R.H. Donnelley Corp. Auction Results, 11th June 2009
Final Results of the R.H. Donnelley Corp. CDS Auction, 11th June 2009
Final Price: 4.875
On 11th June 2009, 11 dealers submitted inside markets, physical settlement requests and limit orders to the R.H. Donnelley Corp. auction administered by Creditex and S&P Global to settle trades across the market referencing R.H. Donnelley Corporation .
The R.H. Donnelley Corp. Deliverable Obligations are denominated in USD.
| Relevant Currency |
|---|
| USD |
| Auction Currency Rates | |
|---|---|
| USD/USD | 1.00000 |
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America / Merrill Lynch | 3.5 | 5.5 | Bank of America / Merrill Lynch |
| Barclays | 3.5 | 5.5 | Barclays |
| BNP Paribas | 4.25 | 6.25 | BNP Paribas |
| Citibank | 3.5 | 5.5 | Citibank |
| Credit Suisse | 4.25 | 6.25 | Credit Suisse |
| Deutsche Bank AG | 4 | 6 | Deutsche Bank AG |
| Goldman Sachs | 3.75 | 5.75 | Goldman Sachs |
| JPMorgan Chase Bank, N.A. | 3.5 | 5.5 | JPMorgan Chase Bank, N.A. |
| Morgan Stanley | 3.5 | 5.5 | Morgan Stanley |
| The Royal Bank of Scotland | 4.5 | 6.5 | The Royal Bank of Scotland |
| UBS | 4.25 | 6.25 | UBS |
Inside Market Midpoint: 4.875
Adjustment Amounts
No adjustment amounts.
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 0 |
| Barclays | Offer | 29.1 |
| Citibank | Offer | 142.5 |
| Credit Suisse | Offer | 1 |
| Deutsche Bank AG | Offer | 0 |
| Goldman Sachs | Offer | 10 |
| Morgan Stanley | Offer | 2 |
| The Royal Bank of Scotland | Offer | 0 |
| UBS | Offer | 0 |
| Bank of America / Merrill Lynch | Bid | 0.7 |
| JPMorgan Chase Bank, N.A. | Bid | 40 |
Net Open Interest: $143.9 million to sell
| Sum of Buy Physical Requests | $40.7m |
| Sum of Sell Physical Requests | $184.6m |
| Sum of Physical Request Trades | $40.7m |
| Sum of Limit Order Trades | $143.9m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Barclays | 5.75* | 40 |
| Barclays | 5.5* | 10 |
| Barclays | 5* | 10 |
| Deutsche Bank AG | 5* | 40 |
| Goldman Sachs | 4.875^ | 10 |
| JPMorgan Chase Bank, N.A. | 4.875^ | 20 |
| Goldman Sachs | 4.875^ | 36 |
| Citibank | 4.625 | 50 |
| The Royal Bank of Scotland** | 4.5 | 2 |
| JPMorgan Chase Bank, N.A. | 4.5 | 10 |
| BNP Paribas** | 4.25 | 2 |
| UBS** | 4.25 | 2 |
| Credit Suisse** | 4.25 | 2 |
| Bank of America / Merrill Lynch | 4.25 | 5 |
| Barclays | 4.125 | 50 |
| Bank of America / Merrill Lynch | 4.125 | 5 |
| Goldman Sachs | 4.125 | 50 |
| Morgan Stanley | 4.125 | 50 |
| Deutsche Bank AG** | 4 | 2 |
| Bank of America / Merrill Lynch | 4 | 5 |
| Barclays | 4 | 10 |
| Credit Suisse | 4 | 5 |
| Barclays | 4 | 50 |
| Morgan Stanley | 4 | 40 |
| Bank of America / Merrill Lynch | 3.875 | 5 |
| Citibank | 3.875 | 75 |
| Goldman Sachs** | 3.75 | 2 |
| Bank of America / Merrill Lynch | 3.75 | 5 |
| Barclays | 3.75 | 100 |
| Morgan Stanley | 3.625 | 93.9 |
| Bank of America / Merrill Lynch | 3.625 | 5 |
| Morgan Stanley | 3.625 | 60 |
| Bank of America / Merrill Lynch** | 3.5 | 2 |
| Morgan Stanley** | 3.5 | 2 |
| Barclays** | 3.5 | 2 |
| JPMorgan Chase Bank, N.A.** | 3.5 | 2 |
| Citibank** | 3.5 | 2 |
| Goldman Sachs | 3.5 | 143 |
| Barclays | 3.5 | 20 |
| Barclays | 3.5 | 143.9 |
| Citibank | 3.5 | 143.9 |
| Bank of America / Merrill Lynch | 3.5 | 5 |
| Bank of America / Merrill Lynch | 3.375 | 10 |
| JPMorgan Chase Bank, N.A. | 3.25 | 20 |
| Bank of America / Merrill Lynch | 3.25 | 10 |
| JPMorgan Chase Bank, N.A. | 3.25 | 50 |
| Bank of America / Merrill Lynch | 3.125 | 10 |
| Bank of America / Merrill Lynch | 3 | 10 |
| JPMorgan Chase Bank, N.A. | 3 | 20 |
| Barclays | 3 | 50 |
| JPMorgan Chase Bank, N.A. | 2.625 | 100 |
| Deutsche Bank AG | 2 | 100 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
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