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779 data series available
10yNote 1m bpVol
64.87
+0.02
10yNote 2m bpVol
70.59
+0.03
10yNote 3m bpVol
73.3
+0.03
10yNote 1m Vol
3.734
+0.00
10yNote 2m Vol
4.063
+0.00
10yNote 3m Vol
4.219
+0.00
2yNote 1m bpVol
61.95
+0.02
2yNote 2m bpVol
65.25
+0.01
2yNote 3m bpVol
68.37
+0.01
2yNote 1m Vol
1.012
+0.00
2yNote 2m Vol
1.066
+0.00
2yNote 3m Vol
1.117
+0.00
5yNote 1m bpVol
65.49
+0.03
5yNote 2m bpVol
71.24
+0.02
5yNote 3m bpVol
73.71
+0.03
5yNote 1m Vol
2.492
+0.00
5yNote 2m Vol
2.711
+0.00
5yNote 3m Vol
2.805
+0.00
AUDJPY 1m Vol
9.47
-0.31
AUDJPY 1w Vol
7.84
-0.47
AUDJPY 1y Vol
10.67
-0.04
AUDJPY 2y Vol
10.89
-0.07
AUDJPY 3m Vol
9.89
-0.10
AUDJPY 6m Vol
10.32
-0.04
AUDUSD 1m Vol
7.34
-0.28
AUDUSD 1w Vol
6.22
-0.17
AUDUSD 1y Vol
9.14
-0.05
AUDUSD 2y Vol
9.5
-0.03
AUDUSD 3m Vol
7.97
-0.08
AUDUSD 6m Vol
8.55
-0.02
AUD 15y15y bpVol
61.6
+0.00
AUD 1m10y bpVol
126.3
+0.00
AUD 1m1y bpVol
158.9
+0.00
AUD 1m2y bpVol
136.9
+0.00
AUD 1m5y bpVol
132.7
+0.00
AUD 1y10y bpVol
116.4
+0.00
AUD 1y1y bpVol
138.2
+0.00
AUD 1y2y bpVol
133.5
+0.00
AUD 1y5y bpVol
131.8
+0.00
AUD 2y10y bpVol
108.9
+0.00
AUD 2y1y bpVol
137.2
+0.00
AUD 2y2y bpVol
140.0
+0.00
AUD 2y5y bpVol
115.9
+0.00
AUD 3m10y bpVol
118.1
+0.00
AUD 3m1y bpVol
164.4
+0.00
AUD 3m2y bpVol
134.3
+0.00
AUD 3m5y bpVol
133.9
+0.00
AUD 6m10y bpVol
121.4
+0.00
AUD 6m1y bpVol
153.9
+0.00
AUD 6m2y bpVol
138.4
+0.00
AUD 6m5y bpVol
134.8
+0.00
BTP 1m bpVol
59.99
-0.01
BTP 2m bpVol
59.85
-0.02
BTP 3m bpVol
60.26
-0.02
BTP 1m Vol
4.44
+0.00
BTP 2m Vol
4.43
+0.00
BTP 3m Vol
4.46
+0.00
Bobl 1m bpVol
50.28
+0.00
Bobl 2m bpVol
50.28
+0.00
Bobl 3m bpVol
50.33
+0.00
Bobl 1m Vol
2.17
+0.00
Bobl 2m Vol
2.17
+0.00
Bobl 3m Vol
2.172
+0.00
Bond 1m bpVol
63.42
+0.00
Bond 2m bpVol
70.01
+0.00
Bond 3m bpVol
72.37
+0.00
Bond 1m Vol
7.531
+0.00
Bond 2m Vol
8.313
+0.00
Bond 3m Vol
8.594
+0.00
Bund 1m bpVol
48.91
+0.00
Bund 2m bpVol
49.79
-0.01
Bund 3m bpVol
50.81
+0.00
Bund 1m Vol
3.86
+0.00
Bund 2m Vol
3.93
+0.00
Bund 3m Vol
4.01
+0.00
Buxl 1m bpVol
55.55
-0.11
Buxl 2m bpVol
57.67
-0.10
Buxl 3m bpVol
58.18
-0.11
Buxl 1m Vol
10.78
+0.00
Buxl 2m Vol
11.19
+0.00
Buxl 3m Vol
11.29
+0.00
CADJPY 1m Vol
8.26
-0.23
CADJPY 1w Vol
6.97
-0.45
CADJPY 1y Vol
9.27
-0.05
CADJPY 2y Vol
9.56
-0.05
CADJPY 3m Vol
8.54
-0.08
CADJPY 6m Vol
8.92
-0.02
CAD 1m10y bpVol
61.5
-0.20
CAD 1m1y bpVol
16.7
-0.40
CAD 1m2y bpVol
23.5
-0.40
CAD 1m5y bpVol
51.0
-0.40
CAD 1y10y bpVol
62.8
-0.50
CAD 1y1y bpVol
58.1
-0.50
CAD 1y2y bpVol
57.6
-0.70
CAD 1y5y bpVol
62.1
-0.60
CAD 2y10y bpVol
65.8
-0.40
CAD 2y1y bpVol
65.5
-0.60
CAD 2y2y bpVol
64.4
-0.70
CAD 2y5y bpVol
66.4
-0.50
CAD 3m10y bpVol
59.1
