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EFTA01379399
s Bid/ask spread: 1 - 2bps Avg. daily vol: USD 2-4bn Ref. source: Reuters page <IKRWIRS> <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. tic
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