.75 | 1.0 |
| Credit Suisse International** | 98.75 | 1.0 |
| Societe Generale | 98.5 | 1.0 |
| Societe Generale | 98.25 | 0.5 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
topFinal Results of the Bca Monte dei Paschi di Siena S p A CDS Auction, 01 November 2017
On 01 November 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..
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
| USD/EUR | 0.86003 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 103.5 | 105.5 | Barclays Bank PLC |
| BNP Paribas | 99.0 | 101.0 | BNP Paribas |
| Citigroup Global Markets Limited | 99.0 | 101.0 | Citigroup Global Markets Limited |
| Credit Suisse International | 98.75 | 100.75 | Credit Suisse International |
| Deutsche Bank Aktiengesellschaft | 100.0 | 102.0 | Deutsche Bank Aktiengesellschaft |
| Goldman Sachs International | 99.625 | 101.625 | Goldman Sachs International |
| J.P. Morgan Securities PLC | 100.0 | 102.0 | J.P. Morgan Securities PLC |
| Merrill Lynch International | 99.375 | 101.375 | Merrill Lynch International |
| Morgan Stanley & Co. International PLC | 103.0 | 105.0 | Morgan Stanley & Co. International PLC |
| Societe Generale | 101.0 | 103.0 | Societe Generale |
Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 0.0 |
| BNP Paribas | Offer | 0.0 |
| Citigroup Global Markets Limited | Offer | 0.0 |
| Credit Suisse International | Offer | 0.0 |
| Deutsche Bank Aktiengesellschaft | Offer | 0.0 |
| Goldman Sachs International | Offer | 0.0 |
| Merrill Lynch International | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Societe Generale | Offer | 0.0 |
| J.P. Morgan Securities PLC | Bid | 55.05 |
| Sum of Buy Physical Requests | 55.05m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 55.05m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| J.P. Morgan Securities PLC | 100.0* | 55.05 |
| Credit Suisse International** | 100.75 | 1.0 |
| BNP Paribas** | 101.0 | 1.0 |
| Citigroup Global Markets Limited** | 101.0 | 1.0 |
| Merrill Lynch International** | 101.375 | 1.0 |
| Goldman Sachs International** | 101.625 | 1.0 |
| BNP Paribas | 102.0 | 1.0 |
| Deutsche Bank Aktiengesellschaft** | 102.0 | 1.0 |
| J.P. Morgan Securities PLC** | 102.0 | 1.0 |
| Societe Generale** | 103.0 | 1.0 |
| BNP Paribas | 104.5 | 5.0 |
| BNP Paribas | 105.0 | 5.0 |
| Morgan Stanley & Co. International PLC** | 105.0 | 1.0 |
| BNP Paribas | 105.5 | 5.0 |
| Barclays Bank PLC** | 105.5 | 1.0 |
| BNP Paribas | 106.0 | 5.0 |
| Goldman Sachs International | 106.0 | 3.0 |
| BNP Paribas | 106.5 | 5.0 |
| Barclays Bank PLC | 107.5 | 5.0 |
| Barclays Bank PLC | 108.0 | 5.0 |
| Barclays Bank PLC | 110.0 | 10.0 |
| Goldman Sachs International | 110.0 | 3.0 |
| Barclays Bank PLC | 112.0 | 10.0 |
| Barclays Bank PLC | 115.0 | 10.0 |
| Barclays Bank PLC | 130.0 | 14.05 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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