-0.50
CAD 3m1y bpVol
25.9
+0.70
CAD 3m2y bpVol
36.9
-0.70
CAD 3m5y bpVol
53.7
-0.60
CAD 6m10y bpVol
60.1
-0.50
CAD 6m1y bpVol
44.2
+0.30
CAD 6m2y bpVol
47.6
-0.60
CAD 6m5y bpVol
57.1
-0.60
CHF 1m10y bpVol
21.8
-0.40
CHF 1m1y bpVol
5.6
-1.30
CHF 1m2y bpVol
12.3
-1.30
CHF 1m5y bpVol
14.0
-0.90
CHF 1y10y bpVol
47.1
-0.20
CHF 1y1y bpVol
24.5
-0.70
CHF 1y2y bpVol
31.7
-0.20
CHF 1y5y bpVol
39.5
-0.20
CHF 2y10y bpVol
50.9
-0.10
CHF 2y1y bpVol
44.0
-0.40
CHF 2y2y bpVol
41.6
+0.10
CHF 2y5y bpVol
43.0
-0.10
CHF 3m10y bpVol
32.6
-0.60
CHF 3m1y bpVol
8.4
-0.90
CHF 3m2y bpVol
14.9
-0.80
CHF 3m5y bpVol
26.2
-0.80
CHF 6m10y bpVol
42.2
-0.30
CHF 6m1y bpVol
10.7
-0.50
CHF 6m2y bpVol
20.4
-0.50
CHF 6m5y bpVol
34.8
-0.50
Cross Asset Vol Index
8.16
+0.00
EURCHF 1m Vol
3.56
-0.08
EURCHF 1w Vol
3.22
-0.03
EURCHF 1y Vol
5.01
-0.01
EURCHF 2y Vol
5.39
-0.02
EURCHF 3m Vol
4.01
+0.01
EURCHF 6m Vol
4.48
+0.00
EURGBP 1m Vol
3.6
-0.11
EURGBP 1w Vol
3.07
-0.27
EURGBP 1y Vol
5.06
-0.01
EURGBP 2y Vol
5.41
+0.00
EURGBP 3m Vol
4.08
-0.03
EURGBP 6m Vol
4.59
-0.01
EURJPY 1m Vol
7.59
-0.12
EURJPY 1w Vol
6.02
-0.64
EURJPY 1y Vol
8.55
+0.04
EURJPY 2y Vol
8.72
+0.00
EURJPY 3m Vol
7.86
-0.02
EURJPY 6m Vol
8.19
+0.06
EURSEK 1m Vol
4.93
-0.17
EURSEK 1w Vol
4.39
-0.18
EURSEK 1y Vol
6.0
-0.05
EURSEK 2y Vol
6.27
-0.03
EURSEK 3m Vol
5.25
-0.05
EURSEK 6m Vol
5.6
-0.03
EUR FX 1m Vol
4.81
-0.13
EUR FX 1w Vol
4.05
-0.22
EUR FX 1y Vol
6.11
+0.01
EUR FX 2y Vol
6.48
+0.01
EUR FX 3m Vol
5.21
-0.01
EUR FX 6m Vol
5.63
+0.01
EURUSD 1m Vol
5.1
-0.16
EURUSD 1w Vol
4.29
-0.06
EURUSD 1y Vol
6.42
+0.05
EURUSD 2y Vol
6.91
+0.05
EURUSD 3m Vol
5.49
+0.00
EURUSD 6m Vol
5.89
+0.04
EUR 10y10y bpVol
63.5
+0.00
EUR 10y1y bpVol
66.3
+0.10
EUR 10y20y bpVol
59.4
+0.10
EUR 10y2y bpVol
66.4
+0.10
EUR 10y30y bpVol
58.4
+0.20
EUR 10y5y bpVol
64.7
+0.20
EUR 10y Swap bpVols
EUR 10y Tail bpVol
EUR 15y15y bpVol
58.6
+0.10
EUR 1m10y bpVol
43.2
-0.40
EUR 1m1y bpVol
19.1
-1.20
EUR 1m20y bpVol
45.9
-0.20
EUR 1m2y bpVol
29.9
-1.30
EUR 1m30y bpVol
48.6
+0.00
EUR 1m->3m10y Forward Vol
47.92
-0.69
EUR 1m->3m20y Forward Vol
50.77
-0.34
EUR 1m->3m30y Forward Vol
52.74
+0.00
EUR 1m5y bpVol
40.3
-1.00
EUR 1y10y bpVol
54.6
-0.30
EUR 1y1y bpVol
40.1
-0.60
EUR 1y20y bpVol
56.1
+0.00
EUR 1y->2y10y Forward Vol
61.78
-0.11
EUR 1y->2y20y Forward Vol
60.42
-0.19
EUR 1y->2y30y Forward Vol
61.06
-0.19
EUR 1y2y bpVol
48.1
-0.10
EUR 1y30y bpVol
58.1
+0.20
EUR 1y5y bpVol
52.2
-0.20
EUR 1y Swap bpVols
EUR 1y Tail bpVol
EUR 20y Swap bpVols
EUR 20y Tail bpVol
EUR 2y10y bpVol
58.3
-0.20
EUR 2y1y bpVol
53.1
-0.40
EUR 2y20y bpVol
58.3
-0.10
EUR 2y2y bpVol
55.4
+0.10
EUR 2y30y bpVol
59.6
+0.00
EUR 2y->3y10y Forward Vol
64.96
