Volatility USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW
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fxVol 1m 13.01 8.88 10.82 8.45 6.80 12.16 11.40 8.65 9.13
fxVol 3m 9.96 9.03 9.83 7.72 6.87 10.09 10.03 8.61 8.93
fxVol 6m 9.16 9.00 9.65 7.72 7.02 9.53 9.83 9.04 9.44
fxVol 1y 9.11 9.30 9.78 8.12 7.38 9.84 10.21 9.50 9.85
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Realized 1m 6.48 10.67 7.46 5.89 5.54 7.18 6.71 6.02 5.30 8.06
Realized 3m 7.15 9.25 9.26 6.19 6.36 7.44 7.81 7.79 7.87 9.98
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Gamma 2y 58.3 27.1 37.4 12.7 53.9 56.2 36.5 71.3 46.5 63.5 39.3
Realized 1m 43.6 11.8 15.7 5.7 19.0 26.8 14.1 16.1 62.2 26.2 20.0
Realized 3m 41.9 13.9 22.0 5.4 20.9 27.0 19.4 21.0 52.1 29.0 22.3
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Gamma 5y 84.7 52.3 57.6 17.5 47.9 70.6 55.5 88.2 70.1 63.1 52.1
Realized 1m 66.9 30.3 35.4 13.7 21.8 51.6 24.8 20.0 36.2 36.3 31.7
Realized 3m 64.7 40.2 45.1 12.2 29.3 51.9 40.7 35.1 45.8 36.9 34.0
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Gamma 10y 85.9 60.5 69.6 21.2 51.9 75.1 64.8 75.7 81.4 69.4 51.4
Realized 1m 68.5 32.5 38.0 13.4 25.7 56.4 30.6 23.1 65.9 42.9 44.4
Realized 3m 66.0 47.0 50.8 16.2 41.8 61.5 46.4 45.1 63.3 45.0 42.0
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irVol 1m2y 58.3 25.4 30.8 12.3 53.9 48.4 29.9 71.3 37.1 51.1 38.7
irVol 1m5y 84.7 52.3 57.5 17.5 47.9 70.6 51.0 88.2 70.1 59.9 51.6
irVol 1m10y 85.9 60.5 69.4 20.6 49.7 75.1 60.5 75.7 81.4 66.9 51.1
irVol 1m30y 81.5 75.2 70.2 39.3
irVol 3m2y 52.7 27.1 33.2 12.2 48.8 54.7 31.4 65.9 41.9 59.6 39.3
irVol 3m5y 75.4 48.7 55.1 16.9 45.1 64.1 53.4 75.7 69.0 62.2 52.1
irVol 3m10y 78.0 56.8 68.2 21.2 50.9 68.0 62.3 67.7 78.9 69.1 51.4
irVol 3m30y 74.5 68.2 68.2 39.4
irVol 1y1y 53.8 26.5 35.6 12.4 42.2 44.7 40.6 65.1 50.5 56.3 35.4
irVol 1y2y 64.0 32.3 44.8 14.2 43.3 58.6 46.7 66.6 60.7 68.3 38.3
irVol 1y5y 76.5 50.0 62.5 18.4 45.7 59.8 60.3 74.4 70.6 64.4 46.9
irVol 1y10y 78.4 60.8 72.6 23.1 55.2 59.7 67.1 73.3 76.4 69.8 48.0
irVol 1y30y 74.3 64.9 72.5 40.1
irVol 2y2y 76.3 44.7 59.7 17.5 53.2 58.8 60.3 74.0 70.8 70.4 41.6
irVol 2y5y 80.1 55.7 70.1 20.9 57.1 58.6 65.8 77.1 73.8 66.1 44.2
irVol 2y10y 80.3 63.8 75.0 25.3 63.5 57.3 70.0 77.4 75.8 69.9 45.1
irVol 2y30y 74.8 64.3 72.7 36.8
irVol 5y5y 83.7 67.2 78.1 27.6
irVol 5y10y 80.9 68.9 75.3 31.5
irVol 5y30y 71.3 62.3 69.6 39.3
irVol 10y10y 72.4 67.6 68.9 35.1
irVol 10y30y 63.6 55.7 60.8 40.9
#vol #recap, #fxvol, #irvol, #eur, #aud, #jpy, #sek, #gbp, #usd, #nzd, #krw, #nok, #cad, #chf