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With domain transfer, just as if you were moving from your apartment, you need to notify the management. In this case, the management is your current registrar or hosting service.
Generally, you initiate the domain name transfer from the new agency site. Once you do, you will receive a confirmation email at the address the domain name contact information holds. After that, your current provider is notified of the move and within 3-10 days, your domain is transferred.