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Sep 07 - 06:55 AM

USD/JPY - Volatility Measures On The Floor, Despite Surging Nikkei

By Richard Pace  —  Sep 07 - 04:52 AM
  • 1-week USD/JPY historic/actual volatility measure is just 1.75% - very low

  • 1-week implied volatility sits just above its 4.25 pandemic low

  • Reflects the lack of USD/JPY movement as tight/familiar ranges prevail

  • Market so far ignoring recent Nikkei surge toward Feb's 20+ year high 30,720

  • Even LDP/elections failing to inspire much interest - FX options suggest

  • Firmer UST, risk appetite limit setbacks, USD/JPY 110.00-109.67 so far Tues

For more click on FXBUZ

1-week historic and implied USD/JPY volatility measures Click here

JPY=EBS Click here

Refinitiv IFR Research/Market Commentary


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