Selecta Group BV Auction Results, 20 October 2020
Final Results of the Selecta Group BV CDS Auction, 20 October 2020
Final Price: 51.625
On 20 October 2020, 9 dealers submitted initial markets, physical settlement requests and limit orders to the Selecta Group BV auction administered by Creditex and S&P Global to settle trades across the market referencing Selecta Group B.V..
| Auction Currency Rates | |
|---|---|
| EUR/CHF | 1.07170 |
| EUR/EUR | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 48.0 | 51.0 | Barclays Bank PLC |
| BNP Paribas | 49.25 | 52.25 | BNP Paribas |
| Citigroup Global Markets Limited | 48.5 | 51.5 | Citigroup Global Markets Limited |
| Deutsche Bank Aktiengesellschaft | 49.0 | 52.0 | Deutsche Bank Aktiengesellschaft |
| Goldman Sachs International | 48.0 | 51.0 | Goldman Sachs International |
| J.P. Morgan Securities PLC | 50.0 | 53.0 | J.P. Morgan Securities PLC |
| Merrill Lynch International | 48.0 | 51.0 | Merrill Lynch International |
| Morgan Stanley & Co. International PLC | 48.0 | 51.0 | Morgan Stanley & Co. International PLC |
| Société Générale | 49.5 | 52.5 | Société Générale |
Initial Market Midpoint: 50.125
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 9.5 |
| BNP Paribas | Offer | 0.0 |
| Citigroup Global Markets Limited | Offer | 0.0 |
| Deutsche Bank Aktiengesellschaft | Offer | 0.0 |
| Goldman Sachs International | Offer | 13.0 |
| Merrill Lynch International | Offer | 4.8 |
| Morgan Stanley & Co. International PLC | Offer | 0.0 |
| J.P. Morgan Securities PLC | Bid | 5.5 |
| Société Générale | Bid | 14.0 |
Net Open Interest: 7.8 million to sell
| Sum of Buy Physical Requests | 19.5m |
| Sum of Sell Physical Requests | 27.3m |
| Sum of Physical Request Trades | 19.5m |
| Sum of Limit Order Trades | 7.8m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Goldman Sachs International | 51.625^ | 7.8 |
| Citigroup Global Markets Limited | 51.625^ | 7.8 |
| Barclays Bank PLC | 51.625^ | 2.0 |
| Barclays Bank PLC | 51.625^ | 1.0 |
| J.P. Morgan Securities PLC | 51.5 | 7.8 |
| Société Générale | 51.0 | 3.0 |
| J.P. Morgan Securities PLC | 50.75 | 7.8 |
| J.P. Morgan Securities PLC** | 50.0 | 1.0 |
| Société Générale** | 49.5 | 1.0 |
| BNP Paribas** | 49.25 | 1.0 |
| Barclays Bank PLC | 49.125 | 2.0 |
| Deutsche Bank Aktiengesellschaft** | 49.0 | 1.0 |
| Citigroup Global Markets Limited** | 48.5 | 1.0 |
| BNP Paribas | 48.0 | 2.0 |
| Merrill Lynch International** | 48.0 | 1.0 |
| Barclays Bank PLC** | 48.0 | 1.0 |
| Goldman Sachs International** | 48.0 | 1.0 |
| Morgan Stanley & Co. International PLC** | 48.0 | 1.0 |
| Barclays Bank PLC | 47.125 | 4.0 |
| Barclays Bank PLC | 47.125 | 2.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.