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efta-01379393DOJ Data Set 10OtherEFTA01379393
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DOJ Data Set 10
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22 December 2017
EM Currency Handbook 2018: Still Fuel in the Tank
Onshore MYR products
FX spot
Avg. ticket size:
USD 5m
Bid/Ask Spread:
20-40 pips (varies depending on market conditions)
Avg. daily volume:
USD 800mn
Trading hours:
8:00am to 6.00pm, Kuala Lumpur/Singapore time
EX Forward t,t,>:tt
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Avg. ticket size:
USD 50mn for below lweek, USD10m for term swaps
Tenor:
Up to 12 months
Bid/ask spread:
10-40 pips
Avg. daily volume:
USD 2.0bn, approximately 80% of which is for below 1 week tenors
FX option:,
Avg. ticket size:
USD 10mn
Bid/ask spread:
1 vol
Avg. daily volume:
USD 10mn
Fixing page:
No fixing page for onshore
Onshore CCS
Avg. ticket size:
USD 20mn
Tenor:
1 - 10 years
Bid/ask spread:
10 - 20bps
Avg. daily volume:
USD 20mn
IRS ERA
Liquidity:
Fair
Avg. ticket size:
MYR 50mn
Bid/ask spread:
5bp for 1 - 7Y, 10bp for > 7Y
Avg. daily volume:
USD 10-20K DVO1
Fixing page:
Reuters page <KLIBOR>, 11.00am Singapore time
Short term money market instruments (BA/CP/repot
Liquidity:
BNM is the key participant in the repo market. BNM uses the repo as a money market tool to
manage liquidity.
Avg. ticket size:
CP: MYR 50mn; BA: MYR 0.5mn; Repo: MYR 50mn
Bid/ask spread:
2 - 5bp
Avg. daily volume:
USD 200mn
Page 30
Deutsche Bank Securities Inc.
CONFIDENTIAL - PURSUANT TO FED. R. CRI M. P. 6(e)
DB-SDNY-0076833
CONFIDENTIAL
SDNY_GM_00223017
EFTA01379393
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