+0.65
EUR 2y->3y20y Forward Vol
62.41
+0.48
EUR 2y->3y30y Forward Vol
62.26
+0.58
EUR 2y5y bpVol
57.0
-0.10
EUR 2y Swap bpVols
EUR 2y Tail bpVol
EUR 30y Swap bpVols
EUR 30y Tail bpVol
EUR 3m10y bpVol
46.4
-0.60
EUR 3m1y bpVol
21.7
-0.80
EUR 3m20y bpVol
49.2
-0.30
EUR 3m2y bpVol
32.7
-0.80
EUR 3m30y bpVol
51.4
+0.00
EUR 3m5y bpVol
43.5
-0.80
EUR 3m->6m10y Forward Vol
53.17
-0.23
EUR 3m->6m20y Forward Vol
55.04
+0.27
EUR 3m->6m30y Forward Vol
57.05
+0.38
EUR 3y10y bpVol
60.6
+0.10
EUR 3y1y bpVol
58.1
-0.10
EUR 3y20y bpVol
59.7
+0.10
EUR 3y2y bpVol
59.1
+0.20
EUR 3y30y bpVol
60.5
+0.20
EUR 3y->4y10y Forward Vol
67.14
-0.27
EUR 3y->4y20y Forward Vol
62.07
-0.28
EUR 3y->4y30y Forward Vol
60.9
+0.20
EUR 3y5y bpVol
60.1
+0.20
EUR 4y10y bpVol
62.3
+0.00
EUR 4y1y bpVol
61.3
+0.10
EUR 4y20y bpVol
60.3
+0.00
EUR 4y2y bpVol
61.8
+0.20
EUR 4y30y bpVol
60.6
+0.20
EUR 4y->5y10y Forward Vol
67.62
+0.94
EUR 4y->5y20y Forward Vol
61.79
+0.99
EUR 4y->5y30y Forward Vol
60.1
+0.20
EUR 4y5y bpVol
61.9
+0.20
EUR 5y10y bpVol
63.4
+0.20
EUR 5y1y bpVol
63.3
+0.20
EUR 5y20y bpVol
60.6
+0.20
EUR 5y2y bpVol
63.6
+0.10
EUR 5y30y bpVol
60.5
+0.20
EUR 5y5y bpVol
63.4
+0.20
EUR 5y->7y10y Forward Vol
65.82
+0.20
EUR 5y->7y20y Forward Vol
59.9
+0.20
EUR 5y->7y30y Forward Vol
58.37
+0.56
EUR 5y Swap bpVols
EUR 5y Tail bpVol
EUR 6m10y bpVol
49.9
-0.40
EUR 6m->1y10y Forward Vol
58.93
-0.21
EUR 6m->1y20y Forward Vol
59.75
+0.00
EUR 6m->1y30y Forward Vol
61.67
+0.20
EUR 6m1y bpVol
28.6
-0.50
EUR 6m20y bpVol
52.2
+0.00
EUR 6m2y bpVol
38.8
-0.60
EUR 6m30y bpVol
54.3
+0.20
EUR 6m5y bpVol
47.1
-0.40
EUR 7y->10y10y Forward Vol
62.08
-0.48
EUR 7y->10y20y Forward Vol
57.0
-0.14
EUR 7y->10y30y Forward Vol
54.74
-0.05
EUR 7y10y bpVol
64.1
+0.20
EUR 7y1y bpVol
65.5
+0.10
EUR 7y20y bpVol
60.4
+0.20
EUR 7y2y bpVol
65.7
+0.20
EUR 7y30y bpVol
59.9
+0.30
EUR 7y5y bpVol
64.7
+0.20
EUR Vol Slope Equity
0.876
-0.00
EUR Vol Slope FX
0.935
+0.01
EUR Vol Slope Rates
0.916
-0.00
EUR Vol Slope Rates Left
0.881
-0.00
EUR Vol Slope Rates Right
0.951
-0.00
EuroStoxx 50 1m Vol
8.44
-2.49
EuroStoxx 50 1y Vol
15.99
-0.26
EuroStoxx 50 2y Vol
15.73
-0.08
EuroStoxx 50 3m Vol
14.71
-0.52
EuroStoxx 50 6m Vol
15.14
-0.37
FTSE 100 1m Vol
10.49
+1.86
FTSE 100 1y Vol
13.96
-0.37
FTSE 100 2y Vol
14.04
+0.68
FTSE 100 3m Vol
11.47
-0.27
FTSE 100 6m Vol
12.21
-0.27
GBPCHF 1m Vol
5.07
-0.09
GBPCHF 1w Vol
4.59
-0.09
GBPCHF 1y Vol
6.87
+0.05
GBPCHF 2y Vol
7.26
+0.08
GBPCHF 3m Vol
5.69
+0.04
GBPCHF 6m Vol
6.26
+0.06
GBPJPY 1m Vol
7.85
-0.17
GBPJPY 1w Vol
6.23
-0.61
GBPJPY 1y Vol
9.28
-0.09
GBPJPY 2y Vol
9.5
-0.05
GBPJPY 3m Vol
8.26
-0.09
GBPJPY 6m Vol
8.8
-0.05
GBPSEK 1m Vol
5.64
-0.16
GBPSEK 1w Vol
4.95
