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USD 9bn
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Document Mentions (1)
EFTA01379421.pdf
1 mentionEFTA01379421
0mn (FX forwards); USD 100mn (FX swaps up to 1Y) Liquid tenors: <1Y Bid/ask spread: ZAR 0.0:3 - 0.05 Avg. daily volume: USD 1 bn (FX forwards); USD 9bn (FX swaps) FY options Avg. ticket size: USD 30mn Liquid tenors: <1Y Bid/ask spread: 0.5 vols fiS + IRA Avg. ticket size: USD 5k DV01 Liqui
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