: ISDA documentation applies. Avg. ticket size: Executable Tenors: Bid/ask spread: Avg. daily vol: Ref. source: Floating Leg : Conventions : Non-Deliverable CCS Avg. ticket size: Executable Tenors: Bid/ask spread: Avg. daily vol: Ref. source: Floating Leg : Conventions : USD 20mn 3m-9m, 1Y-5Y 2.

PYKRW> Floating Leg: 91 Korean Local Banks CD rate (KWCDC Index) Conventions: Act/365, Act/365 (Fixed/Float), Quarterly Fixed versus 91 D KRW CD Non-Deliverable CCS Regulatory: No restrictions Avg. ticket size: USD 10mn Tenor: 1 - 10 years Bid/ask spread: 10 - 20bps Avg. daily vol: USD 10-20mn Ref.