EFTA01379393Set 10
2017-12-221p235w
20bps
Avg. daily volume: USD 20mn
IRS ERA
Liquidity: Fair
Avg. ticket size: MYR 50mn
Bid/ask spread: 5bp for 1 - 7Y, 10bp for > 7Y
Avg. daily volume ... repo as a money market tool to
manage liquidity.
Avg. ticket size: CP: MYR 50mn; BA: MYR 0.5mn; Repo: MYR 50mn
Bid/ask spread: 2 - 5bp
Avg. daily volume
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01379393.pdf