-0.21
GBPSEK 1y Vol
7.12
-0.03
GBPSEK 2y Vol
7.52
-0.02
GBPSEK 3m Vol
6.06
-0.03
GBPSEK 6m Vol
6.59
-0.02
GBP FX 1m Vol
4.43
-0.13
GBP FX 1w Vol
3.78
-0.26
GBP FX 1y Vol
5.96
-0.01
GBP FX 2y Vol
6.31
-0.01
GBP FX 3m Vol
4.92
-0.02
GBP FX 6m Vol
5.45
+0.00
GBPUSD 1m Vol
5.84
-0.17
GBPUSD 1w Vol
5.01
-0.19
GBPUSD 1y Vol
7.55
+0.01
GBPUSD 2y Vol
7.93
-0.02
GBPUSD 3m Vol
6.36
-0.01
GBPUSD 6m Vol
6.95
+0.03
GBP 10y10y bpVol
79.3
+0.00
GBP 10y1y bpVol
79.6
+0.00
GBP 10y20y bpVol
78.8
+0.00
GBP 10y2y bpVol
78.3
+0.00
GBP 10y30y bpVol
79.0
+0.00
GBP 10y5y bpVol
77.6
+0.00
GBP 10y Swap bpVols
GBP 10y Tail bpVol
GBP 15y15y bpVol
78.7
+0.00
GBP 1m10y bpVol
54.8
-1.60
GBP 1m1y bpVol
32.2
-2.00
GBP 1m20y bpVol
56.9
-1.70
GBP 1m2y bpVol
41.9
-2.10
GBP 1m30y bpVol
58.1
-1.80
GBP 1m->3m10y Forward Vol
63.73
-1.32
GBP 1m->3m20y Forward Vol
65.26
-1.42
GBP 1m->3m30y Forward Vol
65.89
-1.37
GBP 1m5y bpVol
48.1
-1.90
GBP 1y10y bpVol
70.2
-1.00
GBP 1y1y bpVol
56.6
-1.10
GBP 1y20y bpVol
72.1
-0.90
GBP 1y->2y10y Forward Vol
79.51
-0.44
GBP 1y->2y20y Forward Vol
80.47
-0.71
GBP 1y->2y30y Forward Vol
81.58
-0.63
GBP 1y2y bpVol
59.7
-1.10
GBP 1y30y bpVol
73.4
-1.00
GBP 1y5y bpVol
64.1
-1.10
GBP 1y Swap bpVols
GBP 1y Tail bpVol
GBP 20y Swap bpVols
GBP 20y Tail bpVol
GBP 2y10y bpVol
75.0
-0.70
GBP 2y1y bpVol
68.6
-0.80
GBP 2y20y bpVol
76.4
-0.80
GBP 2y2y bpVol
69.1
-0.80
GBP 2y30y bpVol
77.6
-0.80
GBP 2y->3y10y Forward Vol
81.42
+1.30
GBP 2y->3y20y Forward Vol
81.68
+1.23
GBP 2y->3y30y Forward Vol
82.6
+1.53
GBP 2y5y bpVol
70.4
-0.70
GBP 2y Swap bpVols
GBP 2y Tail bpVol
GBP 30y Swap bpVols
GBP 30y Tail bpVol
GBP 3m10y bpVol
60.9
-1.40
GBP 3m1y bpVol
38.9
-1.90
GBP 3m20y bpVol
62.6
-1.50
GBP 3m2y bpVol
46.9
-1.90
GBP 3m30y bpVol
63.4
-1.50
GBP 3m5y bpVol
53.4
-1.80
GBP 3m->6m10y Forward Vol
70.92
-1.22
GBP 3m->6m20y Forward Vol
72.44
-1.13
GBP 3m->6m30y Forward Vol
73.43
-1.14
GBP 3y10y bpVol
77.2
+0.00
GBP 3y1y bpVol
72.9
-0.60
GBP 3y20y bpVol
78.2
-0.10
GBP 3y2y bpVol
72.9
-0.60
GBP 3y30y bpVol
79.3
+0.00
GBP 3y->4y10y Forward Vol
82.66
+0.00
GBP 3y->4y20y Forward Vol
82.51
+0.28
GBP 3y->4y30y Forward Vol
82.06
-0.39
GBP 3y5y bpVol
73.9
-0.20
GBP 4y10y bpVol
78.6
+0.00
GBP 4y1y bpVol
75.3
-0.40
GBP 4y20y bpVol
79.3
+0.00
GBP 4y2y bpVol
75.1
-0.40
GBP 4y30y bpVol
80.0
-0.10
GBP 4y->5y10y Forward Vol
83.0
+0.00
GBP 4y->5y20y Forward Vol
82.26
+0.00
GBP 4y->5y30y Forward Vol
82.47
+0.39
GBP 4y5y bpVol
76.0
-0.10
GBP 5y10y bpVol
79.5
+0.00
GBP 5y1y bpVol
76.9
-0.20
GBP 5y20y bpVol
79.9
+0.00
GBP 5y2y bpVol
76.3
-0.20
GBP 5y30y bpVol
80.5
+0.00
GBP 5y5y bpVol
77.2
-0.10
GBP 5y->7y10y Forward Vol
79.85
-0.35
GBP 5y->7y20y Forward Vol
78.49
-0.36
