DIAMOND SPORTS GROUP LLC Auction Results, 13 April 2023
Final Results of the DIAMOND SPORTS GROUP LLC CDS Auction, 13 April 2023
Final Price: 1.75
On 13 April 2023, 9 dealers submitted initial markets, physical settlement requests and limit orders to the DIAMOND SPORTS GROUP LLC auction administered by Creditex and S&P Global to settle trades across the market referencing DIAMOND SPORTS GROUP, LLC.
| Relevant Currency |
|---|
| USD |
| Auction Currency Rates | |
|---|---|
| USD/USD | 1.00000 |
The inputs and results are detailed below.
Dealer Initial Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Barclays Bank PLC | 1.0 | 3.0 | Barclays Bank PLC |
| BNP Paribas SA | 1.0 | 3.0 | BNP Paribas SA |
| Bofa Securities, Inc. | 1.25 | 3.25 | Bofa Securities, Inc. |
| Citigroup Global Markets Inc | 0.75 | 2.75 | Citigroup Global Markets Inc |
| Deutsche Bank AG | 1.75 | 3.75 | Deutsche Bank AG |
| Goldman Sachs & Co. LLC | 1.25 | 2.75 | Goldman Sachs & Co. LLC |
| J.P. Morgan Securities LLC. | 0.5 | 2.5 | J.P. Morgan Securities LLC. |
| Morgan Stanley & Co. LLC | 0.5 | 2.5 | Morgan Stanley & Co. LLC |
| Société Générale | 1.5 | 3.5 | Société Générale |
Initial Market Midpoint: 2
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Barclays Bank PLC | Offer | 15.302 |
| BNP Paribas SA | Offer | 0.0 |
| Bofa Securities, Inc. | Offer | 0.0 |
| Citigroup Global Markets Inc | Offer | 0.0 |
| Deutsche Bank AG | Offer | 0.0 |
| Goldman Sachs & Co. LLC | Offer | 25.2 |
| J.P. Morgan Securities LLC. | Offer | 4.198 |
| Morgan Stanley & Co. LLC | Offer | 0.0 |
| Societe Generale | Offer | 0.0 |
Net Open Interest: USD 44.7 million to sell
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 44.7m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 44.7m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Bofa Securities, Inc. | 2.0* | 3.0 |
| J.P. Morgan Securities LLC | 1.875* | 10.0 |
| J.P. Morgan Securities LLC | 1.75^ | 32.7 |
| Bofa Securities, Inc. | 1.75^ | 2.0 |
| Deutsche Bank AG** | 1.75^ | 2.0 |
| Morgan Stanley & Co. LLC | 1.625 | 44.7 |
| Bofa Securities, Inc. | 1.625 | 10.0 |
| Goldman Sachs & Co. LLC | 1.5 | 44.7 |
| Société Générale** | 1.5 | 2.0 |
| Goldman Sachs & Co. LLC** | 1.25 | 2.0 |
| Bofa Securities, Inc.** | 1.25 | 2.0 |
| BNP Paribas SA** | 1.0 | 2.0 |
| Barclays Bank PLC** | 1.0 | 2.0 |
| Citigroup Global Markets Inc** | 0.75 | 2.0 |
| Societe Generale | 0.5 | 18.0 |
| Morgan Stanley & Co. LLC** | 0.5 | 2.0 |
| J.P. Morgan Securities LLC.** | 0.5 | 2.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.