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 Markit 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.