DIAMOND SPORTS GROUP LLC Auction Results, 13 April 2023
Final Results of the DIAMOND SPORTS GROUP LLC CDS Auction, 13 April 2023
Final Price: 1.75
On 13 April 2023, 9 dealers submitted initial markets, physical settlement requests and limit orders to the DIAMOND SPORTS GROUP LLC auction administered by Creditex and Markit to settle trades across the market referencing DIAMOND SPORTS GROUP, LLC.
| 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 | 1.0 | 3.0 | Barclays Bank PLC |
| BNP Paribas SA | 1.0 | 3.0 | BNP Paribas SA |
| Bofa Securities, Inc. | 1.25 | 3.25 | Bofa Securities, Inc. |
| Citigroup Global Markets Inc | 0.75 | 2.75 | Citigroup Global Markets Inc |
| Deutsche Bank AG | 1.75 | 3.75 | Deutsche Bank AG |
| Goldman Sachs & Co. LLC | 1.25 | 2.75 | Goldman Sachs & Co. LLC |
| J.P. Morgan Securities LLC. | 0.5 | 2.5 | J.P. Morgan Securities LLC. |
| Morgan Stanley & Co. LLC | 0.5 | 2.5 | Morgan Stanley & Co. LLC |
| Société Générale | 1.5 | 3.5 | Société Générale |
Initial Market Midpoint: 2
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 15.302 |
| BNP Paribas SA | Offer | 0.0 |
| Bofa Securities, Inc. | Offer | 0.0 |
| Citigroup Global Markets Inc | Offer | 0.0 |
| Deutsche Bank AG | Offer | 0.0 |
| Goldman Sachs & Co. LLC | Offer | 25.2 |
| J.P. Morgan Securities LLC. | Offer | 4.198 |
| Morgan Stanley & Co. LLC | Offer | 0.0 |
| Societe Generale | Offer | 0.0 |
Net Open Interest: USD 44.7 million to sell
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 44.7m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 44.7m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Bofa Securities, Inc. | 2.0* | 3.0 |
| J.P. Morgan Securities LLC | 1.875* | 10.0 |
| J.P. Morgan Securities LLC | 1.75^ | 32.7 |
| Bofa Securities, Inc. | 1.75^ | 2.0 |
| Deutsche Bank AG** | 1.75^ | 2.0 |
| Morgan Stanley & Co. LLC | 1.625 | 44.7 |
| Bofa Securities, Inc. | 1.625 | 10.0 |
| Goldman Sachs & Co. LLC | 1.5 | 44.7 |
| Société Générale** | 1.5 | 2.0 |
| Goldman Sachs & Co. LLC** | 1.25 | 2.0 |
| Bofa Securities, Inc.** | 1.25 | 2.0 |
| BNP Paribas SA** | 1.0 | 2.0 |
| Barclays Bank PLC** | 1.0 | 2.0 |
| Citigroup Global Markets Inc** | 0.75 | 2.0 |
| Societe Generale | 0.5 | 18.0 |
| Morgan Stanley & Co. LLC** | 0.5 | 2.0 |
| J.P. Morgan Securities LLC.** | 0.5 | 2.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.