
McClatchy Co Auction Results, 10 March 2020
Final Results of the McClatchy Co CDS Auction, 10 March 2020
Final Price: 2
On 10 March 2020, 7 dealers submitted initial markets, physical settlement requests and limit orders to the McClatchy Co auction administered by Creditex and Markit to settle trades across the market referencing THE McCLATCHY COMPANY.
Relevant Currency |
---|
USD |
Auction Currency Rates | |
---|---|
USD/USD | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
Dealer | Bid | Offer | Dealer |
---|---|---|---|
Barclays | 2.0 | 7.0 | Barclays |
BNP Paribas | 7.0 | 12.0 | BNP Paribas |
Citigroup | 5.0 | 10.0 | Citigroup |
Deutsche Bank | 5.0 | 10.0 | Deutsche Bank |
Goldman Sachs | 0.25 | 5.25 | Goldman Sachs |
J.P. Morgan Securities LLC. | 2.5 | 7.5 | J.P. Morgan Securities LLC. |
Morgan Stanley | 0.5 | 5.5 | Morgan Stanley |
Initial Market Midpoint: 5.375
Adjustment Amounts
BNP Paribas
USD 16,250
Physical Settlement Requests
Dealer | Bid/Offer | Size |
---|---|---|
Barclays | Offer | 34.8 |
BNP Paribas | Offer | 1.2 |
Citigroup | Offer | 1.2 |
Deutsche Bank | Offer | 0.0 |
Goldman Sachs | Offer | 22.835 |
J.P. Morgan Securities LLC. | Offer | 1.2 |
Morgan Stanley | Offer | 1.328 |
Net Open Interest: USD 62.563 million to sell
Sum of Buy Physical Requests | 0.0m |
Sum of Sell Physical Requests | 62.563m |
Sum of Physical Request Trades | 0.0m |
Sum of Limit Order Trades | 62.563m |
Limit Orders
Dealer | Bid | Size |
---|---|---|
Goldman Sachs | 6.375* | 10.0 |
J.P. Morgan Securities LLC. | 6.375* | 4.0 |
J.P. Morgan Securities LLC. | 6.375* | 4.0 |
BNP Paribas** | 5.375* | 1.0 |
Goldman Sachs | 5.25* | 10.0 |
Deutsche Bank** | 5.0* | 1.0 |
Citigroup** | 5.0* | 1.0 |
Goldman Sachs | 4.25* | 10.0 |
Goldman Sachs | 3.25* | 10.0 |
J.P. Morgan Securities LLC.** | 2.5* | 1.0 |
Goldman Sachs | 2.25* | 10.0 |
Barclays** | 2.0^ | 1.0 |
Goldman Sachs | 1.25 | 12.563 |
Goldman Sachs | 0.5 | 62.563 |
J.P. Morgan Securities LLC. | 0.5 | 62.0 |
Morgan Stanley** | 0.5 | 1.0 |
Barclays | 0.25 | 62.563 |
Goldman Sachs** | 0.25 | 1.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.