GBP 5y->7y30y Forward Vol
78.38
-0.36
GBP 5y Swap bpVols
GBP 5y Tail bpVol
GBP 6m10y bpVol
66.1
-1.30
GBP 6m->1y10y Forward Vol
74.07
-0.74
GBP 6m->1y20y Forward Vol
76.25
-0.54
GBP 6m->1y30y Forward Vol
77.9
-0.74
GBP 6m1y bpVol
45.1
-1.60
GBP 6m20y bpVol
67.7
-1.30
GBP 6m2y bpVol
52.3
-1.60
GBP 6m30y bpVol
68.6
-1.30
GBP 6m5y bpVol
57.7
-1.50
GBP 7y->10y10y Forward Vol
78.6
+0.24
GBP 7y->10y20y Forward Vol
77.14
+0.24
GBP 7y->10y30y Forward Vol
76.86
+0.24
GBP 7y10y bpVol
79.6
-0.10
GBP 7y1y bpVol
78.3
+0.00
GBP 7y20y bpVol
79.5
-0.10
GBP 7y2y bpVol
77.2
-0.10
GBP 7y30y bpVol
79.9
-0.10
GBP 7y5y bpVol
77.4
+0.00
GBP Vol Slope Equity
0.889
-0.01
GBP Vol Slope FX
0.924
+0.01
GBP Vol Slope Rates
0.918
+0.01
GBP Vol Slope Rates Left
0.9
+0.01
GBP Vol Slope Rates Right
0.937
+0.01
Gilt 1m bpVol
61.53
+0.02
Gilt 2m bpVol
63.1
+0.02
Gilt 3m bpVol
64.76
+0.02
Gilt 1m Vol
7.05
+0.00
Gilt 2m Vol
7.23
+0.00
Gilt 3m Vol
7.42
+0.00
JGB 1m bpVol
59.2
-0.08
JGB 2m bpVol
58.22
-0.08
JGB 3m bpVol
58.22
-0.08
JGB 1m Vol
3.64
+0.00
JGB 2m Vol
3.58
+0.00
JGB 3m Vol
3.58
+0.00
JPY FX 1m Vol
8.18
-0.25
JPY FX 1w Vol
6.47
-0.66
JPY FX 1y Vol
9.08
-0.01
JPY FX 2y Vol
9.1
-0.03
JPY FX 3m Vol
8.48
-0.08
JPY FX 6m Vol
8.8
+0.00
JPY 10y10y bpVol
61.7
-0.40
JPY 10y1y bpVol
59.0
-0.20
JPY 10y20y bpVol
63.6
-0.50
JPY 10y2y bpVol
59.6
-0.30
JPY 10y30y bpVol
65.2
-0.50
JPY 10y5y bpVol
60.2
-0.30
JPY 10y Swap bpVols
JPY 10y Tail bpVol
JPY 15y15y bpVol
63.4
-0.40
JPY 1m10y bpVol
49.4
-3.30
JPY 1m1y bpVol
21.4
-3.90
JPY 1m20y bpVol
53.4
-3.80
JPY 1m2y bpVol
30.2
-4.50
JPY 1m30y bpVol
60.0
-4.30
JPY 1m->3m10y Forward Vol
55.15
-2.14
JPY 1m->3m20y Forward Vol
56.96
-2.33
JPY 1m->3m30y Forward Vol
55.59
-2.14
JPY 1m5y bpVol
42.3
-4.20
JPY 1y10y bpVol
58.1
-0.50
JPY 1y1y bpVol
44.0
-0.20
JPY 1y20y bpVol
60.8
-0.70
JPY 1y->2y10y Forward Vol
59.89
-0.69
JPY 1y->2y20y Forward Vol
62.59
-0.89
JPY 1y->2y30y Forward Vol
65.39
-0.89
JPY 1y2y bpVol
49.0
-0.30
JPY 1y30y bpVol
63.6
-0.70
JPY 1y5y bpVol
53.5
-0.50
JPY 1y Swap bpVols
JPY 1y Tail bpVol
JPY 20y Swap bpVols
JPY 20y Tail bpVol
JPY 2y10y bpVol
59.0
-0.60
JPY 2y1y bpVol
50.2
+0.30
JPY 2y20y bpVol
61.7
-0.80
JPY 2y2y bpVol
52.3
-0.20
JPY 2y30y bpVol
64.5
-0.80
JPY 2y->3y10y Forward Vol
61.37
-0.31
JPY 2y->3y20y Forward Vol
63.48
-0.80
JPY 2y->3y30y Forward Vol
67.16
-0.80
JPY 2y5y bpVol
55.1
-0.70
JPY 2y Swap bpVols
JPY 2y Tail bpVol
JPY 30y Swap bpVols
JPY 30y Tail bpVol
JPY 3m10y bpVol
53.3
-2.50
JPY 3m1y bpVol
29.4
-1.40
JPY 3m20y bpVol
55.8
-2.80
JPY 3m2y bpVol
38.4
-1.30
JPY 3m30y bpVol
57.1
-2.90
JPY 3m5y bpVol
48.1
-1.70
JPY 3m->6m10y Forward Vol
58.0
-0.18
JPY 3m->6m20y Forward Vol
60.5
-1.26
