Grupo Isolux Corsan Finance B.V. Auction Results, 24 August 2016
Final Results of the Grupo Isolux Corsan Finance B.V. CDS Auction, 24 August 2016
Final Price: 15.75
On 24 August 2016, 10 dealers submitted initial markets, physical settlement requests and limit orders to the Grupo Isolux Corsan Finance B.V. auction administered by Creditex and S&P Global to settle trades across the market referencing Grupo Isolux Corsan Finance B.V..
Relevant Currency |
---|
EUR |
Auction Currency Rates | |
---|---|
USD/EUR | 1.13295 |
The inputs and results are detailed below.
Dealer Initial Markets
Dealer | Bid | Offer | Dealer |
---|---|---|---|
Barclays Bank PLC | 16.0 | 19.0 | Barclays Bank PLC |
BNP PARIBAS | 16.0 | 19.0 | BNP PARIBAS |
CITIGROUP GLOBAL MARKETS LIMITED | 18.5 | 21.5 | CITIGROUP GLOBAL MARKETS LIMITED |
Credit Suisse International | 17.0 | 20.0 | Credit Suisse International |
DEUTSCHE BANK AKTIENGESELLSCHAFT | 19.0 | 22.0 | DEUTSCHE BANK AKTIENGESELLSCHAFT |
Goldman Sachs International | 17.0 | 20.0 | Goldman Sachs International |
JPMorgan Chase Bank, N.A. | 15.0 | 18.0 | JPMorgan Chase Bank, N.A. |
Merrill Lynch International | 18.25 | 21.25 | Merrill Lynch International |
Morgan Stanley & Co. International PLC | 17.0 | 20.0 | Morgan Stanley & Co. International PLC |
Société Générale SA | 17.5 | 20.5 | Société Générale SA |
Initial Market Midpoint: 18.625
Adjustment Amounts
DEUTSCHE BANK AKTIENGESELLSCHAFT
EUR 3,750
Physical Settlement Requests
Dealer | Bid/Offer | Size |
---|---|---|
Barclays Bank PLC | Offer | 0.0 |
BNP PARIBAS | Offer | 0.0 |
CITIGROUP GLOBAL MARKETS LIMITED | Offer | 0.0 |
Credit Suisse International | Offer | 0.0 |
DEUTSCHE BANK AKTIENGESELLSCHAFT | Offer | 0.0 |
Goldman Sachs International | Offer | 0.0 |
JPMorgan Chase Bank, N.A. | Offer | 42.9 |
Merrill Lynch International | Offer | 14.0 |
Morgan Stanley & Co. International PLC | Offer | 0.0 |
Société Générale SA | Offer | 0.0 |
Net Open Interest: EUR 56.9 million to sell
Sum of Buy Physical Requests | 0.0m |
Sum of Sell Physical Requests | 56.9m |
Sum of Physical Request Trades | 0.0m |
Sum of Limit Order Trades | 56.9m |
Limit Orders
Dealer | Bid | Size |
---|---|---|
DEUTSCHE BANK AKTIENGESELLSCHAFT** | 18.625* | 1.0 |
Barclays Bank PLC | 18.625* | 1.0 |
CITIGROUP GLOBAL MARKETS LIMITED** | 18.5* | 1.0 |
Merrill Lynch International** | 18.25* | 1.0 |
Société Générale SA** | 17.5* | 1.0 |
Goldman Sachs International | 17.125* | 1.0 |
Credit Suisse International | 17.0* | 5.0 |
CITIGROUP GLOBAL MARKETS LIMITED | 17.0* | 2.0 |
Barclays Bank PLC | 17.0* | 2.0 |
Morgan Stanley & Co. International PLC** | 17.0* | 1.0 |
Credit Suisse International** | 17.0* | 1.0 |
Goldman Sachs International** | 17.0* | 1.0 |
Goldman Sachs International | 16.875* | 1.0 |
Goldman Sachs International | 16.625* | 1.0 |
Barclays Bank PLC | 16.5* | 3.0 |
Barclays Bank PLC | 16.5* | 2.0 |
