Forex News Volatilities implied by USD/JPY currency options were lower Wed in NY after the dollar rose again against the yen. One-month at-the-money USD/JPY options implied volatilities were at 10.50%/11.10% down from 10.80%/11.10% in Tokyo and from 11.0%/11.60% in NY Tue. One month EUR/USD implied vols were at 8.90%/9.20% from 9.20%/9.45% in Tokyo and from 9.20%/9.60% in NY Tue. One month EUR/JPY implied vols were at 8.90%/9.40% from 9.25%/9.65% in Tokyo and 9.0%/9.50% in NY Tue. One-month quarter delta risk-reversals for USD puts/JPY calls were at 2.70%/3.40% versus 3.10%/3.40% in Tokyo and 3.0%/3.70% in NY Tue.
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