Thomson (Bankruptcy) Auction Results, 10th December 2009
Final Results of the Thomson (Bankruptcy) CDS Auction, 10th December 2009
Final Price: 77.75
On 10th December 2009, 14 dealers submitted inside markets, physical settlement requests and limit orders to the Thomson (Bankruptcy) auction administered by Creditex and S&P Global to settle trades across the market referencing Thomson.
The Thomson (Bankruptcy) Deliverable Obligations are denominated in EUR and USD.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
| EUR/USD | 0.67866 |
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 74 | 78 | Bank of America N.A. |
| Barclays Bank PLC | 74 | 78 | Barclays Bank PLC |
| BNP Paribas | 72 | 76 | BNP Paribas |
| Citigroup Global Markets LTD | 74 | 78 | Citigroup Global Markets LTD |
| Credit Suisse AG | 72 | 76 | Credit Suisse AG |
| Deutsche Bank AG | 75 | 79 | Deutsche Bank AG |
| Goldman Sachs International | 73 | 77 | Goldman Sachs International |
| HSBC Bank PLC | 74 | 78 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 73 | 77 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 74 | 78 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 75 | 79 | Nomura International PLC |
| Société Générale | 71 | 75 | Société Générale |
| The Royal Bank of Scotland PLC | 74.5 | 78.5 | The Royal Bank of Scotland PLC |
| UBS AG | 75 | 79 | UBS AG |
Inside Market Midpoint: 75.75
Adjustment Amounts
No Adjustment Amounts
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America N.A. | Offer | 10 |
| Barclays Bank PLC | Offer | 0 |
| Citigroup Global Markets LTD | Offer | 0 |
| Deutsche Bank AG | Offer | 0 |
| Goldman Sachs International | Offer | 0 |
| JPMorgan Chase Bank N.A. | Offer | 64 |
| Morgan Stanley & Co. International PLC | Offer | 13 |
| Société Générale | Offer | 3.393 |
| UBS AG | Offer | 0 |
| BNP Paribas | Bid | 8 |
| Credit Suisse AG | Bid | 8.5 |
| HSBC Bank PLC | Bid | 5 |
| Nomura International PLC | Bid | 8.358 |
| The Royal Bank of Scotland PLC | Bid | 3.04 |
Net Open Interest: €57.495 million to sell
| Sum of Buy Physical Requests | €32.898m |
| Sum of Sell Physical Requests | €90.393m |
| Sum of Physical Request Trades | €32.898m |
| Sum of Limit Order Trades | €57.495m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Citigroup Global Markets LTD | 77.75^ | 30 |
| Morgan Stanley & Co. International PLC | 77.75^ | 30 |
| The Royal Bank of Scotland PLC | 77.75^ | 15 |
| Deutsche Bank AG | 77.75^ | 15 |
| Citigroup Global Markets LTD | 77.75^ | 10 |
| Bank of America N.A. | 77.75^ | 5 |
| Citigroup Global Markets LTD | 77.75^ | 5 |
| Bank of America N.A. | 77 | 29 |
| Deutsche Bank AG | 77 | 13 |
| Goldman Sachs International | 77 | 10 |
| Goldman Sachs International | 76.875 | 50 |
| Citigroup Global Markets LTD | 76.5 | 10 |
| Morgan Stanley & Co. International PLC | 76 | 5 |
| Deutsche Bank AG** | 75.75 | 2 |
| The Royal Bank of Scotland PLC | 75 | 20 |
| Bank of America N.A. | 75 | 14 |
| Goldman Sachs International | 75 | 13 |
| Bank of America N.A. | 75 | 10 |
| Bank of America N.A. | 75 | 5 |
| Nomura International PLC** | 75 | 2 |
| UBS AG** | 75 | 2 |
| The Royal Bank of Scotland PLC** | 74.5 | 2 |
| Bank of America N.A. | 74 | 14 |
| Barclays Bank PLC** | 74 | 2 |
| HSBC Bank PLC** | 74 | 2 |
| Morgan Stanley & Co. International PLC** | 74 | 2 |
| Bank of America N.A.** | 74 | 2 |
| Citigroup Global Markets LTD** | 74 | 2 |
| Morgan Stanley & Co. International PLC | 73.375 | 5 |
| Credit Suisse AG | 73.125 | 5 |
| The Royal Bank of Scotland PLC | 73 | 12 |
| Bank of America N.A. | 73 | 10 |
| Citigroup Global Markets LTD | 73 | 10 |
| JPMorgan Chase Bank N.A.** | 73 | 2 |
| Goldman Sachs International** | 73 | 2 |
| Bank of America N.A. | 72.75 | 5 |
| Morgan Stanley & Co. International PLC | 72.25 | 3 |
| Goldman Sachs International | 72 | 5 |
| Credit Suisse AG | 72 | 5 |
| BNP Paribas** | 72 | 2 |
| Credit Suisse AG** | 72 | 2 |
| The Royal Bank of Scotland PLC | 71.75 | 15 |
| Goldman Sachs International | 71 | 5 |
| Société Générale** | 71 | 2 |
| Morgan Stanley & Co. International PLC | 70.75 | 4 |
| Citigroup Global Markets LTD | 70.625 | 20 |
| Citigroup Global Markets LTD | 70.5 | 10 |
| The Royal Bank of Scotland PLC | 70.5 | 2 |
| Credit Suisse AG | 70.125 | 5 |
| Morgan Stanley & Co. International PLC | 70.125 | 5 |
| Citigroup Global Markets LTD | 70 | 10 |
| JPMorgan Chase Bank N.A. | 70 | 10 |
| BNP Paribas | 70 | 5 |
| JPMorgan Chase Bank N.A. | 69.25 | 20 |
| Morgan Stanley & Co. International PLC | 69.25 | 4 |
| Goldman Sachs International | 69 | 5 |
| Credit Suisse AG | 69 | 5 |
| JPMorgan Chase Bank N.A. | 68.25 | 10 |
| Goldman Sachs International | 68 | 5 |
| Morgan Stanley & Co. International PLC | 68 | 5 |
| Morgan Stanley & Co. International PLC | 67 | 5 |
| Citigroup Global Markets LTD | 66 | 5 |
| Credit Suisse AG | 66 | 5 |
| Morgan Stanley & Co. International PLC | 66 | 5 |
| Morgan Stanley & Co. International PLC | 65.625 | 5 |
| BNP Paribas | 65 | 5 |
| Morgan Stanley & Co. International PLC | 65 | 5 |
| UBS AG | 65 | 3 |
| Credit Suisse AG | 62 | 10 |
| Credit Suisse AG | 60 | 10 |
| BNP Paribas | 60 | 5 |
| UBS AG | 60 | 3 |
| Nomura International PLC | 60 | 2 |
| Citigroup Global Markets LTD | 58.25 | 30 |
| Credit Suisse AG | 55 | 15 |
| UBS AG | 55 | 3 |
| UBS AG | 50 | 3 |
| UBS AG | 45 | 3 |
| UBS AG | 40 | 5 |
| UBS AG | 35 | 5 |
| UBS AG | 30 | 10 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
Back to top