Goldman Sachs International | 16.375* | 2.0 |
Goldman Sachs International | 16.25* | 5.0 |
Goldman Sachs International | 16.125* | 2.0 |
Credit Suisse International | 16.0* | 10.0 |
Goldman Sachs International | 16.0* | 2.0 |
Credit Suisse International | 16.0* | 2.0 |
Barclays Bank PLC** | 16.0* | 1.0 |
BNP PARIBAS** | 16.0* | 1.0 |
Goldman Sachs International | 15.875* | 2.0 |
Goldman Sachs International | 15.75^ | 5.0 |
Goldman Sachs International | 15.625 | 2.0 |
Barclays Bank PLC | 15.5 | 3.0 |
Goldman Sachs International | 15.5 | 2.0 |
Goldman Sachs International | 15.375 | 10.0 |
Goldman Sachs International | 15.375 | 2.0 |
Morgan Stanley & Co. International PLC | 15.125 | 2.0 |
Goldman Sachs International | 15.125 | 2.0 |
Credit Suisse International | 15.0 | 10.0 |
Barclays Bank PLC | 15.0 | 5.0 |
Barclays Bank PLC | 15.0 | 2.0 |
Credit Suisse International | 15.0 | 2.0 |
JPMorgan Chase Bank, N.A.** | 15.0 | 1.0 |
Goldman Sachs International | 14.875 | 2.0 |
Goldman Sachs International | 14.375 | 2.0 |
JPMorgan Chase Bank, N.A. | 14.125 | 5.0 |
Barclays Bank PLC | 14.0 | 5.0 |
Barclays Bank PLC | 14.0 | 5.0 |
Credit Suisse International | 14.0 | 3.0 |
Goldman Sachs International | 13.875 | 3.0 |
CITIGROUP GLOBAL MARKETS LIMITED | 13.625 | 5.0 |
Goldman Sachs International | 13.375 | 3.0 |
Barclays Bank PLC | 13.0 | 5.0 |
Credit Suisse International | 13.0 | 4.0 |
Goldman Sachs International | 12.875 | 3.0 |
JPMorgan Chase Bank, N.A. | 12.625 | 5.0 |
Barclays Bank PLC | 12.5 | 5.0 |
Goldman Sachs International | 12.375 | 3.0 |
Morgan Stanley & Co. International PLC | 12.125 | 2.0 |
Barclays Bank PLC | 12.0 | 5.0 |
Credit Suisse International | 12.0 | 5.0 |
Goldman Sachs International | 11.875 | 3.0 |
Goldman Sachs International | 11.375 | 4.0 |
JPMorgan Chase Bank, N.A. | 11.125 | 5.0 |
Credit Suisse International | 11.0 | 10.0 |
Barclays Bank PLC | 11.0 | 5.0 |
Goldman Sachs International | 10.875 | 4.0 |
Barclays Bank PLC | 10.5 | 5.0 |
Goldman Sachs International | 10.375 | 5.0 |
Morgan Stanley & Co. International PLC | 10.125 | 3.0 |
Credit Suisse International | 10.0 | 20.0 |
Barclays Bank PLC | 10.0 | 5.0 |
CITIGROUP GLOBAL MARKETS LIMITED | 9.625 | 10.0 |
JPMorgan Chase Bank, N.A. | 9.625 | 5.0 |
JPMorgan Chase Bank, N.A. | 8.125 | 5.0 |
Morgan Stanley & Co. International PLC | 7.125 | 4.0 |
JPMorgan Chase Bank, N.A. | 6.625 | 5.0 |
CITIGROUP GLOBAL MARKETS LIMITED | 5.625 | 20.0 |
Morgan Stanley & Co. International PLC | 5.125 | 5.0 |
JPMorgan Chase Bank, N.A. | 5.125 | 5.0 |
JPMorgan Chase Bank, N.A. | 3.625 | 5.0 |
Morgan Stanley & Co. International PLC | 3.125 | 10.0 |
CITIGROUP GLOBAL MARKETS LIMITED | 2.125 | 30.0 |
Morgan Stanley & Co. International PLC | 2.125 | 15.0 |
JPMorgan Chase Bank, N.A. | 2.125 | 5.0 |
Morgan Stanley & Co. International PLC | 1.125 | 14.0 |
JPMorgan Chase Bank, N.A. | 0.625 | 5.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.