**As seen in Macro Walk report 11/26/2022, subscribe at cablefxm.co.uk/reports
Euro-dollar pair front-end vol is no longer cheap relative to realized volatility, however, moving further out the curve, implied volatility seems to be chasing historic
Tenors were subdued this week, with a few exceptions. USD/JPY 1w tenor saw a jump of 340bps to 13.665%, the 1mo tenor increased by 225bps to 13.71%
USD/JPY volatility premiums are relatively flat across the curve
Kommentare