J C Penney Co Inc Auction Results, 09 June 2020
Final Results of the J C Penney Co Inc CDS Auction, 09 June 2020
Final Price: 0.125
On 09 June 2020, 10 dealers submitted initial markets, physical settlement requests and limit orders to the J C Penney Co Inc auction administered by Creditex and S&P Global to settle trades across the market referencing J. C. Penney Company, 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 | 0.5 | 2.5 | Bank of America |
| Barclays | 0.0 | 2.0 | Barclays |
| BNP Paribas | 1.0 | 3.0 | BNP Paribas |
| Citigroup | 0.25 | 1.75 | Citigroup |
| Credit Suisse | 0.25 | 2.25 | Credit Suisse |
| Deutsche Bank | 0.25 | 2.25 | Deutsche Bank |
| Goldman Sachs | 0.25 | 2.25 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 1.0 | 3.0 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 0.25 | 2.25 | Morgan Stanley |
| RBC Capital Markets LLC | 0.5 | 2.5 | RBC Capital Markets LLC |
Initial Market Midpoint: 1.375
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America | Offer | 0.0 |
| Barclays | Offer | 243.423 |
| BNP Paribas | Offer | 0.0 |
| Citigroup | Offer | 25.994 |
| Credit Suisse | Offer | 2.7 |
| Deutsche Bank | Offer | 0.0 |
| Goldman Sachs | Offer | 80.0 |
| J.P. Morgan Securities LLC. | Offer | 0.0 |
| Morgan Stanley | Offer | 0.0 |
| RBC Capital Markets LLC | Offer | 0.0 |
Net Open Interest: USD 352.117 million to sell
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 352.117m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 352.117m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Barclays | 2.375* | 50.0 |
| Barclays | 2.375* | 25.0 |
| Barclays | 1.5* | 24.0 |
| Barclays | 1.5* | 12.0 |
| Goldman Sachs | 1.125* | 10.0 |
| Barclays | 1.0* | 30.0 |
| Barclays | 1.0* | 15.0 |
| J.P. Morgan Securities LLC.** | 1.0* | 2.0 |
| BNP Paribas** | 1.0* | 2.0 |
| Goldman Sachs | 0.875* | 10.0 |
| Goldman Sachs | 0.75* | 10.0 |
| Goldman Sachs | 0.625* | 10.0 |
| Goldman Sachs | 0.5* | 20.0 |
| RBC Capital Markets LLC** | 0.5* | 2.0 |
| Bank of America** | 0.5* | 2.0 |
| Goldman Sachs | 0.375* | 20.0 |
| Goldman Sachs | 0.25* | 20.0 |
| Goldman Sachs** | 0.25* | 2.0 |
| Citigroup** | 0.25* | 2.0 |
| Morgan Stanley** | 0.25* | 2.0 |
| Credit Suisse** | 0.25* | 2.0 |
| Deutsche Bank** | 0.25* | 2.0 |
| Goldman Sachs | 0.125^ | 100.0 |
| Citigroup | 0.125^ | 25.0 |
| Barclays | 0.0 | 352.0 |
| Goldman Sachs | 0.0 | 252.0 |
| Barclays** | 0.0 | 2.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.