Rite Aid Corp Auction Results, 08 November 2023
Final Results of the Rite Aid Corp CDS Auction, 08 November 2023
Final Price: 2
On 08 November 2023, 10 dealers submitted initial markets, physical settlement requests and limit orders to the Rite Aid Corp auction administered by Creditex and Markit to settle trades across the market referencing Rite Aid 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 |
|---|---|---|---|
| Barclays Bank PLC | 2.0 | 4.0 | Barclays Bank PLC |
| BNP Paribas SA | 2.0 | 4.0 | BNP Paribas SA |
| Bofa Securities, Inc. | 2.75 | 4.75 | Bofa Securities, Inc. |
| Citigroup Global Markets Inc. | 2.5 | 4.5 | Citigroup Global Markets Inc. |
| Credit Suisse International | 4.0 | 6.0 | Credit Suisse International |
| Deutsche Bank AG | 2.0 | 4.0 | Deutsche Bank AG |
| Goldman Sachs & Co. LLC | 1.0 | 3.0 | Goldman Sachs & Co. LLC |
| J.P. Morgan Securities LLC. | 2.875 | 4.875 | J.P. Morgan Securities LLC. |
| Morgan Stanley & Co. LLC | 2.0 | 4.0 | Morgan Stanley & Co. LLC |
| Société Générale | 2.875 | 4.875 | Société Générale |
Initial Market Midpoint: 3.375
Adjustment Amounts
Credit Suisse International
USD 12,500
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas SA | Offer | 0.0 |
| Bofa Securities, Inc. | Offer | 0.0 |
| Citigroup Global Markets Inc. | Offer | 0.0 |
| Credit Suisse International | Offer | 0.0 |
| Deutsche Bank AG | Offer | 0.0 |
| Goldman Sachs & Co. LLC | Offer | 29.156 |
| J.P. Morgan Securities LLC. | Offer | 0.0 |
| Morgan Stanley & Co. LLC | Offer | 0.0 |
| Barclays Bank PLC | Bid | 2.377 |
| Société Générale | Bid | 6.5 |
Net Open Interest: USD 20.279 million to sell
| Sum of Buy Physical Requests | 8.877m |
| Sum of Sell Physical Requests | 29.156m |
| Sum of Physical Request Trades | 8.877m |
| Sum of Limit Order Trades | 20.279m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Goldman Sachs & Co. LLC | 3.375* | 3.0 |
| Credit Suisse International** | 3.375* | 2.0 |
| J.P. Morgan Securities LLC.** | 2.875* | 2.0 |
| Société Générale** | 2.875* | 2.0 |
| Bofa Securities, Inc.** | 2.75* | 2.0 |
| Citigroup Global Markets Inc.** | 2.5* | 2.0 |
| Goldman Sachs & Co. LLC | 2.5* | 1.0 |
| BNP Paribas SA** | 2.0^ | 2.0 |
| Morgan Stanley & Co. LLC** | 2.0^ | 2.0 |
| Barclays Bank PLC** | 2.0^ | 2.0 |
| Deutsche Bank AG** | 2.0^ | 2.0 |
| J.P. Morgan Securities Inc. | 1.875 | 3.0 |
| J.P. Morgan Securities Inc. | 1.5 | 5.0 |
| Barclays Bank PLC | 1.5 | 5.0 |
| J.P. Morgan Securities Inc. | 1.125 | 10.279 |
| Goldman Sachs & Co. LLC | 1.125 | 10.0 |
| Barclays Bank PLC | 1.0 | 20.0 |
| Goldman Sachs & Co. LLC** | 1.0 | 2.0 |
| BNP Paribas SA | 0.125 | 1.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.