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CORIBR
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EFTA01379432.pdf
1 mentionEFTA01379432
Avg. ticket size: 5K DV01 Bid/ask spread: 2bp Avg. daily vol: USD600mn Fixing page: www.infoval.com Ref. Source: Bloomberg DBCO <GO> IRS (CORIBR) Liquidity: Moderate Avg. ticket size: 3K DV01 Bid/ask spread: 4bps <2y Avg. daily vol: USD70mn Fixing page: Reuters COIBR=RR, Bloomberg CO
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