Peabody Engy Corp Auction Results, 04 May 2016
Final Results of the Peabody Engy Corp CDS Auction, 04 May 2016
Final Price: 11
On 04 May 2016, 10 dealers submitted initial markets, physical settlement requests and limit orders to the Peabody Engy Corp auction administered by Creditex and Markit to settle trades across the market referencing Peabody Energy 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 | 10.0 | 12.0 | Bank of America |
| Barclays | 10.5 | 12.5 | Barclays |
| BNP Paribas | 10.0 | 12.0 | BNP Paribas |
| Citigroup | 10.5 | 12.5 | Citigroup |
| Credit Suisse | 10.25 | 12.25 | Credit Suisse |
| Deutsche Bank | 10.25 | 12.25 | Deutsche Bank |
| Goldman Sachs | 9.5 | 11.5 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 10.0 | 12.0 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 9.5 | 11.5 | Morgan Stanley |
| Societe Generale | 10.125 | 12.125 | Societe Generale |
Initial Market Midpoint: 11.125
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays | Offer | 27.808 |
| BNP Paribas | Offer | 0.0 |
| Credit Suisse | Offer | 0.0 |
| Deutsche Bank | Offer | 0.0 |
| Goldman Sachs | Offer | 41.207 |
| J.P. Morgan Securities LLC. | Offer | 34.842 |
| Morgan Stanley | Offer | 15.5 |
| Societe Generale | Offer | 0.0 |
| Bank of America | Bid | 40.09 |
| Citigroup | Bid | 14.0 |
Net Open Interest: 65.267 million to sell
| Sum of Buy Physical Requests | 54.09m |
| Sum of Sell Physical Requests | 119.357m |
| Sum of Physical Request Trades | 54.09m |
| Sum of Limit Order Trades | 65.267m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Credit Suisse | 12.125* | 2.0 |
| Credit Suisse | 11.5* | 5.0 |
| Credit Suisse | 11.25* | 10.0 |
| Barclays | 11.0^ | 20.0 |
| Credit Suisse | 11.0^ | 15.0 |
| Morgan Stanley | 11.0^ | 10.0 |
| J.P. Morgan Securities Inc. | 11.0^ | 5.0 |
| Bank of America | 11.0^ | 2.0 |
| Morgan Stanley | 10.75 | 10.0 |
| Barclays | 10.75 | 5.0 |
| J.P. Morgan Securities Inc. | 10.75 | 5.0 |
| Barclays | 10.625 | 10.0 |
| Credit Suisse | 10.5 | 65.267 |
| Barclays | 10.5 | 43.0 |
| Goldman Sachs | 10.5 | 20.0 |
| J.P. Morgan Securities Inc. | 10.5 | 10.0 |
| Bank of America | 10.5 | 5.0 |
| Citigroup** | 10.5 | 2.0 |
| Barclays** | 10.5 | 2.0 |
| Citigroup | 10.375 | 20.0 |
| Morgan Stanley | 10.25 | 45.0 |
| Goldman Sachs | 10.25 | 30.0 |
| Bank of America | 10.25 | 15.0 |
| Barclays | 10.25 | 10.0 |
| J.P. Morgan Securities Inc. | 10.25 | 10.0 |
| Credit Suisse** | 10.25 | 2.0 |
| Deutsche Bank** | 10.25 | 2.0 |
| Societe Generale** | 10.125 | 2.0 |
| Barclays | 10.0 | 20.0 |
| Bank of America** | 10.0 | 2.0 |
| BNP Paribas** | 10.0 | 2.0 |
| J.P. Morgan Securities LLC.** | 10.0 | 2.0 |
| J.P. Morgan Securities Inc. | 9.875 | 65.267 |
| Goldman Sachs | 9.5 | 25.0 |
| Goldman Sachs** | 9.5 | 2.0 |
| Morgan Stanley** | 9.5 | 2.0 |
| Citigroup | 8.0 | 65.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.