Diamond Offshore Drilling Inc Auction Results, 22 May 2020
Final Results of the Diamond Offshore Drilling Inc CDS Auction, 22 May 2020
Final Price: 7.375
On 22 May 2020, 10 dealers submitted initial markets, physical settlement requests and limit orders to the Diamond Offshore Drilling Inc auction administered by Creditex and S&P Global to settle trades across the market referencing Diamond Offshore Drilling, 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 | 5.25 | 7.25 | Bank of America |
| Barclays | 5.0 | 7.0 | Barclays |
| BNP Paribas | 6.0 | 8.0 | BNP Paribas |
| Citigroup | 6.0 | 7.0 | Citigroup |
| Credit Suisse | 5.5 | 7.5 | Credit Suisse |
| Deutsche Bank | 5.75 | 7.75 | Deutsche Bank |
| Goldman Sachs | 4.0 | 6.0 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 5.0 | 7.0 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 5.0 | 7.0 | Morgan Stanley |
| RBC Capital Markets LLC | 6.0 | 8.0 | RBC Capital Markets LLC |
Initial Market Midpoint: 6.375
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America | Offer | 0.0 |
| Barclays | Offer | 92.5 |
| BNP Paribas | Offer | 0.0 |
| Citigroup | Offer | 0.0 |
| Deutsche Bank | Offer | 0.0 |
| Goldman Sachs | Offer | 125.0 |
| Morgan Stanley | Offer | 0.0 |
| RBC Capital Markets LLC | Offer | 0.0 |
| Credit Suisse | Bid | 25.915 |
| J.P. Morgan Securities LLC. | Bid | 15.0 |
Net Open Interest: USD 176.585 million to sell
| Sum of Buy Physical Requests | 40.915m |
| Sum of Sell Physical Requests | 217.5m |
| Sum of Physical Request Trades | 40.915m |
| Sum of Limit Order Trades | 176.585m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Credit Suisse | 7.375^ | 176.585 |
| Goldman Sachs | 7.375^ | 38.0 |
| Credit Suisse | 7.375^ | 25.0 |
| Bank of America | 7.375^ | 20.0 |
| BNP Paribas | 7.375^ | 20.0 |
| Citigroup | 7.375^ | 20.0 |
| Morgan Stanley | 7.375^ | 20.0 |
| Barclays | 7.375^ | 15.0 |
| Goldman Sachs | 7.375^ | 10.0 |
| Barclays | 7.375^ | 10.0 |
| Citigroup | 7.375^ | 5.0 |
| BNP Paribas | 7.375^ | 5.0 |
| Bank of America | 7.375^ | 5.0 |
| Barclays | 7.375^ | 3.0 |
| Morgan Stanley | 7.375^ | 3.0 |
| Credit Suisse | 7.375^ | 3.0 |
| Barclays | 7.125 | 60.0 |
| Barclays | 7.125 | 25.0 |
| BNP Paribas | 7.125 | 5.0 |
| Goldman Sachs | 7.0 | 15.0 |
| Morgan Stanley | 7.0 | 10.0 |
| Goldman Sachs | 7.0 | 7.0 |
| Goldman Sachs | 7.0 | 5.0 |
| Bank of America | 7.0 | 5.0 |
| Morgan Stanley | 7.0 | 3.0 |
| Goldman Sachs | 6.875 | 60.0 |
| BNP Paribas | 6.875 | 5.0 |
| Goldman Sachs | 6.875 | 2.0 |
| Credit Suisse | 6.75 | 40.0 |
| Bank of America | 6.75 | 10.0 |
| Goldman Sachs | 6.75 | 2.5 |
| Barclays | 6.625 | 20.0 |
| BNP Paribas | 6.625 | 5.0 |
| Goldman Sachs | 6.625 | 2.0 |
| Bank of America | 6.5 | 10.0 |
| Barclays | 6.5 | 5.0 |
| Goldman Sachs | 6.5 | 2.5 |
| Bank of America | 6.375 | 20.0 |
| BNP Paribas | 6.375 | 5.0 |
| Barclays | 6.375 | 5.0 |
| BNP Paribas | 6.375 | 5.0 |
| Goldman Sachs | 6.375 | 2.0 |
| Barclays | 6.375 | 1.0 |
| Bank of America | 6.25 | 10.0 |
| Goldman Sachs | 6.25 | 2.5 |
| Barclays | 6.125 | 20.0 |
| BNP Paribas | 6.125 | 5.0 |
| Goldman Sachs | 6.125 | 2.0 |
| Credit Suisse | 6.125 | 1.0 |
| Credit Suisse | 6.0 | 10.0 |
| Morgan Stanley | 6.0 | 10.0 |
