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💹 USD/JPY Risk Reversals Favor Further Yen Weakness

  • USD/JPY skew shows calls favoring the dollar, with tenors above parity up to the 9-mo tenor. Repricing in yen weakness sees the 1w 25-day RR move by almost 80bps from a week ago

  • The implied volatility curve continues steepened its inversion, 1w IV stands at 11.7%, while the 6mo tenor is down to 10.5%




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