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Malko is a character that appears in Season 5 of the HBO television series Game of Thrones. He does not appear in George R. R. Martin's A Song of Ice and Fire book series. He is a condensation into one role of half a dozen separate pirate-slaver characters from the books. It is unknown if Malko takes also slaves in places where slavery is illegal.
Malko is the captain of a slaving ship operating in Slaver's Bay and the Summer Sea. He can speak the common tongue.
Malko's ship anchors on the shoreline while on a voyage to Volantis so that the slaver's can replenish their water supply. The slavers, led by Malko, discover Jorah Mormont and Tyrion Lannister and capture them. Malko plans on using Jorah as a galley slave and orders Tyrion to be killed and his penis cut off, as dwarfs' penises are believed to be magic. Tyrion warns Malko that no merchant will believe him unless he sees the source of the penis. Then he attempts to convince Malko to take them to Meereen to the fighting pits where Jorah can prove his worth. After hearing Jorah killed Qotho, a Dothraki bloodrider, Malko becomes impressed and agrees to take them to Meereen.
Once he has arrived in Slaver's Bay, Malko proceeds to auction off Jorah while changing details to make his story sound more impressive (and to get a higher price), including Jorah killing Drogo (instead of Qotho) and taking part in the attack on "Spike" (misspelling Pyke) while wielding a flaming sword (instead of Thoros of Myr). He manages to sell Jorah to Yezzan zo Qaggaz, a Yunkish Wise Master for 20 of an unspecified coin. As Yezzan leads Jorah away, Tyrion desperately attempts to also be sold to Yezzan. Malko scoffs at this, saying that at least Tyrion is funny. Tyrion proceeds to gain control of his chain and beat the slaver who was holding him. Yezzan, intrigued with Tyrion, ends up buying him for a single gold honor because he's funny.