THOMAS COOK GROUP PLC Auction Results, 30 October 2019
Final Results of the THOMAS COOK GROUP PLC CDS Auction, 30 October 2019
Final Price: 10.125
On 30 October 2019, 10 dealers submitted initial markets, physical settlement requests and limit orders to the THOMAS COOK GROUP PLC auction administered by Creditex and S&P Global to settle trades across the market referencing THOMAS COOK GROUP PLC.
| Relevant Currency |
|---|
| EUR |
| Auction Currency Rates | |
|---|---|
| EUR/EUR | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 8.625 | 10.625 | Barclays Bank PLC |
| BNP Paribas | 6.75 | 8.75 | BNP Paribas |
| Citigroup Global Markets Limited | 7.75 | 9.75 | Citigroup Global Markets Limited |
| Credit Suisse International | 8.25 | 9.25 | Credit Suisse International |
| Deutsche Bank Aktiengesellschaft | 9.0 | 11.0 | Deutsche Bank Aktiengesellschaft |
| Goldman Sachs International | 8.5 | 10.5 | Goldman Sachs International |
| J.P. Morgan Securities PLC | 8.5 | 10.5 | J.P. Morgan Securities PLC |
| Merrill Lynch International | 8.125 | 10.125 | Merrill Lynch International |
| Morgan Stanley & Co. International PLC | 8.0 | 10.0 | Morgan Stanley & Co. International PLC |
| Société Générale | 8.0 | 10.0 | Société Générale |
Initial Market Midpoint: 9.125
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 0.0 |
| BNP Paribas | Offer | 0.0 |
| Credit Suisse International | Offer | 192.2 |
| Deutsche Bank Aktiengesellschaft | Offer | 0.0 |
| Goldman Sachs International | Offer | 0.0 |
| Merrill Lynch International | Offer | 0.0 |
| Morgan Stanley & Co. International PLC | Offer | 2.0 |
| Société Générale | Offer | 0.0 |
| Citigroup Global Markets Limited | Bid | 1.0 |
| J.P. Morgan Securities PLC | Bid | 21.5 |
Net Open Interest: EUR 171.7 million to sell
| Sum of Buy Physical Requests | 22.5m |
| Sum of Sell Physical Requests | 194.2m |
| Sum of Physical Request Trades | 22.5m |
| Sum of Limit Order Trades | 171.7m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Goldman Sachs International | 10.125^ | 150.0 |
| Citigroup Global Markets Limited | 10.125^ | 10.0 |
| Barclays Bank PLC | 10.125^ | 10.0 |
| Barclays Bank PLC | 10.125^ | 10.0 |
| Credit Suisse International | 10.125^ | 10.0 |
| Goldman Sachs International | 9.75 | 21.7 |
| Credit Suisse International | 9.625 | 50.0 |
| Citigroup Global Markets Limited | 9.5 | 15.0 |
| Credit Suisse International | 9.375 | 100.0 |
| Deutsche Bank Aktiengesellschaft | 9.375 | 35.0 |
| Barclays Bank PLC | 9.25 | 10.0 |
| Barclays Bank PLC | 9.25 | 10.0 |
| Credit Suisse International | 9.125 | 171.1 |
| Credit Suisse International | 9.125 | 10.0 |
| Citigroup Global Markets Limited | 9.0 | 20.0 |
| Deutsche Bank Aktiengesellschaft** | 9.0 | 2.0 |
| Deutsche Bank Aktiengesellschaft | 8.75 | 30.0 |
| Barclays Bank PLC | 8.75 | 10.0 |
| Barclays Bank PLC** | 8.625 | 2.0 |
| Barclays Bank PLC | 8.5 | 10.0 |
| J.P. Morgan Securities PLC** | 8.5 | 2.0 |
| Goldman Sachs International** | 8.5 | 2.0 |
| Credit Suisse International | 8.375 | 2.0 |
| Citigroup Global Markets Limited | 8.25 | 70.0 |
| Goldman Sachs International | 8.25 | 50.0 |
| Barclays Bank PLC | 8.25 | 10.0 |
| Barclays Bank PLC | 8.25 | 10.0 |
| Credit Suisse International** | 8.25 | 2.0 |
| Credit Suisse International | 8.25 | 2.0 |
| Credit Suisse International | 8.125 | 2.0 |
| Merrill Lynch International** | 8.125 | 2.0 |
| Barclays Bank PLC | 8.0 | 10.0 |
| Société Générale** | 8.0 | 2.0 |
| Credit Suisse International | 8.0 | 2.0 |
| Morgan Stanley & Co. International PLC** | 8.0 | 2.0 |
| Credit Suisse International | 7.875 | 2.0 |
| Goldman Sachs International | 7.75 | 40.0 |
| Citigroup Global Markets Limited** | 7.75 | 2.0 |
| Credit Suisse International | 7.75 | 2.0 |
| Credit Suisse International | 7.625 | 2.0 |
| Credit Suisse International | 7.5 | 2.0 |
| Credit Suisse International | 7.375 | 4.0 |
| Deutsche Bank Aktiengesellschaft | 7.25 | 150.0 |
| Goldman Sachs International | 7.25 | 100.0 |
| Credit Suisse International | 7.25 | 4.0 |
| Credit Suisse International | 7.125 | 5.0 |
| Credit Suisse International | 7.0 | 5.0 |
| Credit Suisse International | 6.875 | 5.0 |
| Credit Suisse International | 6.75 | 5.0 |
| BNP Paribas** | 6.75 | 2.0 |
| Credit Suisse International | 6.625 | 5.0 |
| Credit Suisse International | 6.5 | 5.0 |
| Credit Suisse International | 6.375 | 5.0 |
| Credit Suisse International | 6.25 | 5.0 |
| Citigroup Global Markets Limited | 6.125 | 50.0 |
| Credit Suisse International | 6.125 | 5.0 |
| Citigroup Global Markets Limited | 6.0 | 171.0 |
| Credit Suisse International | 6.0 | 5.0 |
| J.P. Morgan Securities PLC | 6.0 | 5.0 |
| Credit Suisse International | 5.875 | 5.0 |
| Credit Suisse International | 5.75 | 5.0 |
| Credit Suisse International | 5.625 | 5.0 |
| Credit Suisse International | 5.5 | 5.0 |
| Credit Suisse International | 5.375 | 5.0 |
| Credit Suisse International | 5.25 | 5.0 |
| Morgan Stanley & Co. International PLC | 5.125 | 25.0 |
| Credit Suisse International | 5.125 | 5.0 |
| Credit Suisse International | 5.0 | 50.0 |
| Morgan Stanley & Co. International PLC | 4.875 | 50.0 |
| Morgan Stanley & Co. International PLC | 4.125 | 75.0 |
| Barclays Bank PLC | 2.0 | 170.0 |
| J.P. Morgan Securities PLC | 1.0 | 50.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.