EFTA01379436 DataSet-10

EFTA01379436.pdf

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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:             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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