Six Flags Auction Results, 9th July 2009
Six Flags
CDS
Final Price: 14
Six Flags
LCDS
Final Price: 96.125
Final Results of the Six Flags CDS Auction, 9th July 2009
Final Price: 14
On 9th July 2009, 11 dealers submitted inside markets, physical settlement requests and limit orders to the Six Flags auction administered by Creditex and Markit to settle trades across the market referencing Six Flags, Inc..
The Six Flags Deliverable Obligations are denominated in USD.
| Relevant Currency |
|---|
| USD |
| Auction Currency Rates | |
|---|---|
| USD/USD | 1.00000 |
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Banc of America Securities LLC | 12.75 | 14.75 | Banc of America Securities LLC |
| Barclays Bank PLC | 11.5 | 13.5 | Barclays Bank PLC |
| BNP Paribas | 12.25 | 14.25 | BNP Paribas |
| Citigroup Global Markets Inc. | 11.5 | 13.5 | Citigroup Global Markets Inc. |
| Credit Suisse International | 13 | 15 | Credit Suisse International |
| Deutsche Bank AG | 11 | 13 | Deutsche Bank AG |
| Goldman Sachs & Co. | 12 | 14 | Goldman Sachs & Co. |
| J.P. Morgan Securities, Inc. | 12 | 14 | J.P. Morgan Securities, Inc. |
| Morgan Stanley & Co. Incorporated | 11.75 | 13.75 | Morgan Stanley & Co. Incorporated |
| The Royal Bank of Scotland PLC | 12.25 | 14.25 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 12.5 | 14.5 | UBS Securities LLC |
Inside Market Midpoint: 13
Adjustment Amounts
No adjustment amounts.
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| BNP Paribas | Offer | 0 |
| Banc of America Securities LLC | Offer | 0 |
| Barclays Bank PLC | Offer | 0 |
| Citigroup Global Markets Inc. | Offer | 0 |
| Deutsche Bank AG | Offer | 3 |
| Goldman Sachs & Co. | Offer | 12 |
| Morgan Stanley & Co. Incorporated | Offer | 3 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS Securities LLC | Offer | 0 |
| Credit Suisse International | Bid | 26 |
| J.P. Morgan Securities, Inc. | Bid | 54 |
Net Open Interest: $62 million to buy
| Sum of Buy Physical Requests | $80.0m |
| Sum of Sell Physical Requests | $18.0m |
| Sum of Physical Request Trades | $18.0m |
| Sum of Limit Order Trades | $62.0m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| Barclays Bank PLC | 13* | 10 |
| J.P. Morgan Securities, Inc. | 13* | 6 |
| Deutsche Bank AG** | 13* | 2 |
| Deutsche Bank AG | 13* | 1 |
| Barclays Bank PLC | 13.5* | 5 |
| Barclays Bank PLC** | 13.5* | 2 |
| Citigroup Global Markets Inc.** | 13.5* | 2 |
| Barclays Bank PLC | 13.75* | 5 |
| Morgan Stanley & Co. Incorporated** | 13.75* | 2 |
| Morgan Stanley & Co. Incorporated | 13.875* | 5 |
| Citigroup Global Markets Inc. | 14^ | 22 |
| J.P. Morgan Securities, Inc. | 14^ | 5 |
| Barclays Bank PLC | 14^ | 5 |
| Barclays Bank PLC | 14^ | 5 |
| Goldman Sachs & Co.** | 14^ | 2 |
| J.P. Morgan Securities, Inc.** | 14^ | 2 |
| J.P. Morgan Securities, Inc. | 14.25 | 5 |
| Barclays Bank PLC | 14.25 | 5 |
| BNP Paribas** | 14.25 | 2 |
| The Royal Bank of Scotland PLC** | 14.25 | 2 |
| J.P. Morgan Securities, Inc. | 14.5 | 5 |
| Barclays Bank PLC | 14.5 | 5 |
| UBS Securities LLC** | 14.5 | 2 |
| Goldman Sachs & Co. | 14.5 | 1 |
| Banc of America Securities LLC** | 14.75 | 2 |
| Barclays Bank PLC | 15 | 25 |
| Barclays Bank PLC | 15 | 10 |
| Barclays Bank PLC | 15 | 9.5 |
| J.P. Morgan Securities, Inc. | 15 | 5 |
| Barclays Bank PLC | 15 | 5 |
| Credit Suisse International** | 15 | 2 |
| Goldman Sachs & Co. | 15 | 1.5 |
| J.P. Morgan Securities, Inc. | 15.5 | 5 |
| Goldman Sachs & Co. | 15.5 | 1 |
| J.P. Morgan Securities, Inc. | 15.75 | 5 |
| Barclays Bank PLC | 16 | 10 |
| J.P. Morgan Securities, Inc. | 16 | 5 |
| Goldman Sachs & Co. | 16 | 1 |
| Citigroup Global Markets Inc. | 16 | 1 |
| J.P. Morgan Securities, Inc. | 16.25 | 5 |
| Credit Suisse International | 16.5 | 40 |
| J.P. Morgan Securities, Inc. | 16.5 | 5 |
| J.P. Morgan Securities, Inc. | 16.75 | 5 |
| Citigroup Global Markets Inc. | 17 | 10 |
| J.P. Morgan Securities, Inc. | 17 | 5 |
| Goldman Sachs & Co. | 17 | 1 |
| J.P. Morgan Securities, Inc. | 17.25 | 5 |
| Barclays Bank PLC | 17.5 | 5 |
| Credit Suisse International | 18 | 12.5 |
| Banc of America Securities LLC | 18 | 5 |
| Citigroup Global Markets Inc. | 20 | 10 |
| Citigroup Global Markets Inc. | 23 | 10 |
| Citigroup Global Markets Inc. | 26 | 10 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
Back to topFinal Results of the Six Flags LCDS Auction, 9th July 2009
Final Price: 96.125
On 9th July 2009, 10 dealers submitted inside markets, physical settlement requests and limit orders to the Six Flags auction administered by Creditex and Markit to settle trades across the market referencing Six Flags Theme Parks Inc..
