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Derivatives

Foreign Exchange Options Data

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


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