MbMktBot

Volatility

USD	EUR	GBP	JPY
ATMF 1y 2y 5y 10y 20y 30y 1m 3.444 3.299 3.352 3.642 3.974 3.976 3m 3.353 3.258 3.351 3.650 3.978 3.977 6m 3.240 3.207 3.355 3.668 3.987 3.979 1y 3.146 3.179 3.391 3.717 4.012 3.992 2y 3.214 3.295 3.535 3.843 4.081 4.029 3y 3.378 3.461 3.691 3.976 4.148 4.064 5y 3.721 3.795 3.977 4.199 4.254 4.108 7y 3.998 4.056 4.218 4.350 4.295 4.116 10y 4.393 4.394 4.474 4.478 4.286 4.069	ATMF 1y 2y 5y 10y 20y 30y 1m 2.137 2.326 2.511 2.785 3.064 3.042 3m 2.156 2.349 2.531 2.805 3.073 3.047 6m 2.173 2.381 2.563 2.835 3.087 3.054 1y 2.247 2.445 2.625 2.893 3.114 3.069 2y 2.461 2.568 2.748 3.002 3.162 3.092 3y 2.538 2.690 2.868 3.103 3.204 3.110 5y 2.802 2.934 3.088 3.273 3.267 3.128 7y 3.060 3.167 3.297 3.376 3.282 3.122 10y 3.400 3.454 3.491 3.446 3.249 3.068	ATMF 1y 2y 5y 10y 20y 30y 1m 3.487 3.476 3.629 3.970 4.384 4.449 3m 3.456 3.473 3.642 3.989 4.395 4.456 6m 3.426 3.476 3.666 4.021 4.415 4.467 1y 3.451 3.512 3.726 4.090 4.458 4.494 2y 3.574 3.652 3.880 4.234 4.548 4.549 3y 3.733 3.807 4.044 4.384 4.634 4.600 5y 4.048 4.135 4.371 4.643 4.782 4.680 7y 4.394 4.480 4.673 4.850 4.870 4.726 10y 4.887 4.887 4.987 5.034 4.918 4.722	ATMF 1y 2y 5y 10y 20y 30y 1m 1.081 1.282 1.587 1.971 2.584 2.825 3m 1.162 1.350 1.627 2.005 2.608 2.842 6m 1.276 1.439 1.683 2.054 2.645 2.868 1y 1.458 1.559 1.770 2.138 2.709 2.914 2y 1.663 1.726 1.920 2.294 2.826 2.996 3y 1.791 1.852 2.063 2.452 2.933 3.071 5y 2.050 2.127 2.382 2.737 3.134 3.211 7y 2.387 2.475 2.715 3.044 3.301 3.327 10y 2.884 2.958 3.145 3.385 3.484 3.448
bpVol 1y 2y 5y 10y 20y 30y 1m 61.0 79.0 79.6 70.4 67.2 66.7 3m 66.1 77.7 79.2 71.7 69.1 68.2 6m 74.6 79.5 80.9 74.7 72.5 71.7 1y 82.3 83.8 82.5 77.9 75.6 74.8 2y 86.2 85.4 82.7 79.5 76.6 75.8 3y 86.1 85.3 82.7 79.8 76.7 75.9 5y 84.9 84.8 82.7 80.4 76.9 76.0 7y 84.0 84.3 82.6 80.2 76.4 75.5 10y 83.4 83.5 82.1 83.4 83.5 83.0	bpVol 1y 2y 5y 10y 20y 30y 1m 28.2 42.3 49.5 48.4 50.1 51.3 3m 29.3 42.3 48.9 49.0 49.9 51.2 6m 35.1 45.5 51.5 51.6 51.8 53.5 1y 45.2 51.0 54.1 54.8 54.8 57.0 2y 54.8 56.7 57.8 58.0 57.9 59.5 3y 58.8 59.7 60.1 60.3 59.5 60.6 5y 63.6 63.9 63.3 63.0 60.9 61.4 7y 65.7 65.8 64.5 63.7 60.6 60.5 10y 66.2 66.5 64.6 63.2 59.4 58.6	bpVol 1y 2y 5y 10y 20y 30y 1m 46.4 56.4 60.7 61.4 64.3 66.3 3m 48.5 56.9 64.0 65.7 68.2 69.7 6m 54.4 62.5 67.9 69.9 72.3 74.1 1y 62.0 67.8 71.0 73.5 75.8 77.5 2y 70.7 72.3 73.5 76.8 78.2 79.6 3y 75.3 75.4 76.1 78.2 79.2 80.3 5y 78.5 77.9 78.8 79.3 79.7 80.4 7y 79.4 78.3 78.7 79.4 79.7 80.2 10y 80.1 78.8 78.7 79.3 79.7 80.1	bpVol 1y 2y 5y 10y 20y 30y 1m 28.9 37.6 49.4 58.5 67.0 73.8 3m 32.1 41.1 50.6 58.5 66.2 67.9 6m 36.4 43.8 52.2 58.9 66.2 67.8 1y 43.0 48.5 54.2 59.4 65.9 68.9 2y 50.5 53.7 57.1 61.2 66.0 69.0 3y 54.2 56.1 58.4 62.1 66.0 69.4 5y 57.3 58.2 59.6 62.3 65.1 68.0 7y 58.1 58.7 60.0 62.4 64.3 66.0 10y 59.2 59.9 60.7 62.7 64.1 65.7
