GenOn Energy Inc Auction Results, 11 July 2017
Final Results of the GenOn Energy Inc CDS Auction, 11 July 2017
Final Price: 61
On 11 July 2017, 10 dealers submitted initial markets, physical settlement requests and limit orders to the GenOn Energy Inc auction administered by Creditex and S&P Global to settle trades across the market referencing GenOn Energy, 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 | 64.0 | 66.0 | Bank of America |
| Barclays | 63.25 | 65.25 | Barclays |
| BNP Paribas | 62.5 | 64.5 | BNP Paribas |
| Citigroup | 64.0 | 66.0 | Citigroup |
| Credit Suisse | 63.5 | 65.5 | Credit Suisse |
| Deutsche Bank | 63.5 | 65.5 | Deutsche Bank |
| Goldman Sachs | 63.5 | 65.5 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 64.5 | 66.5 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 63.5 | 65.5 | Morgan Stanley |
| Societe Generale | 62.625 | 64.625 | Societe Generale |
Initial Market Midpoint: 64.5
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America | Offer | 0.0 |
| Barclays | Offer | 0.0 |
| BNP Paribas | Offer | 6.706 |
| Citigroup | Offer | 44.0 |
| Credit Suisse | Offer | 0.0 |
| Deutsche Bank | Offer | 0.0 |
| Goldman Sachs | Offer | 1.8 |
| J.P. Morgan Securities LLC. | Offer | 1.299 |
| Morgan Stanley | Offer | 0.0 |
| Societe Generale | Offer | 10.0 |
Net Open Interest: USD 63.805 million to sell
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 63.805m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 63.805m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| J.P. Morgan Securities LLC.** | 64.5* | 2.0 |
| Bank of America** | 64.0* | 2.0 |
| Citigroup** | 64.0* | 2.0 |
| Credit Suisse | 63.5* | 10.0 |
| Deutsche Bank** | 63.5* | 2.0 |
| Morgan Stanley** | 63.5* | 2.0 |
| Credit Suisse** | 63.5* | 2.0 |
| Goldman Sachs** | 63.5* | 2.0 |
| Barclays** | 63.25* | 2.0 |
| Societe Generale** | 62.625* | 2.0 |
| Goldman Sachs | 62.5* | 8.0 |
| Barclays | 62.5* | 6.0 |
| BNP Paribas** | 62.5* | 2.0 |
| Credit Suisse | 62.25* | 3.0 |
| Barclays | 61.5* | 5.0 |
| Credit Suisse | 61.25* | 5.0 |
| Credit Suisse | 61.25* | 3.0 |
| Bank of America | 61.0^ | 10.0 |
| Barclays | 61.0^ | 5.0 |
| Bank of America | 60.5 | 5.0 |
| Goldman Sachs | 60.0 | 5.0 |
| Bank of America | 60.0 | 2.5 |
| Bank of America | 59.5 | 2.5 |
| Citigroup | 59.25 | 10.0 |
| Bank of America | 59.0 | 10.0 |
| Barclays | 59.0 | 10.0 |
| Bank of America | 58.0 | 15.0 |
| Barclays | 58.0 | 10.0 |
| Bank of America | 57.0 | 15.0 |
| Barclays | 56.0 | 25.0 |
| Citigroup | 49.0 | 63.805 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.