• Credit Event Advisory – Auction Results for GenOn Energy Inc. - Effective July 11, 2017

      • To
      • CDS Market Participants
      • From
      • CME Clearing
      • #
      • 17-276
      • Notice Date
      • 11 July 2017
      • Effective Date
      • 11 July 2017
    • On Tuesday, July 11, 2017 an auction administered by Creditex and Markit resulted in a final price determination of 61 for GenOn Energy Inc. Please note that for the matured contract, CME Clearing will be using 7 days of accrual in its coupon rebate calculation whereas it will use 6 days for all non-matured positions.

      For the full text of this advisory, please click here