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1. Swenson Markets would like to sell an additional 1,000 shares of stock using

ID: 2711686 • Letter: 1

Question

1. Swenson Markets would like to sell an additional 1,000 shares of stock using a Dutch auction. The bids received are as follows: (Table below should be interpreted as follows: Bidder A is willing to pay $31 for each share, up to 100 shares while bidder B is willing to pay $29 for each share, up to 100 shares) (Hint: Remember that for Dutch auctions, sell shares first to bidder with willing to pay the highest price and then to bidder with second highest price and so on until all shares are sold. However, every bidder will pay the price of the last bidder to receive any shares. In other words, everyone will pay the lowest price of all successful bidders receiving shares regardless of their own price bids.)

Bidder             Quantity          Price

    A                       100            $31

    B                     100            $29

    C                       500            $28

    D                       600            $27

    E                       400            $26

What is the total amount the issuer will receive from this auction? Ignore costs.

Explanation / Answer

Bidder             Quantity          Price    Total Quantity

    A                       100            $31      100                               = 100

    B                     100            $29     100+100                        = 200

    C                       500            $28     100+100+500                 = 700

    D                       600            $27     100+100+500+600          =1300

    E                       400            $26

Dutch auction is a method of selling in which the price is reduced until a buyer is found.

The following bids are solicited from buyers 100 at 31, 100 at 29, 500 at 28, 600 at 27 and 400 at 26.

The clearing price is the price at which the seller can unload all 1000 shares of stock, at a price of 27 in this case.

A Dutch auction can be an effective way to source liquidity, establish a true clearing price, and fairly allocate securities among buyers.

For 1300 shares sold the issuer will receive $27 per share.