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Once again DMFX implied vols are............>

OPTIONS
OPTIONS: Once again DMFX implied vols are generally declining alongside quiet
realised volatility. The prime suspects remains the same: GBP and RUB vols are
the notable fallers. GBP/USD 1m vols now trade at the lowest level since early
November last year, which came just ahead of the first indications of PM May's
indicative votes to get her deal passed through parliament.
-In EMFX, USDTRY vols are broadly unchanged at 22.5 vol points for the 1m tenor
(still markedly lower than the 38.4 points printed in late March).
-Infitting with quieter spot markets Wednesday, currency hedging volumes are
below average, with AUD/USD, USD/INR and USD/CNY activity in particular falling
well below recent averages.

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