| Goldman Sachs | 6.0 | 5.0 |
| Barclays | 6.0 | 5.0 |
| Goldman Sachs | 6.0 | 2.5 |
| BNP Paribas** | 6.0 | 2.0 |
| Citigroup** | 6.0 | 2.0 |
| RBC Capital Markets LLC** | 6.0 | 2.0 |
| BNP Paribas | 5.875 | 5.0 |
| BNP Paribas | 5.875 | 5.0 |
| Goldman Sachs | 5.75 | 2.5 |
| Deutsche Bank** | 5.75 | 2.0 |
| Barclays | 5.625 | 75.0 |
| Credit Suisse | 5.625 | 60.0 |
| BNP Paribas | 5.625 | 5.0 |
| Goldman Sachs | 5.625 | 4.0 |
| Goldman Sachs | 5.5 | 30.0 |
| Credit Suisse | 5.5 | 5.0 |
| Goldman Sachs | 5.5 | 5.0 |
| Barclays | 5.5 | 5.0 |
| Goldman Sachs | 5.5 | 2.5 |
| Credit Suisse** | 5.5 | 2.0 |
| Bank of America | 5.375 | 15.0 |
| BNP Paribas | 5.375 | 5.0 |
| BNP Paribas | 5.375 | 5.0 |
| Barclays | 5.375 | 4.0 |
| Barclays | 5.375 | 1.0 |
| Goldman Sachs | 5.25 | 2.5 |
| Bank of America** | 5.25 | 2.0 |
| Goldman Sachs | 5.125 | 5.0 |
| BNP Paribas | 5.125 | 5.0 |
| Credit Suisse | 5.125 | 1.5 |
| Goldman Sachs | 5.0 | 10.0 |
| Bank of America | 5.0 | 5.0 |
| Goldman Sachs | 5.0 | 5.0 |
| Credit Suisse | 5.0 | 5.0 |
| Goldman Sachs | 5.0 | 5.0 |
| Goldman Sachs | 5.0 | 2.5 |
| Barclays** | 5.0 | 2.0 |
| J.P. Morgan Securities LLC.** | 5.0 | 2.0 |
| Morgan Stanley** | 5.0 | 2.0 |
| BNP Paribas | 4.875 | 5.0 |
| BNP Paribas | 4.875 | 5.0 |
| Goldman Sachs | 4.75 | 5.0 |
| Goldman Sachs | 4.625 | 5.0 |
| BNP Paribas | 4.625 | 5.0 |
| Goldman Sachs | 4.5 | 30.0 |
| Goldman Sachs | 4.5 | 5.0 |
| Goldman Sachs | 4.5 | 5.0 |
| Credit Suisse | 4.5 | 5.0 |
| Goldman Sachs | 4.375 | 10.0 |
| Barclays | 4.375 | 6.0 |
| BNP Paribas | 4.375 | 5.0 |
| Barclays | 4.375 | 1.0 |
| Goldman Sachs | 4.25 | 5.0 |
| BNP Paribas | 4.125 | 5.0 |
| Credit Suisse | 4.125 | 1.5 |
| Goldman Sachs | 4.0 | 10.0 |
| Goldman Sachs | 4.0 | 5.0 |
| Goldman Sachs | 4.0 | 5.0 |
| Credit Suisse | 4.0 | 5.0 |
| Goldman Sachs** | 4.0 | 2.0 |
| BNP Paribas | 3.875 | 5.0 |
| Goldman Sachs | 3.75 | 5.0 |
| Goldman Sachs | 3.625 | 15.0 |
| BNP Paribas | 3.625 | 5.0 |
| Goldman Sachs | 3.5 | 5.0 |
| Credit Suisse | 3.5 | 5.0 |
| Goldman Sachs | 3.5 | 5.0 |
| Barclays | 3.375 | 8.0 |
| BNP Paribas | 3.375 | 5.0 |
| Barclays | 3.375 | 2.0 |
| Goldman Sachs | 3.25 | 5.0 |
| BNP Paribas | 3.125 | 5.0 |
| Credit Suisse | 3.125 | 2.5 |
| Goldman Sachs | 3.0 | 10.0 |
| Goldman Sachs | 3.0 | 10.0 |
| Goldman Sachs | 3.0 | 5.0 |
| Goldman Sachs | 3.0 | 5.0 |
| Credit Suisse | 3.0 | 5.0 |
| BNP Paribas | 2.875 | 5.0 |
| Goldman Sachs | 2.625 | 25.0 |
| BNP Paribas | 2.625 | 5.0 |
| Goldman Sachs | 2.5 | 5.0 |
| Credit Suisse | 2.5 | 5.0 |
| Barclays | 2.375 | 16.0 |
| BNP Paribas | 2.375 | 5.0 |
| Barclays | 2.375 | 3.0 |
| Goldman Sachs | 2.125 | 30.0 |
| BNP Paribas | 2.125 | 5.0 |
| Credit Suisse | 2.125 | 5.0 |
| Credit Suisse | 2.0 | 5.0 |
| Goldman Sachs | 2.0 | 5.0 |
| BNP Paribas | 1.875 | 5.0 |
| Goldman Sachs | 1.625 | 40.0 |
| BNP Paribas | 1.625 | 5.0 |
| Credit Suisse | 1.5 | 5.0 |
| Goldman Sachs | 1.5 | 5.0 |
| BNP Paribas | 1.375 | 5.0 |
| Credit Suisse | 1.125 | 12.5 |
| BNP Paribas | 1.125 | 5.0 |
| Credit Suisse | 1.0 | 5.0 |
| Goldman Sachs | 1.0 | 5.0 |
| BNP Paribas | 0.875 | 5.0 |
| Credit Suisse | 0.5 | 5.0 |
| Goldman Sachs | 0.5 | 5.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.