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Implied Vols Soften

JGB OPTIONS

A market contact notes that “implied vols are softer on the day amidst the selloff in futures on improving risk sentiment, with some selling of upside pressuring the space. Accounts have been checking downside in reasonable size although didn’t pull the trigger.”

MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com
MNI London Bureau | +44 0203-865-3809 | anthony.barton@marketnews.com

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