Alpha Appalachia Hldgs Inc Auction Results, 17 September 2015
Final Results of the Alpha Appalachia Hldgs Inc CDS Auction, 17 September 2015
Final Price: 6
On 17 September 2015, 11 dealers submitted initial markets, physical settlement requests and limit orders to the Alpha Appalachia Hldgs Inc auction administered by Creditex and S&P Global to settle trades across the market referencing Alpha Appalachia Holdings, Inc..
| Relevant Currency |
|---|
| USD |
| Auction Currency Rates | |
|---|---|
| USD/USD | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America | 13.0 | 17.0 | Bank of America |
| Barclays | 14.0 | 18.0 | Barclays |
| BNP Paribas | 10.5 | 14.5 | BNP Paribas |
| Citigroup | 12.0 | 16.0 | Citigroup |
| Credit Suisse AG | 9.375 | 13.375 | Credit Suisse AG |
| Deutsche Bank | 11.0 | 15.0 | Deutsche Bank |
| Goldman Sachs | 10.0 | 14.0 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 15.0 | 19.0 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 18.0 | 22.0 | Morgan Stanley |
| Nomura | 3.75 | 7.75 | Nomura |
| Societe Generale | 17.0 | 21.0 | Societe Generale |
Initial Market Midpoint: 14.125
Adjustment Amounts
Morgan Stanley
USD 38,750
Societe Generale
USD 28,750
J.P. Morgan Securities LLC.
USD 8,750
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America | Offer | 0.0 |
| Barclays | Offer | 16.025 |
| BNP Paribas | Offer | 30.3 |
| Credit Suisse AG | Offer | 2.041 |
| Deutsche Bank | Offer | 8.25 |
| Goldman Sachs | Offer | 10.022 |
| Nomura | Offer | 0.0 |
| Societe Generale | Offer | 0.0 |
| Citigroup | Bid | 1.0 |
| J.P. Morgan Securities LLC. | Bid | 3.0 |
| Morgan Stanley | Bid | 15.0 |
Net Open Interest: USD 47.638 million to sell
| Sum of Buy Physical Requests | 19.0m |
| Sum of Sell Physical Requests | 66.638m |
| Sum of Physical Request Trades | 19.0m |
| Sum of Limit Order Trades | 47.638m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Societe Generale | 14.75* | 5.0 |
| J.P. Morgan Securities LLC.** | 14.125* | 1.0 |
| Morgan Stanley** | 14.125* | 1.0 |
| Societe Generale** | 14.125* | 1.0 |
| Barclays** | 14.0* | 1.0 |
| Bank of America** | 13.0* | 1.0 |
| Citigroup** | 12.0* | 1.0 |
| Deutsche Bank** | 11.0* | 1.0 |
| BNP Paribas** | 10.5* | 1.0 |
| Goldman Sachs** | 10.0* | 1.0 |
| Credit Suisse AG** | 9.375* | 1.0 |
| J.P. Morgan Securities LLC. | 9.0* | 5.0 |
| J.P. Morgan Securities LLC. | 8.0* | 10.0 |
| J.P. Morgan Securities LLC. | 8.0* | 5.0 |
| Credit Suisse AG | 6.125* | 2.0 |
| J.P. Morgan Securities LLC. | 6.0^ | 25.0 |
| Credit Suisse AG | 5.625 | 2.0 |
| Credit Suisse AG | 5.125 | 2.0 |
| J.P. Morgan Securities LLC. | 5.0 | 47.638 |
| Deutsche Bank | 5.0 | 25.0 |
| J.P. Morgan Securities LLC. | 5.0 | 12.0 |
| Credit Suisse AG | 4.875 | 20.0 |
| Barclays | 4.625 | 5.0 |
| Credit Suisse AG | 4.625 | 2.0 |
| Barclays | 4.125 | 5.0 |
| Credit Suisse AG | 4.125 | 2.0 |
| Nomura** | 3.75 | 1.0 |
| Barclays | 3.625 | 10.0 |
| Credit Suisse AG | 3.625 | 5.0 |
| Barclays | 3.125 | 10.0 |
| Goldman Sachs | 3.125 | 5.0 |
| Deutsche Bank | 3.0 | 23.0 |
| Barclays | 2.625 | 16.638 |
| Credit Suisse AG | 2.625 | 5.0 |
| Goldman Sachs | 0.625 | 40.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.