CASINO GUICHARDPERRACHON Auction Results, 25 September 2023
Final Results of the CASINO GUICHARDPERRACHON CDS Auction, 25 September 2023
Final Price: 1
On 25 September 2023, 9 dealers submitted initial markets, physical settlement requests and limit orders to the CASINO GUICHARDPERRACHON auction administered by Creditex and S&P Global to settle trades across the market referencing CASINO GUICHARD-PERRACHON.
| Relevant Currency |
|---|
| EUR |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 0.5 | 2.5 | Barclays Bank PLC |
| BNP Paribas | 0.25 | 2.25 | BNP Paribas |
| Citigroup Global Markets Limited | 0.75 | 2.75 | Citigroup Global Markets Limited |
| Deutsche Bank Aktiengesellschaft | 1.0 | 3.0 | Deutsche Bank Aktiengesellschaft |
| Goldman Sachs International | 0.5 | 2.5 | Goldman Sachs International |
| J.P. Morgan Securities PLC | 0.25 | 2.25 | J.P. Morgan Securities PLC |
| Merrill Lynch International | 0.25 | 2.25 | Merrill Lynch International |
| Morgan Stanley & Co. International PLC | 0.875 | 2.875 | Morgan Stanley & Co. International PLC |
| Société Générale | 1.0 | 3.0 | Société Générale |
Initial Market Midpoint: 1.625
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 0.0 |
| BNP Paribas | Offer | 21.8 |
| Citigroup Global Markets Limited | Offer | 0.0 |
| Deutsche Bank Aktiengesellschaft | Offer | 0.0 |
| Goldman Sachs International | Offer | 236.5 |
| Merrill Lynch International | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| J.P. Morgan Securities PLC | Bid | 48.0 |
| Société Générale | Bid | 13.0 |
Net Open Interest: EUR 197.3 million to sell
| Sum of Buy Physical Requests | 61.0m |
| Sum of Sell Physical Requests | 258.3m |
| Sum of Physical Request Trades | 61.0m |
| Sum of Limit Order Trades | 197.3m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| J.P. Morgan Securities PLC | 2.625* | 50.0 |
| J.P. Morgan Securities PLC | 1.5* | 10.0 |
| Goldman Sachs International | 1.375* | 25.0 |
| Goldman Sachs International | 1.25* | 25.0 |
| BNP Paribas | 1.25* | 10.0 |
| Goldman Sachs International | 1.125* | 25.0 |
| Morgan Stanley & Co. International PLC | 1.125* | 25.0 |
| Goldman Sachs International | 1.0^ | 100.0 |
| Morgan Stanley & Co. International PLC | 1.0^ | 25.0 |
| Deutsche Bank Aktiengesellschaft** | 1.0^ | 2.0 |
| Société Générale** | 1.0^ | 2.0 |
| Morgan Stanley & Co. International PLC | 0.875 | 75.0 |
| BNP Paribas | 0.875 | 10.0 |
| Morgan Stanley & Co. International PLC** | 0.875 | 2.0 |
| Morgan Stanley & Co. International PLC | 0.75 | 100.0 |
| BNP Paribas | 0.75 | 50.0 |
| Barclays Bank PLC | 0.75 | 25.0 |
| Citigroup Global Markets Limited** | 0.75 | 2.0 |
| J.P. Morgan Securities PLC | 0.625 | 197.3 |
| J.P. Morgan Securities PLC | 0.625 | 5.0 |
| Goldman Sachs International | 0.5 | 100.0 |
| Barclays Bank PLC | 0.5 | 23.0 |
| Barclays Bank PLC** | 0.5 | 2.0 |
| Goldman Sachs International** | 0.5 | 2.0 |
| Barclays Bank PLC | 0.375 | 50.0 |
| Barclays Bank PLC | 0.25 | 50.0 |
| Merrill Lynch International** | 0.25 | 2.0 |
| J.P. Morgan Securities PLC** | 0.25 | 2.0 |
| BNP Paribas** | 0.25 | 2.0 |
| Barclays Bank PLC | 0.125 | 47.3 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.