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⚠️❗️FX Volatility Index: High Beta FX Trade Lower On Vol Spike

  • An equal weighted basket of AUD, NZD, CAD vs JPY trades down 4% since November 17, since then, the J.P. Morgan FX volatility index has jumped by 76bps to 8.25. The FX volatility index prints at the highest it has been in more than a year





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