The inputs and results are detailed below.
Dealer Inside Markets
| Dealer | Bid | Offer | Dealer |
|---|---|---|---|
| Bank of America, NA | 94.25 | 97.25 | Bank of America, NA |
| Barclays Bank PLC | 95 | 97 | Barclays Bank PLC |
| Citigroup Global Markets Inc. | 89.5 | 92.5 | Citigroup Global Markets Inc. |
| Credit Suisse International | 90.75 | 93.75 | Credit Suisse International |
| Deutsche Bank AG | 94.5 | 97.5 | Deutsche Bank AG |
| Goldman Sachs Credit Partners L.P. | 96 | 99 | Goldman Sachs Credit Partners L.P. |
| J.P. Morgan Securities, Inc. | 93.5 | 96.5 | J.P. Morgan Securities, Inc. |
| Morgan Stanley Senior Funding, Inc. | 94.75 | 96.75 | Morgan Stanley Senior Funding, Inc. |
| The Royal Bank of Scotland PLC | 95 | 97 | The Royal Bank of Scotland PLC |
| UBS Securities LLC | 94 | 97 | UBS Securities LLC |
Inside Market Midpoint: 95.75
Adjustment Amounts
Goldman Sachs Credit Partners L.P.: $5,000
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America, NA | Offer | 0 |
| Barclays Bank PLC | Offer | 0 |
| Citigroup Global Markets Inc. | Offer | 0 |
| Credit Suisse International | Offer | 12 |
| Deutsche Bank AG | Offer | 0 |
| Goldman Sachs Credit Partners L.P. | Offer | 0 |
| J.P. Morgan Securities, Inc. | Offer | 0 |
| Morgan Stanley Senior Funding, Inc. | Offer | 7 |
| The Royal Bank of Scotland PLC | Offer | 0 |
| UBS Securities LLC | Offer | 0 |
Net Open Interest: $19 million to sell
| Sum of Buy Physical Requests | $0.0m |
| Sum of Sell Physical Requests | $19.0m |
| Sum of Physical Request Trades | $0.0m |
| Sum of Limit Order Trades | $19.0m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Morgan Stanley Senior Funding, Inc. | 96.75* | 15 |
| Morgan Stanley Senior Funding, Inc. | 96.125^ | 5 |
| Barclays Bank PLC | 96 | 5 |
| Goldman Sachs Credit Partners L.P.** | 95.75 | 2 |
| Barclays Bank PLC** | 95.75 | 2 |
| Goldman Sachs Credit Partners L.P. | 95 | 3 |
| The Royal Bank of Scotland PLC** | 95 | 2 |
| J.P. Morgan Securities, Inc. | 94.75 | 9 |
| Morgan Stanley Senior Funding, Inc.** | 94.75 | 2 |
| Goldman Sachs Credit Partners L.P. | 94.75 | 2 |
| Deutsche Bank AG** | 94.5 | 2 |
| Goldman Sachs Credit Partners L.P. | 94.25 | 5 |
| Bank of America, NA** | 94.25 | 2 |
| UBS Securities LLC** | 94 | 2 |
| J.P. Morgan Securities, Inc. | 94 | 2 |
| Goldman Sachs Credit Partners L.P. | 93.75 | 5 |
| J.P. Morgan Securities, Inc. | 93.5 | 5 |
| J.P. Morgan Securities, Inc.** | 93.5 | 2 |
| Credit Suisse International** | 90.75 | 2 |
| Citigroup Global Markets Inc.** | 89.5 | 2 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.
Back to top