Delphi credit event fixing set at auction

The auction included 15 credit derivative dealers and was administered by Creditex, an electronic credit derivatives trading platform and London-based Markit – a derivatives pricing and valuation specialist. Participating dealers submitted bids and offers, market orders, and limit orders to the auction at 9:45AM, New York time; by 10.55AM, the auction had generated a final price at which credit derivative index trades are to be settled: 63.375%.

Delphi filed for bankruptcy on October 8 2005

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: