Energy Future Intermediate Holding Company LLC/EFIH Finance Inc. Auction Results, 21 May 2014
Due to a zero Net Open Interest there was no subsequent bidding period to the Energy Future Intermediate Holding Company LLC/EFIH Finance Inc. auction. As a result the Inside Market Midpoint value is the Final Price.
Final Results of the Energy Future Intermediate Holding Company LLC/EFIH Finance Inc. CDS Auction, 21 May 2014
Final Price: 105.75
On 21 May 2014, 11 dealers submitted initial markets, physical settlement requests and limit orders to the Energy Future Intermediate Holding Company LLC/EFIH Finance Inc. auction administered by Creditex and S&P Global to settle trades across the market referencing Energy Future Intermediate Holding Company 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 |
|---|---|---|---|
| Bank of America | 106.0 | 108.0 | Bank of America |
| Barclays | 105.5 | 107.5 | Barclays |
| BNP Paribas | 100.0 | 102.0 | BNP Paribas |
| Citigroup | 105.5 | 107.5 | Citigroup |
| Credit Suisse AG | 105.0 | 107.0 | Credit Suisse AG |
| Deutsche Bank | 108.0 | 110.0 | Deutsche Bank |
| Goldman Sachs | 105.5 | 107.5 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 98.0 | 100.0 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 102.5 | 104.5 | Morgan Stanley |
| Nomura | 104.375 | 106.375 | Nomura |
| Societe Generale | 98.0 | 100.0 | Societe Generale |
Initial Market Midpoint: 105.75
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 AG | Offer | 0.0 |
| Deutsche Bank | Offer | 0.0 |
| Goldman Sachs | Offer | 0.0 |
| J.P. Morgan Securities Inc. | Offer | 0.0 |
| Morgan Stanley | Offer | 0.0 |
| Nomura | Offer | 0.0 |
| Societe Generale | Offer | 0.0 |
Net Open Interest: 0 Million
| Sum of Buy Physical Requests | 0.0m |
| Sum of Sell Physical Requests | 0.0m |
| Sum of Physical Request Trades | 0.0m |
| Sum of Limit Order Trades | 0.0m |
Limit Orders
| Dealer | Offer | Size |
|---|---|---|
| Societe Generale** | 0.0 | 2.0 |
| Citigroup** | 0.0 | 2.0 |
| Deutsche Bank** | 0.0 | 2.0 |
| Bank of America** | 0.0 | 2.0 |
| Credit Suisse AG** | 0.0 | 2.0 |
| Nomura** | 0.0 | 2.0 |
| BNP Paribas** | 0.0 | 2.0 |
| J.P. Morgan Securities LLC.** | 0.0 | 2.0 |
| Goldman Sachs** | 0.0 | 2.0 |
| Morgan Stanley** | 0.0 | 2.0 |
| Barclays** | 0.0 | 2.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.