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 Markit 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.