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1 week implied vols understandably higher...>

OPTIONS
OPTIONS: 1 week implied vols understandably higher across the board as they roll
over to include next week's FOMC rate decision. As a result, EURUSD 1w vols have
risen from around 6% to almost 7.5%. GS Asia analysts write that they believe
this event gap looks "fairly expensive". Despite this, they add that USDJPY
front-end vols have further to go given that the spot price is in close
proximity to Y106.00.

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