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USD/RUB 1 & 3m Risk Reversals, Implied Vols Surge as Hedging Demand Rises

  • 1 & 3m USD/RUB risk reversals have risen 3.9 & 3.4 points respectively today, eclipsing the prior highs in 2008 & 2014
  • 1 & 3m implied vols have also moved sharply higher but remain short of the 2014 highs.
  • USD/RUB trades +5.77% higher, now above 76.00 with the intraday high defined at 88.2670

USDRUB Risk Reversals

USDRUB implied vols

MNI London Bureau | +44 020-3983-7894 |
MNI London Bureau | +44 020-3983-7894 |

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