LyondellBasell Auction Results, 16th April 2009
Final Results of the LyondellBasell CDS Auction, 16th April 2009
Final Price: 2
On 16th April 2009, 14 dealers submitted inside markets, physical settlement requests and limit orders to the LyondellBasell auction administered by Creditex and S&P Global to settle trades across the market referencing LyondellBasell Industries AF S.C.A..
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, N.A. | 2.5 | 3.5 | Bank of America, N.A. |
| Barclays Bank PLC | 3 | 4 | Barclays Bank PLC |
| BNP Paribas | 2.875 | 3.875 | BNP Paribas |
| Citigroup Global Markets Limited | 2.75 | 3.75 | Citigroup Global Markets Limited |
| Credit Suisse International | 3 | 4 | Credit Suisse International |
| Deutsche Bank AG | 3 | 4 | Deutsche Bank AG |
| Goldman Sachs International | 2.5 | 3.5 | Goldman Sachs International |
| HSBC Bank plc | 3 | 4 | HSBC Bank plc |
| JP Morgan Chase Bank, N.A. | 2.75 | 3.75 | JP Morgan Chase Bank, N.A. |
| Morgan Stanley & Co International plc | 3 | 4 | Morgan Stanley & Co International plc |
| Nomura International PLC | 3.375 | 4.375 | Nomura International PLC |
| Societe Generale | 2.875 | 3.875 | Societe Generale |
| The Royal Bank of Scotland PLC | 3.25 | 4.25 | The Royal Bank of Scotland PLC |
| UBS AG | 2.875 | 3.875 | UBS AG |
Inside Market Midpoint: 3.375
Adjustment Amounts
No adjustment amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 0 |
| Bank of America, N.A. | Offer | 3 |
| Citigroup Global Markets Limited | Offer | 5 |
| Credit Suisse International | Offer | 21 |
| Deutsche Bank AG | Offer | 138 |
| Goldman Sachs International | Offer | 14.5 |
| HSBC Bank plc | Offer | 10 |
| Morgan Stanley & Co International plc | Offer | 17 |
| Nomura International PLC | Offer | 0 |
| UBS AG | Offer | 1.8 |
| Barclays Bank PLC | Bid | 40 |
| JP Morgan Chase Bank, N.A. | Bid | 47.055 |
| Societe Generale | Bid | 0 |
| The Royal Bank of Scotland PLC | Bid | 28 |
Net Open Interest: €95.245 million to sell
| Sum of Buy Physical Requests | €115.055m |
| Sum of Sell Physical Requests | €210.300m |
| Sum of Physical Request Trades | €115.055m |
| Sum of Limit Order Trades | €95.245m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Nomura International PLC** | 3.375* | 2 |
| The Royal Bank of Scotland PLC** | 3.25* | 2 |
| Goldman Sachs International | 3* | 22 |
| Morgan Stanley & Co International plc** | 3* | 2 |
| Barclays Bank PLC | 3* | 5 |
| Credit Suisse International** | 3* | 2 |
| Morgan Stanley & Co International plc | 3* | 5 |
| Barclays Bank PLC** | 3* | 2 |
| Deutsche Bank AG** | 3* | 2 |
| Deutsche Bank AG | 3* | 10 |
| Nomura International PLC | 3* | 1 |
| HSBC Bank plc** | 3* | 2 |
| Societe Generale** | 2.875* | 2 |
| UBS AG** | 2.875* | 2 |
| BNP Paribas** | 2.875* | 2 |
| Nomura International PLC | 2.75* | 2 |
| JP Morgan Chase Bank, N.A.** | 2.75* | 2 |
| HSBC Bank plc | 2.75* | 2 |
| Citigroup Global Markets Limited** | 2.75* | 2 |
| Bank of America, N.A.** | 2.5* | 2 |
| Goldman Sachs International** | 2.5* | 2 |
| UBS AG | 2.5* | 2 |
| Deutsche Bank AG | 2^ | 10 |
| Barclays Bank PLC | 2^ | 10 |
| Goldman Sachs International | 2^ | 50 |
| JP Morgan Chase Bank, N.A. | 2^ | 20 |
| Barclays Bank PLC | 1.75 | 10 |
| Barclays Bank PLC | 1.5 | 2.5 |
| The Royal Bank of Scotland PLC | 1.5 | 10 |
| Barclays Bank PLC | 1 | 20 |
| The Royal Bank of Scotland PLC | 1 | 10 |
| Goldman Sachs International | 1 | 50 |
| Deutsche Bank AG | 0.5 | 95.245 |
| JP Morgan Chase Bank, N.A. | 0.5 | 70 |
| Barclays Bank PLC | 0.5 | 2.5 |
| Barclays Bank PLC | 0.5 | 20 |
| JP Morgan Chase Bank, N.A. | 0.375 | 95 |
| Morgan Stanley & Co International plc | 0.25 | 10 |
| Morgan Stanley & Co International plc | 0.125 | 11 |
| Morgan Stanley & Co International plc | 0.125 | 50 |
| Morgan Stanley & Co International plc | 0.125 | 20 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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