HLI Operating Company Auction Results, 9th June 2009
Final Results of the HLI Operating Company LCDS Auction, 9th June 2009
Final Price: 9.5
On 9th June 2009, 9 dealers submitted inside markets, physical settlement requests and limit orders to the HLI Operating Company auction administered by Creditex and S&P Global to settle trades across the market referencing HLI Operating Company, Inc..
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 4 | 9 | Barclays Bank PLC |
| Citigroup Global Markets Inc. | 10.375 | 15.375 | Citigroup Global Markets Inc. |
| Credit Suisse International | 5.5 | 10.5 | Credit Suisse International |
| Deutsche Bank AG | 5.5 | 10.5 | Deutsche Bank AG |
| Goldman Sachs Lending Partners, L.P. | 9.5 | 14.5 | Goldman Sachs Lending Partners, L.P. |
| J.P. Morgan Securities, Inc. | 21 | 26 | J.P. Morgan Securities, Inc. |
| Morgan Stanley Senior Funding, Inc. | 6 | 11 | Morgan Stanley Senior Funding, Inc. |
| The Royal Bank of Scotland PLC | 8.5 | 13.5 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 6 | 11 | UBS Securities LLC |
Inside Market Midpoint: 9.625
Adjustment Amounts
J.P. Morgan Securities, Inc.: $227,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 0 |
| Citigroup Global Markets Inc. | Offer | 0 |
| Credit Suisse International | Offer | 0 |
| Deutsche Bank AG | Offer | 0 |
| Goldman Sachs Lending Partners, L.P. | Offer | 0 |
| J.P. Morgan Securities, Inc. | Offer | 0 |
| Morgan Stanley Senior Funding, Inc. | Offer | 7 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS Securities LLC | Offer | 0 |
Net Open Interest: $7 million to sell
| Sum of Buy Physical Requests | $0.0m |
| Sum of Sell Physical Requests | $7.0m |
| Sum of Physical Request Trades | $0.0m |
| Sum of Limit Order Trades | $7.0m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Citigroup Global Markets Inc.** | 10.375* | 2 |
| J.P. Morgan Securities, Inc.** | 9.625* | 2 |
| Barclays Bank PLC | 9.625* | 2 |
| Goldman Sachs Lending Partners, L.P.** | 9.5^ | 2 |
| The Royal Bank of Scotland PLC** | 8.5 | 2 |
| Morgan Stanley Senior Funding, Inc. | 8.5 | 2 |
| Morgan Stanley Senior Funding, Inc. | 8 | 2 |
| The Royal Bank of Scotland PLC | 8 | 7 |
| Morgan Stanley Senior Funding, Inc. | 7 | 2 |
| Deutsche Bank AG | 7 | 7 |
| UBS Securities LLC** | 6 | 2 |
| Morgan Stanley Senior Funding, Inc.** | 6 | 2 |
| Morgan Stanley Senior Funding, Inc. | 6 | 2 |
| Credit Suisse International** | 5.5 | 2 |
| Deutsche Bank AG** | 5.5 | 2 |
| Barclays Bank PLC** | 4 | 2 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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