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sd-10-EFTA01379436Dept. of Justice

EFTA Document EFTA01379436

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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:

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Dept. of Justice
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sd-10-EFTA01379436
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