Final Results of the Hellenic Republic CDS Auction, 19 March 2012
Final Price: 21.5
On 19 March 2012, 14 dealers submitted initial markets, physical settlement requests and limit orders to the Hellenic Republic auction administered by Creditex and Markit to settle trades across the market referencing Hellenic Republic.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/CHF | 0.82881 |
| EUR/EUR | 1.00000 |
| EUR/GBP | 1.20294 |
| EUR/JPY | 0.00911 |
| EUR/USD | 0.75924 |
The inputs and results are detailed below.
Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America N.A. | 21.625 | 23.625 | Bank of America N.A. |
| Barclays Bank PLC | 21.0 | 23.0 | Barclays Bank PLC |
| BNP Paribas | 20.75 | 22.75 | BNP Paribas |
| Citigroup Global Markets Limited | 20.5 | 22.5 | Citigroup Global Markets Limited |
| Credit Suisse International | 20.25 | 22.25 | Credit Suisse International |
| Deutsche Bank AG | 20.25 | 22.25 | Deutsche Bank AG |
| Goldman Sachs International | 21.125 | 23.125 | Goldman Sachs International |
| HSBC Bank PLC | 20.25 | 22.25 | HSBC Bank PLC |
| JPMorgan Chase Bank N.A. | 21.25 | 23.25 | JPMorgan Chase Bank N.A. |
| Morgan Stanley & Co. International PLC | 21.0 | 23.0 | Morgan Stanley & Co. International PLC |
| Nomura International PLC | 20.0 | 22.0 | Nomura International PLC |
| Société Générale | 21.0 | 23.0 | Société Générale |
| The Royal Bank of Scotland PLC | 22.0 | 24.0 | The Royal Bank of Scotland PLC |
| UBS AG | 20.5 | 22.5 | UBS AG |
Initial Market Midpoint: 21.75
Adjustment Amounts
The Royal Bank of Scotland PLC EUR 12,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 158.0 |
| Citigroup Global Markets Limited | Offer | 111.1 |
| Credit Suisse International | Offer | 0.0 |
| Deutsche Bank AG | Offer | 12.55 |
| Goldman Sachs International | Offer | 18.0 |
| HSBC Bank PLC | Offer | 332.0 |
| Nomura International PLC | Offer | 6.3 |
| Société Générale | Offer | 5.0 |
| The Royal Bank of Scotland PLC | Offer | 5.0 |
| Bank of America N.A. | Bid | 17.0 |
| Barclays Bank PLC | Bid | 24.3 |
| JPMorgan Chase Bank N.A. | Bid | 17.85 |
| Morgan Stanley & Co. International PLC | Bid | 236.55 |
| UBS AG | Bid | 60.65 |
Net Open Interest: EUR 291.6 million to sell
| Sum of Buy Physical Requests | 356.35m |
| Sum of Sell Physical Requests | 647.95m |
| Sum of Physical Request Trades | 356.35m |
| Sum of Limit Order Trades | 291.6m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| JPMorgan Chase Bank N.A. | 22.75* | 50.0 |
| Deutsche Bank AG | 22.75* | 19.5 |
| Citigroup Global Markets Limited | 22.75* | 10.0 |
| Credit Suisse International | 22.75* | 5.0 |
| Credit Suisse International | 22.125* | 5.0 |
| Citigroup Global Markets Limited | 21.75* | 50.0 |
| Barclays Bank PLC | 21.75* | 10.0 |
| The Royal Bank of Scotland PLC** | 21.75* | 5.0 |
| Barclays Bank PLC | 21.625* | 30.0 |
| Bank of America N.A.** | 21.625* | 5.0 |
| HSBC Bank PLC | 21.5^ | 60.0 |
| Barclays Bank PLC | 21.5^ | 60.0 |
| JPMorgan Chase Bank N.A. | 21.375 | 20.0 |
| Credit Suisse International | 21.375 | 5.0 |
| JPMorgan Chase Bank N.A.** | 21.25 | 5.0 |
| UBS AG | 21.25 | 1.0 |
| Goldman Sachs International** | 21.125 | 5.0 |
| Citigroup Global Markets Limited | 21.0 | 50.0 |
| Bank of America N.A. | 21.0 | 50.0 |
| Citigroup Global Markets Limited | 21.0 | 50.0 |
| Nomura International PLC | 21.0 | 25.0 |
| Credit Suisse International | 21.0 | 15.0 |
| HSBC Bank PLC | 21.0 | 10.0 |
| Barclays Bank PLC** | 21.0 | 5.0 |
| Société Générale** | 21.0 | 5.0 |
| Morgan Stanley & Co. International PLC** | 21.0 | 5.0 |
| Credit Suisse International | 21.0 | 3.5 |
| UBS AG | 20.75 | 25.0 |
| BNP Paribas** | 20.75 | 5.0 |
| HSBC Bank PLC | 20.625 | 15.0 |
| Credit Suisse International | 20.625 | 10.0 |
| UBS AG | 20.5 | 100.0 |
| Citigroup Global Markets Limited | 20.5 | 40.0 |
| Citigroup Global Markets Limited** | 20.5 | 5.0 |
| UBS AG** | 20.5 | 5.0 |
| Credit Suisse International | 20.375 | 10.5 |
