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EFTA Document EFTA01379387
Title Matchefta-efta01379387
Case Filesd-10-EFTA01379387Dept. of JusticeEFTA Document EFTA01379387
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Case File
sd-10-EFTA01379387Dept. of JusticeEFTA Document EFTA01379387
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22 December 2017 EM Currency Handbook 2018: Still Fuel in the Tank Bid/ask spread: 10 - 20 bps Avg. daily vol: INR 3-5 bn (sporadically traded) Ref. source: Reuters page <MIOCS=>, <MIFOR=> IRS. iS'€RiA Regulatory: Self-certification of underlying exposures. Only plain vanilla IRS/FRAs are allowed. Avg. ticket size: INR 500mn Tenor: 1 month - 10 years Bid/ask spread: 1 - 2 bps for tenors less than 5Y, l0bp for tenors more than 519 Avg. daily vol: INR 70 bn (for OIS), Ref. sourc
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Dept. of Justice
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sd-10-EFTA01379387
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