Chg1d 1y 2y 5y 10y 20y 30y 1m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 3m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 6m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 1y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 2y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 3y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 5y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 7y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 10y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0	Chg1d 1y 2y 5y 10y 20y 30y 1m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 3m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 6m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 1y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 2y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 3y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 5y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 7y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 10y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0	Chg1d 1y 2y 5y 10y 20y 30y 1m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 3m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 6m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 1y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 2y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 3y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 5y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 7y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 10y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0	Chg1d 1y 2y 5y 10y 20y 30y 1m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 3m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 6m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 1y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 2y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 3y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 5y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 7y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0 10y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
bpVol Left Right Chg1d Left Right Gamma 75.3 70.2 +0.0 +0.0 Intermediate 84.1 77.0 +0.0 +0.0 Vega 83.6 79.5 +0.0 +0.0	bpVol Left Right Chg1d Left Right Gamma 41.4 50.8 +0.0 +0.0 Intermediate 55.4 58.0 +0.0 +0.0 Vega 64.9 61.3 +0.0 +0.0	bpVol Left Right Chg1d Left Right Gamma 57.5 68.0 +0.0 +0.0 Intermediate 71.6 77.7 +0.0 +0.0 Vega 78.8 79.8 +0.0 +0.0	bpVol Left Right Chg1d Left Right Gamma 41.3 65.0 +0.0 +0.0 Intermediate 52.9 65.3 +0.0 +0.0 Vega 59.1 64.5 +0.0 +0.0
Chg1w Left Right Chg1m Left Right Gamma +9.0 +5.7 +14.9 +4.7 Intermediate +4.3 +2.7 +8.3 +2.6 Vega +1.4 +1.3 +2.2 +1.4	Chg1w Left Right Chg1m Left Right Gamma +9.8 +7.2 +4.5 +2.5 Intermediate +4.6 +2.9 +1.6 -0.3 Vega +1.6 +1.4 -0.6 -0.7	Chg1w Left Right Chg1m Left Right Gamma +7.5 +3.6 +8.2 +2.1 Intermediate +3.5 +1.2 +2.4 -0.5 Vega +0.4 +0.1 +0.5 -0.8	Chg1w Left Right Chg1m Left Right Gamma -0.1 +0.9 -3.5 -1.5 Intermediate +0.0 +1.4 -3.3 -0.7 Vega -0.0 +0.9 -2.0 -1.1