NOVO BCO SA (senior SRO transactions only) Auction Results, 27 November 2018
CDS Bucket: Senior SRO 2014 Transactions with Schedule Termination Date between 4 October 2017 and 6 February 2035 (Buyer exercised trades or Seller M(M)R Trades)
Final Price: 89.96
In accordance with the 2018 Novo Banco S.A. 2014 Senior SRO Credit Derivatives Auction Settlement Terms published by the CDS Determinations Committees on November 16, 2018 (and available at www.cdsdeterminationscommittees.org/documents/2018/11/novo-banco-asts-november-16-2018.pdf), an actual Auction in respect of Senior SRO 2014 Transactions with Schedule Termination Date between 4 October 2017 and 6 February 2035 (Buyer exercised trades or Seller M(M)R Trades) was not held on 27 November 2018 and instead an Auction was deemed to have been held on such date and the Auction Final Price in respect thereof is deemed to be 89.96 per cent.
Final Results of the NOVO BCO SA (senior SRO transactions only) CDS Auction, 27 November 2018
On 27 November 2018, 0 dealers submitted initial markets, physical settlement requests and limit orders to the NOVO BCO SA (senior SRO transactions only) auction administered by Creditex and S&P Global to settle trades across the market referencing NOVO BANCO, S.A..
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
The inputs and results are detailed below.
Adjustment Amounts
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 0.0m |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.