| Credit Suisse International | 20.375 | 5.0 |
| Bank of America N.A. | 20.25 | 25.0 |
| Credit Suisse International** | 20.25 | 5.0 |
| Deutsche Bank AG** | 20.25 | 5.0 |
| HSBC Bank PLC** | 20.25 | 5.0 |
| UBS AG | 20.125 | 100.0 |
| Credit Suisse International | 20.125 | 25.0 |
| HSBC Bank PLC | 20.125 | 25.0 |
| Goldman Sachs International | 20.125 | 10.0 |
| Deutsche Bank AG | 20.125 | 10.0 |
| BNP Paribas | 20.125 | 5.0 |
| BNP Paribas | 20.125 | 2.0 |
| UBS AG | 20.0 | 75.0 |
| Citigroup Global Markets Limited | 20.0 | 50.0 |
| Citigroup Global Markets Limited | 20.0 | 40.0 |
| Barclays Bank PLC | 20.0 | 25.0 |
| Nomura International PLC | 20.0 | 25.0 |
| UBS AG | 20.0 | 12.0 |
| Deutsche Bank AG | 20.0 | 10.0 |
| Nomura International PLC** | 20.0 | 5.0 |
| Goldman Sachs International | 20.0 | 4.0 |
| HSBC Bank PLC | 19.625 | 25.0 |
| Credit Suisse International | 19.625 | 25.0 |
| Credit Suisse International | 19.625 | 5.0 |
| Goldman Sachs International | 19.625 | 2.0 |
| Bank of America N.A. | 19.5 | 50.0 |
| HSBC Bank PLC | 19.5 | 30.0 |
| Credit Suisse International | 19.375 | 5.0 |
| Barclays Bank PLC | 19.25 | 38.0 |
| Credit Suisse International | 19.125 | 40.0 |
| HSBC Bank PLC | 19.125 | 35.0 |
| BNP Paribas | 19.125 | 10.0 |
| Goldman Sachs International | 19.125 | 10.0 |
| BNP Paribas | 19.125 | 5.0 |
| UBS AG | 19.0 | 100.0 |
| Nomura International PLC | 19.0 | 14.0 |
| UBS AG | 19.0 | 12.0 |
| Deutsche Bank AG | 19.0 | 12.0 |
| Morgan Stanley & Co. International PLC | 19.0 | 12.0 |
| Credit Suisse International | 18.625 | 40.0 |
| HSBC Bank PLC | 18.625 | 35.0 |
| Credit Suisse International | 18.625 | 5.0 |
| Bank of America N.A. | 18.5 | 75.0 |
| Credit Suisse International | 18.375 | 5.0 |
| Nomura International PLC | 18.25 | 20.0 |
| BNP Paribas | 18.125 | 12.0 |
| BNP Paribas | 18.125 | 10.0 |
| Goldman Sachs International | 18.125 | 10.0 |
| Goldman Sachs International | 18.125 | 1.0 |
| UBS AG | 18.0 | 116.0 |
| UBS AG | 18.0 | 100.0 |
| Nomura International PLC | 18.0 | 14.0 |
| UBS AG | 18.0 | 12.0 |
| Morgan Stanley & Co. International PLC | 18.0 | 12.0 |
| Deutsche Bank AG | 18.0 | 12.0 |
| JPMorgan Chase Bank N.A. | 18.0 | 10.0 |
| JPMorgan Chase Bank N.A. | 18.0 | 10.0 |
| Goldman Sachs International | 18.0 | 5.0 |
| Bank of America N.A. | 17.5 | 91.6 |
| HSBC Bank PLC | 17.5 | 40.0 |
| BNP Paribas | 17.125 | 10.0 |
| Goldman Sachs International | 17.125 | 1.0 |
| Deutsche Bank AG | 17.0 | 150.0 |
| UBS AG | 17.0 | 100.0 |
| Nomura International PLC | 17.0 | 14.0 |
| UBS AG | 17.0 | 12.0 |
| Morgan Stanley & Co. International PLC | 17.0 | 12.0 |
| Deutsche Bank AG | 17.0 | 12.0 |
| JPMorgan Chase Bank N.A. | 17.0 | 10.0 |
| BNP Paribas | 16.125 | 10.0 |
| Goldman Sachs International | 16.125 | 1.0 |
| UBS AG | 16.0 | 91.6 |
| JPMorgan Chase Bank N.A. | 16.0 | 10.0 |
| Goldman Sachs International | 16.0 | 5.0 |
| HSBC Bank PLC | 15.5 | 50.0 |
| UBS AG | 15.0 | 100.0 |
| Nomura International PLC | 15.0 | 50.0 |
| JPMorgan Chase Bank N.A. | 15.0 | 20.0 |
| Citigroup Global Markets Limited | 15.0 | 15.0 |
| JPMorgan Chase Bank N.A. | 15.0 | 10.0 |
| Goldman Sachs International | 15.0 | 6.0 |
| Barclays Bank PLC | 14.0 | 25.0 |
| Citigroup Global Markets Limited | 13.5 | 15.0 |
| Morgan Stanley & Co. International PLC | 12.625 | 50.0 |
| Barclays Bank PLC | 12.5 | 50.0 |
| Citigroup Global Markets Limited | 12.0 | 20.0 |
| Goldman Sachs International | 12.0 | 10.0 |
| Goldman Sachs International | 11.125 | 5.0 |
| Morgan Stanley & Co. International PLC | 10.625 | 50.0 |
| JPMorgan Chase Bank N.A. | 8.0 | 10.0 |
| JPMorgan Chase Bank N.A. | 5.0 | 25.0 |
| JPMorgan Chase Bank N.A. | 3.0 | 25.0 |
| JPMorgan Chase Bank N.A. | 2.0 | 25.0 |
| JPMorgan Chase Bank N.A. | 1.0 | 50.0 |
** Limit Orders that were derived from initial markets.* Limit Orders that were filled.^ Limit Orders that were partially filled.
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