Page 96 - 次貸風暴下的省思－解開CDS及CDO密碼

Physical settlement
Dealer Bid Offer
request ($MM)

66.5
80
68.5
Goldman Sachs & Co.
Sell
Sell

67
69
Barclays Bank PLC
74.618
0

70
Morgan Stanley & Co.
68
Buy
170
68.75
70.75
Citigroup Global Markets
Sell

71
69
Paribas
BNP
Buy 107.096
HSBC Bank USA, National
69
Sell

3.018
71
104.195
69
The Royal Bank of Scotland
71
Sell

71.25
69.25
Banc of America Securities
391.54

Sell
J.Pgan Securities, Inc.
71.75
. Mor
Buy
299
69.75

72
Credit Suisse International
70
152.352
Sell

Nomura International PLC
Buy
70

72
141.603
238.044

72
70
UBS Securities LLC
Buy
Deutsche Bank AG
Sell
72.25

539
70.25

88