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 S&P Global 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.