| Foreign Exchange | |
| EUR/USD | |
| Spot | 0.8980 |
| Risk Reversal | 0.5 (For EUR calls) |
| Imp Vol | 10.4000 |
| USD/JPY | |
| Spot | 121.0900 |
| Risk Reversal | 0.35 (For JPY Puts) |
| Imp Vol | 8.3000 |
| EUR/JPY | |
| Spot | 108.7388 |
| Risk Reversal | 0.05 (For EUR calls) |
| Imp Vol | 9.3000 |
| Source: J.P. Morgan Chase |
Foreign Exchange Options Data
