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 Markit 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.