JPY 3m->6m30y Forward Vol
62.19
-1.16
JPY 3y10y bpVol
59.8
-0.50
JPY 3y1y bpVol
53.3
-0.40
JPY 3y20y bpVol
62.3
-0.80
JPY 3y2y bpVol
54.0
-0.40
JPY 3y30y bpVol
65.4
-0.80
JPY 3y->4y10y Forward Vol
61.78
-0.50
JPY 3y->4y20y Forward Vol
64.28
-0.41
JPY 3y->4y30y Forward Vol
66.59
-0.80
JPY 3y5y bpVol
56.4
-0.60
JPY 4y10y bpVol
60.3
-0.50
JPY 4y1y bpVol
54.8
-0.50
JPY 4y20y bpVol
62.8
-0.70
JPY 4y2y bpVol
55.3
-0.50
JPY 4y30y bpVol
65.7
-0.80
JPY 4y->5y10y Forward Vol
62.76
-0.50
JPY 4y->5y20y Forward Vol
63.3
-0.20
JPY 4y->5y30y Forward Vol
65.7
-0.30
JPY 4y5y bpVol
57.6
-0.50
JPY 5y10y bpVol
60.8
-0.50
JPY 5y1y bpVol
55.8
-0.50
JPY 5y20y bpVol
62.9
-0.60
JPY 5y2y bpVol
56.2
-0.50
JPY 5y30y bpVol
65.7
-0.70
JPY 5y5y bpVol
58.3
-0.50
JPY 5y->7y10y Forward Vol
61.5
-0.15
JPY 5y->7y20y Forward Vol
63.25
-0.25
JPY 5y->7y30y Forward Vol
61.76
+0.03
JPY 5y Swap bpVols
JPY 5y Tail bpVol
JPY 6m10y bpVol
55.7
-1.30
JPY 6m->1y10y Forward Vol
60.4
+0.24
JPY 6m->1y20y Forward Vol
63.29
+0.52
JPY 6m->1y30y Forward Vol
67.27
+0.47
JPY 6m1y bpVol
35.1
-0.90
JPY 6m20y bpVol
58.2
-2.00
JPY 6m2y bpVol
42.5
-1.00
JPY 6m30y bpVol
59.7
-2.00
JPY 6m5y bpVol
50.7
-0.70
JPY 7y->10y10y Forward Vol
63.3
-0.40
JPY 7y->10y20y Forward Vol
64.98
-0.50
JPY 7y->10y30y Forward Vol
66.58
-0.50
JPY 7y10y bpVol
61.0
-0.40
JPY 7y1y bpVol
57.3
-0.40
JPY 7y20y bpVol
63.0
-0.50
JPY 7y2y bpVol
57.6
-0.50
JPY 7y30y bpVol
64.6
-0.50
JPY 7y5y bpVol
59.0
-0.40
JPY Vol Slope Equity
0.992
+0.00
JPY Vol Slope FX
0.951
+0.01
JPY Vol Slope Rates
0.915
+0.00
JPY Vol Slope Rates Left
0.876
+0.00
JPY Vol Slope Rates Right
0.955
+0.00
Macro Vol Index
9.55
+0.00
NOK 1m10y bpVol
55.9
-0.40
NOK 1m1y bpVol
55.0
-1.30
NOK 1m2y bpVol
66.6
-1.30
NOK 1m5y bpVol
63.8
-1.00
NOK 1y10y bpVol
56.7
-0.20
NOK 1y1y bpVol
66.9
-0.70
NOK 1y2y bpVol
72.3
-0.10
NOK 1y5y bpVol
61.0
-0.20
NOK 2y10y bpVol
57.6
-0.10
NOK 2y1y bpVol
71.6
-0.40
NOK 2y2y bpVol
71.8
+0.10
NOK 2y5y bpVol
56.9
-0.10
NOK 3m10y bpVol
58.7
-0.60
NOK 3m1y bpVol
54.8
-0.80
NOK 3m2y bpVol
66.2
-0.80
NOK 3m5y bpVol
66.8
-0.70
NOK 6m10y bpVol
58.1
-0.30
NOK 6m1y bpVol
60.5
-0.60
NOK 6m2y bpVol
70.5
-0.60
NOK 6m5y bpVol
66.1
-0.50
NZDUSD 1m Vol
7.53
-0.05
NZDUSD 1w Vol
6.28
-0.17
NZDUSD 1y Vol
9.22
-0.02
NZDUSD 2y Vol
9.56
-0.02
NZDUSD 3m Vol
8.08
-0.04
NZDUSD 6m Vol
8.64
-0.03
NZD 1m10y bpVol
NZD 1m1y bpVol
NZD 1m2y bpVol
NZD 1m5y bpVol
NZD 1y10y bpVol
NZD 1y1y bpVol
NZD 1y2y bpVol
NZD 1y5y bpVol
NZD 2y10y bpVol
NZD 2y1y bpVol
NZD 2y2y bpVol
NZD 2y5y bpVol
NZD 3m10y bpVol
NZD 3m1y bpVol
NZD 3m2y bpVol
NZD 3m5y bpVol
NZD 6m10y bpVol
NZD 6m1y bpVol
NZD 6m2y bpVol
NZD 6m5y bpVol
Nikkei 225 1m Vol
24.48
+0.14
Nikkei 225 1y Vol
24.48
+0.10
