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EFTA01379432
Avg. daily vol: USD800mn Fixing page: Reuters: COTCRM=RR on page CO/COL03. Bloomberg ticker: TRM Index. Ref. Source: LATAMNDF=DBNY, Bloomberg: DBLMI<GO> Local TES NDF Liquidity: Good Avg. ticket size: 5K DV01 Bid/ask spread: 2bp Avg. daily vol: USD600mn Fixing page: www.infoval.com Ref
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