Volatility USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW
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fxVol 1m 12.61 8.78 10.51 8.25 6.95 11.66 11.05 8.71 9.03
fxVol 3m 9.70 8.94 9.63 7.60 6.86 9.80 9.82 8.72 9.06
fxVol 6m 9.02 8.99 9.57 7.65 7.01 9.46 9.74 9.11 9.46
fxVol 1y 8.92 9.32 9.71 7.98 7.40 9.67 10.06 9.53 9.81
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Realized 1m 6.48 10.69 7.46 5.85 5.52 7.23 6.59 6.32 5.32 8.04
Realized 3m 7.18 9.26 9.26 6.24 6.35 7.61 7.81 7.78 7.88 9.97
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Gamma 2y 55.5 28.8 37.5 12.6 53.9 54.2 37.8 73.2 45.9 63.1 39.4
Realized 1m 44.0 12.1 18.0 5.6 18.4 26.8 13.9 16.1 62.5 27.4 18.7
Realized 3m 42.1 14.1 22.4 5.3 20.9 27.2 19.4 21.1 52.0 29.1 22.7
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Gamma 5y 80.3 53.9 57.9 16.5 47.9 76.2 56.6 91.1 69.4 62.8 53.5
Realized 1m 67.7 28.7 40.3 13.0 21.8 51.9 24.9 19.9 32.7 36.3 29.7
Realized 3m 64.8 39.9 45.3 12.1 29.5 51.9 40.9 35.4 45.9 36.9 34.6
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Gamma 10y 81.4 61.8 70.0 19.8 51.9 71.5 65.2 77.0 78.9 68.9 52.1
Realized 1m 69.5 27.2 43.7 13.5 27.7 56.6 30.5 22.6 65.2 41.5 41.6
Realized 3m 65.9 46.2 50.9 16.2 42.0 61.5 46.8 45.7 63.0 44.7 42.2
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irVol 1m2y 55.5 26.0 30.9 11.1 53.9 47.5 30.6 73.2 35.3 51.0 38.9
irVol 1m5y 80.3 53.9 57.7 15.3 47.9 76.2 52.6 91.1 66.8 59.6 53.1
irVol 1m10y 81.4 61.8 69.7 17.7 49.7 71.5 61.9 77.0 77.9 66.4 51.8
irVol 1m30y 77.0 75.8 70.3 37.7
irVol 3m2y 51.5 28.8 33.2 11.8 48.8 52.8 33.4 70.1 41.5 59.4 39.4
irVol 3m5y 74.2 49.8 55.1 15.9 45.1 62.7 54.7 77.1 68.7 62.0 53.5
irVol 3m10y 76.9 57.3 68.1 18.9 50.9 66.1 62.8 67.9 78.9 68.6 52.1
irVol 3m30y 73.4 68.1 68.0 37.9
irVol 1y1y 53.6 27.3 35.6 12.3 42.2 42.7 41.6 67.1 49.9 55.8 35.5
irVol 1y2y 64.2 33.1 44.9 14.1 43.3 56.5 47.8 68.6 60.0 67.8 38.4
irVol 1y5y 76.2 50.3 62.9 18.0 45.7 59.1 60.7 75.5 70.5 64.0 47.1
irVol 1y10y 78.3 61.1 73.0 22.4 55.2 59.3 67.4 73.9 76.2 69.2 48.4
irVol 1y30y 74.3 65.2 72.4 38.8
irVol 2y2y 75.9 45.2 59.7 17.3 53.2 57.9 60.9 75.4 70.4 69.9 41.5
irVol 2y5y 79.8 56.1 70.3 20.4 57.1 58.4 66.3 78.3 73.3 65.5 44.6
irVol 2y10y 80.0 64.1 75.2 25.2 63.5 56.8 70.4 78.0 75.5 69.3 45.4
irVol 2y30y 74.5 64.7 72.6 38.3
irVol 5y5y 83.7 67.5 78.1 27.1
irVol 5y10y 80.8 69.3 75.3 31.3
irVol 5y30y 71.2 62.7 69.6 41.0
irVol 10y10y 72.4 68.0 68.9 35.1
irVol 10y30y 63.6 56.1 60.8 42.4
#volrecap, #fxvol, #irvol, #eur, #usd, #nzd, #gbp, #cad, #jpy, #krw, #nok, #chf, #aud, #sek