Europcar Mobility Group Auction Results, 13 January 2021
Sum of Buy Physical Requests have been filled pro rata.
Final Results of the Europcar Mobility Group CDS Auction, 13 January 2021
Final Price: 100
On 13 January 2021, 9 dealers submitted initial markets, physical settlement requests and limit orders to the Europcar Mobility Group auction administered by Creditex and S&P Global to settle trades across the market referencing Europcar Mobility Group.
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 70.0 | 74.0 | Barclays Bank PLC |
| BNP Paribas | 73.0 | 77.0 | BNP Paribas |
| Credit Suisse International | 68.0 | 72.0 | Credit Suisse International |
| Deutsche Bank Aktiengesellschaft | 69.5 | 73.5 | Deutsche Bank Aktiengesellschaft |
| Goldman Sachs International | 72.0 | 76.0 | Goldman Sachs International |
| J.P. Morgan Securities PLC | 72.5 | 76.5 | J.P. Morgan Securities PLC |
| Merrill Lynch International | 71.0 | 75.0 | Merrill Lynch International |
| Morgan Stanley & Co. International PLC | 70.0 | 74.0 | Morgan Stanley & Co. International PLC |
| Société Générale | 72.0 | 76.0 | Société Générale |
Initial Market Midpoint: 73
Adjustment Amounts
Credit Suisse International
EUR 10,000
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 0.0 |
| Credit Suisse International | Offer | 0.0 |
| Deutsche Bank Aktiengesellschaft | Offer | 0.0 |
| Goldman Sachs International | Offer | 0.0 |
| Merrill Lynch International | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| Société Générale | Offer | 0.0 |
| Barclays Bank PLC | Bid | 6.0 |
| J.P. Morgan Securities PLC | Bid | 37.3 |
Net Open Interest: 43.3 million to buy
| Sum of Buy Physical Requests | 43.3m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 35.9m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| Credit Suisse International | 71.0* | 6.85 |
| Credit Suisse International** | 73.0* | 1.0 |
| Deutsche Bank Aktiengesellschaft** | 73.5* | 1.0 |
| Morgan Stanley & Co. International PLC** | 74.0* | 1.0 |
| Barclays Bank PLC** | 74.0* | 1.0 |
| J.P. Morgan Securities PLC | 75.0* | 6.0 |
| Barclays Bank PLC | 75.0* | 4.45 |
| Merrill Lynch International** | 75.0* | 1.0 |
| Société Générale** | 76.0* | 1.0 |
| Goldman Sachs International** | 76.0* | 1.0 |
| J.P. Morgan Securities PLC** | 76.5* | 1.0 |
| BNP Paribas** | 77.0* | 1.0 |
| Goldman Sachs International | 83.0* | 3.6 |
| J.P. Morgan Securities PLC | 83.0* | 2.0 |
| J.P. Morgan Securities PLC | 85.0* | 2.0 |
| J.P. Morgan Securities PLC | 87.0* | 2.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.