Volatility USD EUR GBP JPY CHF CAD SEK NOK AUD NZD KRW
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fxVol 1m 7.93 7.64 8.78 6.22 7.05 8.11 8.34 7.77 8.29
fxVol 3m 7.81 8.24 9.23 6.77 7.16 8.50 8.90 8.37 8.74
fxVol 6m 7.88 8.44 9.35 6.95 7.28 8.73 9.18 8.75 9.16
fxVol 1y 8.05 8.77 9.55 7.33 7.52 8.99 9.59 9.26 9.66
fxVol 2y 8.11 9.04 9.74 7.52 7.94 9.02 9.77 9.66 10.17
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Realized 1m 7.64 9.75 8.50 4.68 5.52 9.86 8.49 6.54 6.54 7.52
Realized 3m 7.48 8.77 8.56 6.05 6.01 8.30 8.13 7.96 7.74 9.52
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Gamma 2y 50.7 25.7 34.3 12.6 53.9 57.2 36.0 59.8 42.7 54.5 37.7
Realized 1m 45.4 14.4 16.2 5.2 23.9 29.8 20.0 14.8 56.8 25.7 20.1
Realized 3m 41.6 14.5 20.9 4.7 22.3 26.4 20.4 20.7 52.2 28.7 21.4
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Gamma 5y 68.8 45.7 54.2 15.6 47.9 69.9 53.6 69.2 66.5 64.3 50.4
Realized 1m 68.0 32.7 35.0 16.0 32.2 52.2 36.9 26.7 40.3 38.5 31.6
Realized 3m 63.5 40.8 42.9 11.8 32.1 49.0 41.7 35.6 46.2 36.8 32.6
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Gamma 10y 72.4 55.6 65.0 19.2 51.9 68.3 62.2 66.2 75.2 71.0 51.9
Realized 1m 71.1 39.1 37.6 16.1 39.6 57.3 46.0 35.0 68.1 46.7 42.5
Realized 3m 65.1 46.9 48.1 15.1 44.2 57.1 47.2 46.3 63.3 44.3 40.8
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irVol 1m2y 42.9 18.9 25.2 10.9 53.9 47.6 24.0 53.8 32.6 32.0 37.0
irVol 1m5y 63.0 39.3 46.4 14.0 47.9 69.9 41.8 66.1 57.6 61.2 49.1
irVol 1m10y 64.0 45.9 55.4 15.6 49.7 65.8 49.8 56.9 71.1 68.6 50.9
irVol 1m30y 61.4 55.7 56.2 35.3
irVol 3m2y 47.1 23.2 29.2 11.8 48.8 53.8 29.4 56.6 38.6 47.1 37.6
irVol 3m5y 67.0 44.8 50.0 14.9 45.1 65.4 50.3 69.2 63.9 63.3 49.6
irVol 3m10y 69.9 52.3 61.0 17.4 50.9 68.3 58.6 61.8 74.2 70.6 51.2
irVol 3m30y 66.6 60.2 61.1 35.6
irVol 1y1y 50.0 25.9 34.6 12.3 42.2 45.4 39.5 63.5 48.2 53.5 34.7
irVol 1y2y 60.6 31.8 43.5 13.9 43.3 61.4 45.6 65.9 58.8 56.4 37.6
irVol 1y5y 72.8 49.1 60.1 16.7 45.7 65.0 58.8 73.0 70.1 65.5 46.7
irVol 1y10y 75.4 59.3 69.5 21.6 55.2 65.4 65.1 71.0 76.1 71.1 48.8
irVol 1y30y 71.8 63.1 69.0 36.7
irVol 2y2y 73.7 44.5 57.4 17.1 53.2 64.0 58.9 69.7 69.2 72.8 41.4
irVol 2y5y 77.5 55.3 68.1 20.0 57.1 65.3 64.8 76.0 72.8 68.1 45.1
irVol 2y10y 78.1 63.2 72.6 24.4 63.5 63.6 69.1 75.4 74.9 72.6 47.2
irVol 2y30y 73.1 63.6 70.3 37.5
irVol 5y5y 82.1 67.0 76.6 26.9
irVol 5y10y 79.6 68.5 73.7 30.3
irVol 5y30y 70.1 61.6 68.2 40.3
irVol 10y10y 71.3 67.2 68.0 34.6
irVol 10y30y 62.6 54.8 60.1 42.3
#vol #recap, #fxvol, #irvol, #chf, #sek, #cad, #nzd, #nok, #jpy, #usd, #krw, #gbp, #eur, #aud