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 S&P Global 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 S&P Global 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.
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