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 S&P Global 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.