TOYS R US INC Auction Results, 11 October 2017
Final Results of the TOYS R US INC CDS Auction, 11 October 2017
Final Price: 26
On 11 October 2017, 10 dealers submitted initial markets, physical settlement requests and limit orders to the TOYS R US INC auction administered by Creditex and S&P Global to settle trades across the market referencing TOYS .
| 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 | 30.5 | 32.5 | Bank of America |
| Barclays | 28.5 | 30.5 | Barclays |
| BNP Paribas | 29.25 | 31.25 | BNP Paribas |
| Citigroup | 29.0 | 31.0 | Citigroup |
| Credit Suisse | 29.5 | 31.5 | Credit Suisse |
| Deutsche Bank | 29.0 | 31.0 | Deutsche Bank |
| Goldman Sachs | 28.5 | 30.5 | Goldman Sachs |
| J.P. Morgan Securities LLC. | 30.0 | 32.0 | J.P. Morgan Securities LLC. |
| Morgan Stanley | 29.0 | 31.0 | Morgan Stanley |
| Societe Generale | 30.25 | 32.25 | Societe Generale |
Initial Market Midpoint: 30.25
Adjustment Amounts
Bank of America
USD 5,000
Physical Settlement Requests
| Dealer | Bid/Offer | Size |
|---|---|---|
| Bank of America | Offer | 0.475 |
| BNP Paribas | Offer | 8.97 |
| Citigroup | Offer | 0.0 |
| Credit Suisse | Offer | 0.0 |
| Deutsche Bank | Offer | 0.0 |
| Goldman Sachs | Offer | 76.847 |
| J.P. Morgan Securities LLC. | Offer | 0.0 |
| Morgan Stanley | Offer | 0.0 |
| Societe Generale | Offer | 0.0 |
| Barclays | Bid | 5.12 |
Net Open Interest: USD 81.172 million to sell
| Sum of Buy Physical Requests | 5.12m |
| Sum of Sell Physical Requests | 86.292m |
| Sum of Physical Request Trades | 5.12m |
| Sum of Limit Order Trades | 81.172m |
Limit Orders
| Dealer | Bid | Size |
|---|---|---|
| Bank of America | 31.25* | 10.0 |
| Citigroup | 31.25* | 5.0 |
| Bank of America** | 30.25* | 2.0 |
| Societe Generale** | 30.25* | 2.0 |
| J.P. Morgan Securities LLC.** | 30.0* | 2.0 |
| Credit Suisse** | 29.5* | 2.0 |
| BNP Paribas** | 29.25* | 2.0 |
| Morgan Stanley** | 29.0* | 2.0 |
| Citigroup** | 29.0* | 2.0 |
| Deutsche Bank** | 29.0* | 2.0 |
| Goldman Sachs** | 28.5* | 2.0 |
| Barclays** | 28.5* | 2.0 |
| Goldman Sachs | 27.0* | 25.0 |
| Goldman Sachs | 27.0* | 2.0 |
| Barclays | 26.5* | 5.0 |
| Barclays | 26.0^ | 25.0 |
| Goldman Sachs | 26.0^ | 2.0 |
| Bank of America | 25.25 | 10.0 |
| J.P. Morgan Securities Inc. | 25.25 | 5.0 |
| Goldman Sachs | 25.0 | 81.172 |
| Barclays | 25.0 | 81.0 |
| Deutsche Bank | 25.0 | 25.0 |
| Goldman Sachs | 25.0 | 4.0 |
| Citigroup | 25.0 | 3.0 |
| Citigroup | 25.0 | 2.0 |
| Credit Suisse | 24.5 | 3.0 |
| Deutsche Bank | 24.0 | 10.0 |
| Goldman Sachs | 24.0 | 2.0 |
| Bank of America | 23.25 | 10.0 |
| Deutsche Bank | 22.5 | 10.0 |
| Deutsche Bank | 21.5 | 10.0 |
| Credit Suisse | 21.5 | 8.0 |
| Bank of America | 21.25 | 10.0 |
| J.P. Morgan Securities Inc. | 21.25 | 10.0 |
| Deutsche Bank | 20.5 | 20.0 |
| Goldman Sachs | 20.5 | 5.0 |
| Bank of America | 20.25 | 30.0 |
| Citigroup | 20.0 | 5.0 |
| Goldman Sachs | 20.0 | 3.0 |
| Deutsche Bank | 19.0 | 40.0 |
| J.P. Morgan Securities Inc. | 17.25 | 25.0 |
| J.P. Morgan Securities Inc. | 15.25 | 50.0 |
| Goldman Sachs | 15.0 | 25.0 |
| Goldman Sachs | 15.0 | 1.0 |
| J.P. Morgan Securities Inc. | 12.25 | 81.0 |
** Limit Orders that were derived from inside markets.
* Limit Orders that were filled.
^ Limit Orders that were partially filled.