Noble Corp Auction Results, 10 September 2020
Final Results of the Noble Corp CDS Auction, 10 September 2020
Final Price: 1
On 10 September 2020, 10 dealers submitted initial markets, physical settlement requests and limit orders to the Noble Corp auction administered by Creditex and Markit to settle trades across the market referencing Noble Corporation.
| 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 | 0.125 | 2.125 | Bank of America |
| Barclays | 0.25 | 2.25 | Barclays |
| BNP Paribas | 0.5 | 2.5 | BNP Paribas |
| Citigroup | 1.0 | 2.0 | Citigroup |
| Credit Suisse | 0.5 | 1.5 | Credit Suisse |
| Deutsche Bank | 0.5 | 2.5 | Deutsche Bank |
| Goldman Sachs | 0.25 | 2.25 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 0.5 | 2.5 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 0.5 | 2.5 | Morgan Stanley |
| RBC Capital Markets LLC | 0.0 | 2.0 | RBC Capital Markets LLC |
Initial Market Midpoint: 1.25
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America | Offer | 0.0 |
| Barclays | Offer | 12.228 |
| BNP Paribas | Offer | 0.0 |
| Citigroup | Offer | 0.0 |
| Credit Suisse | Offer | 39.955 |
| Deutsche Bank | Offer | 0.0 |
| Goldman Sachs | Offer | 33.825 |
| J.P. Morgan Securities LLC. | Offer | 15.147 |
| Morgan Stanley | Offer | 10.43 |
| RBC Capital Markets LLC | Offer | 0.0 |
Net Open Interest: USD 111.585 million to sell
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 111.585m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 111.585m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Goldman Sachs | 2.25* | 15.0 |
| Barclays | 2.25* | 5.0 |
| RBC Capital Markets LLC | 2.25* | 5.0 |
| Barclays | 2.25* | 5.0 |
| Barclays | 2.25* | 2.5 |
| Goldman Sachs | 1.625* | 5.0 |
| Barclays | 1.25* | 25.0 |
| Barclays | 1.25* | 10.0 |
| Barclays | 1.25* | 5.0 |
| Goldman Sachs | 1.125* | 13.0 |
| Barclays | 1.125* | 10.0 |
| Credit Suisse | 1.0^ | 25.0 |
| BNP Paribas | 1.0^ | 3.0 |
| Citigroup** | 1.0^ | 2.0 |
| RBC Capital Markets LLC | 0.875 | 10.0 |
| Credit Suisse | 0.75 | 111.585 |
| RBC Capital Markets LLC | 0.75 | 15.0 |
| RBC Capital Markets LLC | 0.75 | 10.0 |
| Goldman Sachs | 0.625 | 40.0 |
| RBC Capital Markets LLC | 0.625 | 25.0 |
| RBC Capital Markets LLC | 0.5 | 50.0 |
| Bank of America | 0.5 | 20.0 |
| Citigroup | 0.5 | 18.0 |
| Barclays | 0.5 | 10.0 |
| Barclays | 0.5 | 5.0 |
| J.P. Morgan Securities LLC.** | 0.5 | 2.0 |
| BNP Paribas** | 0.5 | 2.0 |
| Credit Suisse** | 0.5 | 2.0 |
| Deutsche Bank** | 0.5 | 2.0 |
| Morgan Stanley** | 0.5 | 2.0 |
| Barclays | 0.375 | 75.0 |
| Goldman Sachs | 0.375 | 10.0 |
| Barclays | 0.25 | 111.585 |
| Citigroup | 0.25 | 91.585 |
| Bank of America | 0.25 | 30.0 |
| Goldman Sachs | 0.25 | 10.0 |
| Goldman Sachs** | 0.25 | 2.0 |
| Barclays** | 0.25 | 2.0 |
| Goldman Sachs | 0.125 | 100.0 |
| Bank of America | 0.125 | 50.0 |
| RBC Capital Markets LLC | 0.125 | 50.0 |
| Goldman Sachs | 0.125 | 38.0 |
| Barclays | 0.125 | 20.0 |
| Barclays | 0.125 | 10.0 |
| Bank of America** | 0.125 | 2.0 |
| RBC Capital Markets LLC** | 0.0 | 2.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.