Nikkei 225 2y Vol
24.48
+0.10
Nikkei 225 3m Vol
24.48
+0.10
Nikkei 225 6m Vol
24.48
+0.10
OAT 1m bpVol
59.24
-0.01
OAT 2m bpVol
59.24
-0.01
OAT 3m bpVol
59.24
-0.01
OAT 1m Vol
4.46
+0.00
OAT 2m Vol
4.46
+0.00
OAT 3m Vol
4.46
+0.00
S&P 500 1m Vol
9.62
-0.06
S&P 500 1y Vol
17.07
-0.59
S&P 500 2y Vol
18.29
-0.40
S&P 500 3m Vol
14.42
-0.25
S&P 500 6m Vol
15.55
-0.57
SEK 1m10y bpVol
61.0
-0.40
SEK 1m1y bpVol
42.4
-1.20
SEK 1m2y bpVol
51.9
-1.30
SEK 1m5y bpVol
61.3
-1.00
SEK 1y10y bpVol
56.8
-0.30
SEK 1y1y bpVol
52.3
-0.60
SEK 1y2y bpVol
58.3
-0.10
SEK 1y5y bpVol
58.0
-0.20
SEK 2y10y bpVol
55.3
-0.20
SEK 2y1y bpVol
61.0
-0.40
SEK 2y2y bpVol
61.5
+0.20
SEK 2y5y bpVol
57.9
-0.10
SEK 3m10y bpVol
57.1
-0.60
SEK 3m1y bpVol
38.4
-0.90
SEK 3m2y bpVol
49.1
-0.80
SEK 3m5y bpVol
56.5
-0.80
SEK 6m10y bpVol
57.1
-0.40
SEK 6m1y bpVol
45.4
-0.60
SEK 6m2y bpVol
55.2
-0.50
SEK 6m5y bpVol
57.5
-0.50
Schatz 1m bpVol
39.77
+0.01
Schatz 2m bpVol
38.96
+0.01
Schatz 3m bpVol
38.14
+0.01
Schatz 1m Vol
0.686
+0.00
Schatz 2m Vol
0.672
+0.00
Schatz 3m Vol
0.658
+0.00
USDCAD 1m Vol
4.17
-0.06
USDCAD 1w Vol
3.42
-0.01
USDCAD 1y Vol
5.32
+0.04
USDCAD 2y Vol
5.65
+0.03
USDCAD 3m Vol
4.47
-0.02
USDCAD 6m Vol
4.84
+0.00
USDCHF 1m Vol
6.25
-0.18
USDCHF 1w Vol
5.56
+0.08
USDCHF 1y Vol
7.46
-0.01
USDCHF 2y Vol
7.85
+0.02
USDCHF 3m Vol
6.65
-0.04
USDCHF 6m Vol
7.03
+0.00
USDJPY 1m Vol
8.61
-0.35
USDJPY 1w Vol
6.72
-0.72
USDJPY 1y Vol
9.34
-0.05
USDJPY 2y Vol
9.18
-0.04
USDJPY 3m Vol
8.91
-0.11
USDJPY 6m Vol
9.17
-0.04
USDNOK 1m Vol
7.71
-0.29
USDNOK 1w Vol
6.58
+0.15
USDNOK 1y Vol
9.92
+0.00
USDNOK 2y Vol
10.37
+0.01
USDNOK 3m Vol
8.45
-0.10
USDNOK 6m Vol
9.17
+0.00
USDSEK 1m Vol
7.66
-0.27
USDSEK 1w Vol
6.44
-0.21
USDSEK 1y Vol
9.52
-0.01
USDSEK 2y Vol
10.04
+0.00
USDSEK 3m Vol
8.27
-0.02
USDSEK 6m Vol
8.82
+0.00
USD FX 1m Vol
5.73
-0.18
USD FX 1w Vol
4.76
-0.16
USD FX 1y Vol
7.02
+0.03
USD FX 2y Vol
7.39
+0.02
USD FX 3m Vol
6.12
-0.02
USD FX 6m Vol
6.53
+0.02
USD 10y10y bpVol
80.3
-0.20
USD 10y1y bpVol
80.3
-0.20
USD 10y20y bpVol
80.1
-0.20
USD 10y2y bpVol
80.1
-0.20
USD 10y30y bpVol
79.7
-0.20
USD 10y5y bpVol
78.9
-0.10
USD 10y Swap bpVols
USD 10y Tail bpVol
USD 15y15y bpVol
79.3
+0.40
USD 1m10y bpVol
56.5
-1.90
USD 1m1y bpVol
39.5
-3.40
USD 1m20y bpVol
55.3
-1.40
USD 1m2y bpVol
54.6
-1.10
USD 1m30y bpVol
54.9
-1.50
USD 1m->3m10y Forward Vol
65.44
-0.75
USD 1m->3m20y Forward Vol
64.66
-0.26
USD 1m->3m30y Forward Vol
64.4
+0.07
USD 1m5y bpVol
58.4
-3.30
USD 1y10y bpVol
71.3
-0.60
USD 1y1y bpVol
65.9
-1.00
USD 1y20y bpVol
69.7
-0.50
USD 1y->2y10y Forward Vol
77.18
-0.80
USD 1y->2y20y Forward Vol
74.81
-0.69
USD 1y->2y30y Forward Vol
74.41
-0.59
USD 1y2y bpVol
