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Corpus: 1990-03-17 – 2025-12-01

December 2017

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Results by Dataset5 total

Set 10

5

5 results for “"Non-Deliverable Option"”

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EFTA01379427Set 10

2017-12-221p420w

tenor Avg. daily vol: USD50mn Fixing: www.emta.org/aservicest, Reuters:ARSPPN=, BloombergARS MAEM Curncy Non-Deliverable Option (NDO) Liquidity: Very Poor Avg. daily vol: < USD1Omn Deutsche Bank Securities Inc. Page

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01379427.pdf

EFTA01379388Set 10

2017-12-221p364w

30pm Mumbai time, 2 business days before value date Fixing page: Reuters page Non-Deliverable Option (NDO) Regulatory: ISDA documentation applies. Avg. ticket size: USD 20-50mn Bid/ask spread

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01379388.pdf

EFTA01379395Set 10

2017-12-221p383w

daily vol: USD 0.5-1.0bn Fixing page: Reuters page , Bloomberg Non-Deliverable Option (NDO) Regulatory: ISDA documentation applies. Avg. ticket size: USD 20mn Bid/ask spread: 0.4 vols Avg. daily

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01379395.pdf

EFTA01379431Set 10

2017-12-221p288w

Fixing page: Bloomberg ticker: PCRCDOOB Index, Reuters ticker: CLPOB= Non-Deliverable Option (NfX)) Regulatory: ISDA documentation. Standard docs available at EMTA (www.emta.org) Liquidity: Poor Avg. ticket size: USD20mn Bid/ask spread

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01379431.pdf

EFTA01379436Set 10

2017-12-221p103w

Liquidity: Moderate Avg. ticket size: USD10mn Bid/ask spread: 10bp Avg. daily vol: USD20mn Non-Deliverable Option (NDO) Liquidity: Very Poor Avg. daily vol: < USDlOmn Deutsche Bank Securities Inc. Page

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01379436.pdf