Forex News Volatilities implied by USD/JPY currency options were lower Tue in NY after the dollar rose against the yen. One-month at-the-money USD/JPY options implied volatilities were at 11.0%/11.60%, down from 11.70%/12.0% in Tokyo and from 11.20%/11.70% in NY Mon. One month EUR/USD implied vols were at 9.20%/9.60% from 9.40%/9.80% in Tokyo and from 9.0%/9.40% in NY Mon. One month EUR/JPY implied vols were at 9.0%/9.50% from 9.45%/9.85% in Tokyo and 9.20%/9.70% in NY Mon. One-month quarter delta risk-reversals for USD puts/JPY calls were at 3.0%/3.70% versus 3.25%/3.55% in Tokyo and 3.30%/3.70% in NY Mon.
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