Talen Energy Supply LLC Auction Results, 07 June 2022
Final Results of the Talen Energy Supply LLC CDS Auction, 07 June 2022
Final Price: 70
On 07 June 2022, 10 dealers submitted initial markets, physical settlement requests and limit orders to the Talen Energy Supply LLC auction administered by Creditex and Markit to settle trades across the market referencing Talen Energy Supply, LLC.
| Relevant Currency |
|---|
| USD |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America | 58.0 | 60.0 | Bank of America |
| Barclays | 57.0 | 59.0 | Barclays |
| BNP Paribas | 58.5 | 60.5 | BNP Paribas |
| Citigroup | 59.25 | 61.25 | Citigroup |
| Credit Suisse | 57.5 | 59.5 | Credit Suisse |
| Deutsche Bank | 59.5 | 61.5 | Deutsche Bank |
| Goldman Sachs | 58.5 | 60.5 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 58.0 | 60.0 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 56.5 | 58.5 | Morgan Stanley |
| Société Générale | 57.5 | 59.5 | Société Générale |
Initial Market Midpoint: 59
Adjustment Amounts
Morgan Stanley
USD 10,000
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 0.0 |
| Credit Suisse | Offer | 10.647 |
| Deutsche Bank | Offer | 0.0 |
| J.P. Morgan Securities LLC. | Offer | 0.0 |
| Morgan Stanley | Offer | 4.136 |
| Bank of America | Bid | 10.0 |
| Barclays | Bid | 5.0 |
| Citigroup | Bid | 22.0 |
| Goldman Sachs | Bid | 81.831 |
| Societe Generale | Bid | 2.0 |
Net Open Interest: USD 106.048 million to buy
| Sum of Buy Physical Requests | 120.831m |
| Sum of Sell Physical Requests | 14.783m |
| Sum of Physical Request Trades | 14.783m |
| Sum of Limit Order Trades | 106.048m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| Barclays | 58.0* | 10.0 |
| Barclays | 58.0* | 5.0 |
| Barclays | 58.0* | 5.0 |
| Citigroup | 58.0* | 4.0 |
| Morgan Stanley** | 59.0* | 2.0 |
| Barclays** | 59.0* | 2.0 |
| Société Générale** | 59.5* | 2.0 |
| Credit Suisse** | 59.5* | 2.0 |
| Citigroup | 60.0* | 2.0 |
| Bank of America** | 60.0* | 2.0 |
| J.P. Morgan Securities LLC.** | 60.0* | 2.0 |
| BNP Paribas** | 60.5* | 2.0 |
| Goldman Sachs** | 60.5* | 2.0 |
| Citigroup | 61.0* | 2.0 |
| Citigroup** | 61.25* | 2.0 |
| Deutsche Bank** | 61.5* | 2.0 |
| Citigroup | 62.0* | 3.0 |
| J.P. Morgan Securities Inc. | 62.0* | 0.77 |
| Citigroup | 62.5* | 3.5 |
| Citigroup | 63.0* | 3.0 |
| Bank of America | 63.25* | 2.0 |
| Citigroup | 64.0* | 3.5 |
| Citigroup | 64.0* | 3.0 |
| Goldman Sachs | 64.0* | 2.0 |
| Citigroup | 65.0* | 3.0 |
| Goldman Sachs | 65.0* | 2.0 |
| Bank of America | 65.5* | 2.0 |
| Citigroup | 66.0* | 3.0 |
| Goldman Sachs | 66.0* | 1.0 |
| Goldman Sachs | 67.0* | 1.0 |
| Citigroup | 67.5* | 4.519 |
| Goldman Sachs | 68.0* | 1.0 |
| Goldman Sachs | 69.0* | 1.0 |
| J.P. Morgan Securities Inc. | 69.875* | 5.0 |
| Citigroup | 70.0^ | 10.0 |
| Credit Suisse | 70.0^ | 3.0 |
| Citigroup | 70.0^ | 3.0 |
| Goldman Sachs | 70.0^ | 1.0 |
| Credit Suisse | 71.0 | 3.0 |
| Goldman Sachs | 71.0 | 1.0 |
| Goldman Sachs | 72.0 | 1.0 |
| Credit Suisse | 72.5 | 3.0 |
| Citigroup | 74.0 | 14.0 |
| Goldman Sachs | 74.0 | 5.0 |
| Credit Suisse | 74.0 | 3.0 |
| Goldman Sachs | 75.0 | 5.0 |
| Credit Suisse | 75.5 | 3.0 |
| Credit Suisse | 77.0 | 3.0 |
| Credit Suisse | 78.5 | 3.0 |
| Goldman Sachs | 79.0 | 5.0 |
| Goldman Sachs | 80.0 | 3.0 |
| Credit Suisse | 80.0 | 3.0 |
| Credit Suisse | 81.5 | 3.0 |
| Credit Suisse | 83.0 | 3.0 |
| Goldman Sachs | 84.0 | 5.0 |
| Barclays | 85.0 | 5.0 |
| Goldman Sachs | 85.0 | 3.0 |
| Goldman Sachs | 90.0 | 10.0 |
| Barclays | 90.0 | 5.0 |
| Barclays | 95.0 | 5.0 |
| Barclays | 100.0 | 25.0 |
| Societe Generale | 103.0 | 2.0 |
| Goldman Sachs | 105.0 | 5.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.