Avon Prods Inc Auction Results, 24 September 2024
Final Results of the Avon Prods Inc CDS Auction, 24 September 2024
Final Price: 34
On 24 September 2024, 8 dealers submitted initial markets, physical settlement requests and limit orders to the Avon Prods Inc auction administered by Creditex and S&P Global to settle trades across the market referencing Avon Products, 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 |
|---|---|---|---|
| Barclays Bank PLC | 55.0 | 65.0 | Barclays Bank PLC |
| BNP Paribas SA | 50.0 | 60.0 | BNP Paribas SA |
| Bofa Securities, Inc. | 70.0 | 80.0 | Bofa Securities, Inc. |
| Citigroup Global Markets Inc. | 17.0 | 27.0 | Citigroup Global Markets Inc. |
| Deutsche Bank AG | 60.0 | 70.0 | Deutsche Bank AG |
| Goldman Sachs & Co. LLC | 55.0 | 65.0 | Goldman Sachs & Co. LLC |
| J.P. Morgan Securities LLC. | 68.0 | 78.0 | J.P. Morgan Securities LLC. |
| Société Générale | 65.0 | 75.0 | Société Générale |
Initial Market Midpoint: 63.375
Adjustment Amounts
Bofa Securities, Inc.
USD 16,562
J.P. Morgan Securities LLC.
USD 11,562
Société Générale
USD 4,062
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 0.93 |
| Bofa Securities, Inc. | Offer | 0.0 |
| Citigroup Global Markets Inc. | Offer | 0.0 |
| Deutsche Bank AG | Offer | 0.0 |
| Goldman Sachs & Co. LLC | Offer | 15.0 |
| J.P. Morgan Securities LLC. | Offer | 0.0 |
| BNP Paribas SA | Bid | 0.5 |
| Société Générale | Bid | 2.25 |
Net Open Interest: USD 13.18 million to sell
| Sum of Buy Physical Requests | 2.75m |
| Sum of Sell Physical Requests | 15.93m |
| Sum of Physical Request Trades | 2.75m |
| Sum of Limit Order Trades | 13.18m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Société Générale ** | 63.375* | 0.25 |
| J.P. Morgan Securities LLC.** | 63.375* | 0.25 |
| Bofa Securities, Inc.** | 63.375* | 0.25 |
| Bofa Securities, Inc. | 63.0* | 2.0 |
| Bofa Securities, Inc. | 60.0* | 1.0 |
| Deutsche Bank AG** | 60.0* | 0.25 |
| BNP Paribas SA | 59.875* | 0.25 |
| Bofa Securities, Inc. | 58.0* | 1.0 |
| Bofa Securities, Inc. | 55.0* | 1.0 |
| Barclays Bank PLC** | 55.0* | 0.25 |
| Goldman Sachs & Co. LLC** | 55.0* | 0.25 |
| J.P. Morgan Securities Inc. | 52.5* | 0.5 |
| Bofa Securities, Inc. | 50.0* | 1.0 |
| BNP Paribas SA** | 50.0* | 0.25 |
| Bofa Securities, Inc. | 45.0* | 1.0 |
| J.P. Morgan Securities Inc. | 45.0* | 0.5 |
| Bofa Securities, Inc. | 40.0* | 1.0 |
| Goldman Sachs & Co. LLC | 40.0* | 0.25 |
| J.P. Morgan Securities Inc. | 37.5* | 0.5 |
| Goldman Sachs & Co. LLC | 37.0* | 0.25 |
| Bofa Securities, Inc. | 35.0* | 1.0 |
| Goldman Sachs & Co. LLC | 34.0^ | 0.25 |
| Goldman Sachs & Co. LLC | 31.0 | 0.25 |
| Bofa Securities, Inc. | 30.0 | 1.0 |
| Goldman Sachs & Co. LLC | 28.0 | 0.25 |
| Goldman Sachs & Co. LLC | 25.0 | 0.5 |
| Goldman Sachs & Co. LLC | 22.0 | 0.5 |
| Bofa Securities, Inc. | 20.0 | 1.0 |
| Goldman Sachs & Co. LLC | 19.0 | 0.5 |
| Citigroup Global Markets Inc.** | 17.0 | 0.25 |
| Goldman Sachs & Co. LLC | 16.0 | 0.5 |
| Goldman Sachs & Co. LLC | 14.0 | 0.5 |
| Goldman Sachs & Co. LLC | 13.0 | 0.5 |
| Goldman Sachs & Co. LLC | 12.0 | 0.5 |
| Bofa Securities, Inc. | 10.0 | 2.18 |
| Goldman Sachs & Co. LLC | 10.0 | 0.75 |
| Goldman Sachs & Co. LLC | 8.0 | 0.5 |
| Goldman Sachs & Co. LLC | 7.0 | 0.25 |
| Goldman Sachs & Co. LLC | 6.0 | 0.75 |
| J.P. Morgan Securities Inc. | 5.0 | 2.0 |
| Goldman Sachs & Co. LLC | 5.0 | 0.25 |
| Goldman Sachs & Co. LLC | 1.25 | 2.516 |
| J.P. Morgan Securities Inc. | 1.0 | 13.18 |
| Barclays Bank PLC | 0.125 | 13.18 |
| BNP Paribas SA | 0.125 | 10.0 |
| BNP Paribas SA | 0.0 | 13.18 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.