Forex News Volatilities implied by USD/JPY currency options were lower Mon in NY after the dollar declined against the yen. One-month at-the-money USD/JPY options implied volatilities were at 11.20%/11.70% down from 11.40%/11.70% in Tokyo and from 11.80%/12.30% in NY Fri. One month EUR/USD implied vols were at 9.0%/9.40% from 9.40%/9.65% in Tokyo and from 9.40%/9.70% in NY Fri. One month EUR/JPY implied vols were at 9.20%/9.70% from 9.65%/10.10% in Tokyo and 9.90%/10.40% in NY Fri. 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%/4.0% in NY Fri.
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