Whiting Petroleum Corp Auction Results, 06 May 2020
Final Results of the Whiting Petroleum Corp CDS Auction, 06 May 2020
Final Price: 7
On 06 May 2020, 9 dealers submitted initial markets, physical settlement requests and limit orders to the Whiting Petroleum Corp auction administered by Creditex and Markit to settle trades across the market referencing Whiting Petroleum Corporation.
| Relevant Currency |
|---|
| USD |
| Auction Currency Rates | |
|---|---|
| USD/USD | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America | 8.25 | 10.25 | Bank of America |
| Barclays | 8.75 | 10.75 | Barclays |
| BNP Paribas | 8.5 | 10.5 | BNP Paribas |
| Citigroup | 9.0 | 10.0 | Citigroup |
| Credit Suisse | 8.5 | 10.5 | Credit Suisse |
| Deutsche Bank | 8.5 | 10.5 | Deutsche Bank |
| Goldman Sachs | 8.5 | 10.5 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 9.125 | 11.125 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 7.5 | 9.5 | Morgan Stanley |
Initial Market Midpoint: 9.5
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America | Offer | 0.0 |
| Barclays | Offer | 25.0 |
| BNP Paribas | Offer | 33.5 |
| Citigroup | Offer | 5.0 |
| Credit Suisse | Offer | 6.9 |
| Deutsche Bank | Offer | 0.0 |
| Goldman Sachs | Offer | 8.918 |
| J.P. Morgan Securities LLC. | Offer | 110.205 |
| Morgan Stanley | Offer | 3.25 |
Net Open Interest: USD 192.773 million to sell
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 192.773m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 192.773m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Barclays | 10.5* | 5.0 |
| Goldman Sachs | 9.5* | 5.0 |
| Goldman Sachs | 9.5* | 2.0 |
| Citigroup | 9.5* | 1.0 |
| Citigroup | 9.375* | 1.0 |
| Citigroup | 9.25* | 1.0 |
| J.P. Morgan Securities LLC.** | 9.125* | 2.0 |
| Citigroup | 9.125* | 1.0 |
| Goldman Sachs | 9.0* | 6.0 |
| Goldman Sachs | 9.0* | 3.0 |
| Citigroup** | 9.0* | 2.0 |
| Citigroup | 9.0* | 1.0 |
| Citigroup | 8.875* | 1.0 |
| Barclays** | 8.75* | 2.0 |
| Citigroup | 8.75* | 1.0 |
| Goldman Sachs | 8.625* | 5.0 |
| Citigroup | 8.625* | 1.0 |
| Barclays | 8.5* | 5.0 |
| BNP Paribas** | 8.5* | 2.0 |
| Deutsche Bank** | 8.5* | 2.0 |
| Credit Suisse** | 8.5* | 2.0 |
| Goldman Sachs** | 8.5* | 2.0 |
| Citigroup | 8.5* | 1.0 |
| Citigroup | 8.375* | 1.0 |
| Bank of America** | 8.25* | 2.0 |
| Citigroup | 8.25* | 1.0 |
| Credit Suisse | 8.125* | 10.0 |
| Citigroup | 8.125* | 1.0 |
| Goldman Sachs | 8.0* | 6.0 |
| Goldman Sachs | 8.0* | 5.0 |
| Goldman Sachs | 8.0* | 3.0 |
| Citigroup | 8.0* | 1.0 |
| Credit Suisse | 7.875* | 10.0 |
| Citigroup | 7.875* | 1.0 |
| Citigroup | 7.75* | 1.0 |
| Goldman Sachs | 7.625* | 5.0 |
| Citigroup | 7.625* | 1.0 |
| Barclays | 7.5* | 25.0 |
| Barclays | 7.5* | 10.0 |
| Bank of America | 7.5* | 2.0 |
| Morgan Stanley** | 7.5* | 2.0 |
| Citigroup | 7.5* | 1.0 |
| Citigroup | 7.375* | 1.0 |
| Credit Suisse | 7.25* | 35.0 |
| Citigroup | 7.25* | 1.0 |
| Citigroup | 7.125* | 1.0 |
| Barclays | 7.0^ | 25.0 |
| Credit Suisse | 7.0^ | 25.0 |
| Bank of America | 7.0^ | 10.0 |
| Bank of America | 7.0^ | 2.0 |
| Citigroup | 7.0^ | 1.0 |
| Citigroup | 6.875 | 1.0 |
| Citigroup | 6.75 | 1.0 |
| Goldman Sachs | 6.625 | 5.0 |
| Citigroup | 6.625 | 1.0 |
| Barclays | 6.5 | 25.0 |
| Goldman Sachs | 6.5 | 5.0 |
| Bank of America | 6.5 | 3.0 |
| Citigroup | 6.5 | 1.0 |
| Bank of America | 6.25 | 10.0 |
| Credit Suisse | 6.0 | 30.0 |
| Barclays | 6.0 | 25.0 |
| Bank of America | 6.0 | 5.0 |
| Goldman Sachs | 5.625 | 5.0 |
| Goldman Sachs | 5.5 | 5.0 |
| Citigroup | 5.125 | 5.0 |
| Barclays | 5.0 | 92.0 |
| Barclays | 5.0 | 80.0 |
| Credit Suisse | 5.0 | 40.0 |
| Bank of America | 5.0 | 10.0 |
| Credit Suisse | 5.0 | 8.5 |
| Morgan Stanley | 5.0 | 3.0 |
| Barclays | 4.5 | 192.773 |
| Goldman Sachs | 4.5 | 5.0 |
| Citigroup | 4.125 | 10.0 |
| Goldman Sachs | 4.0 | 12.0 |
| Goldman Sachs | 4.0 | 6.0 |
| Goldman Sachs | 3.5 | 5.0 |
| Citigroup | 3.125 | 25.0 |
| Morgan Stanley | 2.5 | 15.0 |
| Goldman Sachs | 2.5 | 10.0 |
| Citigroup | 2.125 | 50.0 |
| Goldman Sachs | 2.0 | 24.0 |
| Goldman Sachs | 2.0 | 12.0 |
| Goldman Sachs | 1.5 | 10.0 |
| Citigroup | 1.125 | 110.0 |
| Goldman Sachs | 1.0 | 48.0 |
| Goldman Sachs | 1.0 | 24.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.