| Foreign Exchange | |
| EUR/USD | |
| Spot | 0.9054 |
| Risk Reversal | 0.5 (For EUR calls) |
| Imp Vol | 10.60% |
| USD/JPY | |
| Spot | 122.06 |
| Risk Reversal | 0.15 (For JPY Calls) |
| Imp Vol | 9.35% |
| EUR/JPY | |
| Spot | 110.5041 |
| Risk Reversal | 0.05 (For EUR calls) |
| Imp Vol | 9.90% |
| Source: J.P. Morgan Chase |
Foreign Exchange Options Data
