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Implied Volatility Remains Stable

FOREX

1-Month Implied volatility in FX markets, measured using the JP Morgan G-10 Volatility Index, sits well within recent ranges and has been stable in recent dealing.

  • The index sits at 7.89%, well within the range observed since April, we did print as high as 8.67% in early October.
  • Implied volatility across G-10 FX remains relatively stable despite yesterday's firmer than forecast US CPI print, November's FOMC meeting coming into view and the USD sitting a touch off 2023 highs.

Fig 1: JPMorgan 1-Month G10 FX Volatility

Source: JP Morgan/MNI/Bloomberg

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