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 S&P Global 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.