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 S&P Global 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.