Puerto Rico Electric Power Authority Auction Results, 02 August 2017
Final Results of the Puerto Rico Electric Power Authority CDS Auction, 02 August 2017
Final Price: 59
On 02 August 2017, 5 dealers submitted initial markets, physical settlement requests and limit orders to the Puerto Rico Electric Power Authority auction administered by Creditex and S&P Global to settle trades across the market referencing Puerto Rico Electric Power Authority.
| 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 | 57.75 | 59.75 | Bank of America |
| Barclays | 59.25 | 61.25 | Barclays |
| Citigroup | 58.75 | 60.75 | Citigroup |
| Goldman Sachs | 58.0 | 60.0 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 58.75 | 60.75 | J.P. Morgan Securities LLC. |
Initial Market Midpoint: 59.5
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America | Offer | 1.565 |
| Barclays | Offer | 0.0 |
| Citigroup | Offer | 0.0 |
| Goldman Sachs | Offer | 2.275 |
| J.P. Morgan Securities LLC. | Offer | 0.0 |
Net Open Interest: USD 3.84 million to sell
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 3.84m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 3.84m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Barclays** | 59.25* | 2.0 |
| Goldman Sachs | 59.0^ | 3.84 |
| Citigroup** | 58.75 | 2.0 |
| J.P. Morgan Securities LLC.** | 58.75 | 2.0 |
| Citigroup | 58.5 | 1.84 |
| Goldman Sachs** | 58.0 | 2.0 |
| Bank of America** | 57.75 | 2.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.