Volatilities implied by USD/JPY currency options were lower Mon in NY as the dollar rose against the yen. One-month at-the-money USD/JPY options implied volatilities were at 10.0%/10.50%, down from 10.40%/10.70% in Tokyo. Markets were closed in NY Friday for a national US holiday. One month EUR/USD implied vols were at 9.0%/9.40% from 9.10%/9.40% in Tokyo. One month EUR/JPY implied vols were at 9.10%/9.60% from 9.30%/9.90% in Tokyo. One-month quarter delta risk-reversals for USD puts/JPY calls were at 2.20%/2.80% versus 2.80%/3.20% in Tokyo
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