70.7
-0.70
USD 1y30y bpVol
69.3
-0.40
USD 1y5y bpVol
72.0
-0.90
USD 1y Swap bpVols
USD 1y Tail bpVol
USD 20y Swap bpVols
USD 20y Tail bpVol
USD 2y10y bpVol
74.3
-0.70
USD 2y1y bpVol
74.0
-1.40
USD 2y20y bpVol
72.3
-0.60
USD 2y2y bpVol
76.1
-0.90
USD 2y30y bpVol
71.9
-0.50
USD 2y->3y10y Forward Vol
78.14
-0.41
USD 2y->3y20y Forward Vol
74.97
-0.30
USD 2y->3y30y Forward Vol
73.98
-0.50
USD 2y5y bpVol
75.8
-0.90
USD 2y Swap bpVols
USD 2y Tail bpVol
USD 30y Swap bpVols
USD 30y Tail bpVol
USD 3m10y bpVol
62.6
-1.10
USD 3m1y bpVol
49.8
-2.90
USD 3m20y bpVol
61.7
-0.60
USD 3m2y bpVol
58.6
-2.40
USD 3m30y bpVol
61.4
-0.40
USD 3m5y bpVol
64.4
-1.10
USD 3m->6m10y Forward Vol
70.37
-0.73
USD 3m->6m20y Forward Vol
68.71
-0.79
USD 3m->6m30y Forward Vol
68.22
-0.97
USD 3y10y bpVol
75.6
-0.60
USD 3y1y bpVol
77.7
-1.30
USD 3y20y bpVol
73.2
-0.50
USD 3y2y bpVol
78.1
-1.00
USD 3y30y bpVol
72.6
-0.50
USD 3y->4y10y Forward Vol
78.36
-0.21
USD 3y->4y20y Forward Vol
74.79
-0.50
USD 3y->4y30y Forward Vol
74.19
-0.50
USD 3y5y bpVol
77.4
-0.60
USD 4y10y bpVol
76.3
-0.50
USD 4y1y bpVol
79.4
-0.60
USD 4y20y bpVol
73.6
-0.50
USD 4y2y bpVol
79.6
-0.70
USD 4y30y bpVol
73.0
-0.50
USD 4y->5y10y Forward Vol
78.77
-0.01
USD 4y->5y20y Forward Vol
74.59
-0.01
USD 4y->5y30y Forward Vol
73.5
+0.00
USD 4y5y bpVol
78.5
-0.40
USD 5y10y bpVol
76.8
-0.40
USD 5y1y bpVol
80.0
-0.70
USD 5y20y bpVol
73.8
-0.40
USD 5y2y bpVol
80.1
-0.70
USD 5y30y bpVol
73.1
-0.40
USD 5y5y bpVol
79.0
-0.40
USD 5y->7y10y Forward Vol
76.8
-0.40
USD 5y->7y20y Forward Vol
73.1
-0.04
USD 5y->7y30y Forward Vol
72.4
-0.40
USD 5y Swap bpVols
USD 5y Tail bpVol
USD 6m10y bpVol
66.6
-0.90
USD 6m->1y10y Forward Vol
75.71
-0.34
USD 6m->1y20y Forward Vol
73.84
-0.32
USD 6m->1y30y Forward Vol
73.44
-0.13
USD 6m1y bpVol
56.4
-1.70
USD 6m20y bpVol
65.3
-0.70
USD 6m2y bpVol
64.3
-1.20
USD 6m30y bpVol
64.9
-0.70
USD 6m5y bpVol
67.6
-1.00
USD 7y->10y10y Forward Vol
87.93
+0.21
USD 7y->10y20y Forward Vol
93.53
-0.02
USD 7y->10y30y Forward Vol
93.67
+0.16
USD 7y10y bpVol
76.8
-0.40
USD 7y1y bpVol
80.5
-0.90
USD 7y20y bpVol
73.6
-0.30
USD 7y2y bpVol
80.7
-0.60
USD 7y30y bpVol
72.9
-0.40
USD 7y5y bpVol
79.5
-0.10
USD Vol Slope Equity
0.823
+0.00
USD Vol Slope FX
0.953
+0.01
USD Vol Slope Rates
0.94
+0.01
USD Vol Slope Rates Left
0.929
+0.01
USD Vol Slope Rates Right
0.951
+0.01
Ultra10y 1m bpVol
62.66
+0.02
Ultra10y 2m bpVol
67.34
+0.02
Ultra10y 3m bpVol
68.35
+0.02
Ultra10y 1m Vol
4.813
+0.00
Ultra10y 2m Vol
5.172
+0.00
Ultra10y 3m Vol
5.25
+0.00
Ultra 1m bpVol
59.68
+0.99
Ultra 2m bpVol
78.14
+1.31
Ultra 3m bpVol
83.27
+1.39
Ultra 1m Vol
9.094
+0.00
Ultra 2m Vol
11.906
+0.00
Ultra 3m Vol
12.688
+0.00
