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Family name Lio (Lio , リオ , ลีโอ ) , all over the world, is a common surname. The family name Lio is characteristic of Macao, where it is a common surname, Malaysia, where it is quite a common surname, and Japan. In absolute terms, this name is the most popular in Japan, Malaysia, and Indonesia. Very seldom, Lio is the forename as well as the last name.