PACIFIC EXPL PRODTN CORP Auction Results, 06 April 2016
Final Results of the PACIFIC EXPL PRODTN CORP CDS Auction, 06 April 2016
Final Price: 20
On 06 April 2016, 11 dealers submitted initial markets, physical settlement requests and limit orders to the PACIFIC EXPL PRODTN CORP auction administered by Creditex and S&P Global to settle trades across the market referencing PACIFIC EXPLORATION & PRODUCTION 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 | 18.0 | 22.0 | Bank of America |
| Barclays | 16.5 | 20.5 | Barclays |
| BNP Paribas | 17.5 | 21.5 | BNP Paribas |
| Citigroup | 16.0 | 20.0 | Citigroup |
| Credit Suisse | 17.0 | 21.0 | Credit Suisse |
| Deutsche Bank | 17.0 | 21.0 | Deutsche Bank |
| Goldman Sachs | 17.0 | 21.0 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 17.5 | 21.5 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 19.5 | 23.5 | Morgan Stanley |
| Nomura | 18.0 | 22.0 | Nomura |
| Societe Generale | 17.5 | 21.5 | Societe Generale |
Initial Market Midpoint: 19.375
Adjustment Amounts
No Adjustment Amount
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America | Offer | 0.0 |
| Barclays | Offer | 0.0 |
| BNP Paribas | Offer | 0.0 |
| Citigroup | Offer | 0.0 |
| Credit Suisse | Offer | 0.0 |
| Deutsche Bank | Offer | 0.0 |
| Goldman Sachs | Offer | 1.23 |
| J.P. Morgan Securities LLC. | Offer | 0.0 |
| Morgan Stanley | Offer | 0.0 |
| Nomura | Offer | 0.0 |
| Societe Generale | Offer | 0.0 |
Net Open Interest: USD 1.23 million to sell
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 1.23m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 1.23m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Credit Suisse | 20.0* | 1.23 |
| Morgan Stanley** | 19.5 | 0.5 |
| Goldman Sachs | 19.0 | 1.23 |
| Nomura** | 18.0 | 0.5 |
| Bank of America** | 18.0 | 0.5 |
| Societe Generale** | 17.5 | 0.5 |
| BNP Paribas** | 17.5 | 0.5 |
| J.P. Morgan Securities LLC.** | 17.5 | 0.5 |
| Credit Suisse** | 17.0 | 0.5 |
| Goldman Sachs** | 17.0 | 0.5 |
| Deutsche Bank** | 17.0 | 0.5 |
| Barclays** | 16.5 | 0.5 |
| Citigroup** | 16.0 | 0.5 |
| Barclays | 15.125 | 1.23 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.