Case File
efta-01379436DOJ Data Set 10OtherEFTA01379436
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01379436
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
22 December 2017
EM Currency Handbook 2018: Still Fuel in the Tank
Bid/ask spread:
30bps
Avg. daily vol:
USD300mn
Ref. Source:
LATAMNDF2=DBNY, Bloomberg: DBLMl<GO>
Fixing page:
www.sbs.gob.pe
Cross r or rency sr.vap.
Regulatory:
ISDA documentation. Standard does available at EMTA (www.emta.org)
Standard Contract:
6M Libor vs. PEN nominal fixed; net settled at maturity; with final exchange; settled offshore in
USD
Liquidity:
Moderate
Avg. ticket size:
USD10mn
Bid/ask spread:
10bp
Avg. daily vol:
USD20mn
Non-Deliverable Option (NDO)
Liquidity:
Very Poor
Avg. daily vol:
< USDlOmn
Deutsche Bank Securities Inc.
Page 109
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0076912
CONFIDENTIAL
SDNY_GM_00223096
EFTA01379436
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Domain
www.emta.orgForum Discussions
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