MbMktBot

Volatility

USD EUR GBP JPY
DXY_FX_Vols S&P500_Vols
EURUSD_FX_Vols EuroStoxx_Vols
GBPUSD_FX_Vols FTSE100_Vols
USDJPY_FX_Vols Nikkei_Vols
USD_Left_bpVols USD_Right_bpVols
EUR_Left_bpVols EUR_Right_bpVols
GBP_Left_bpVols GBP_Right_bpVols
JPY_Left_bpVols JPY_Right_bpVols
bpVol 1y 2y 5y 10y 20y 30y
1m 37.4 51.2 59.4 58.4 58.2 57.8
3m 48.0 56.7 64.6 64.0 63.3 63.1
6m 54.6 62.0 67.7 68.0 66.9 66.5
1y 63.9 68.9 71.8 71.7 70.3 70.0
2y 72.9 74.2 75.1 74.4 72.6 72.2
3y 76.0 76.6 76.8 75.8 73.6 73.1
5y 79.2 79.7 78.8 76.7 73.7 73.0
7y 80.2 80.2 79.0 76.6 73.4 72.7
10y 80.6 80.2 78.6 80.6 80.2 79.7
bpVol 1y 2y 5y 10y 20y 30y
1m 23.6 34.3 43.5 44.7 48.7 52.7
3m 26.2 36.5 45.4 47.5 50.9 53.9
6m 30.4 40.7 48.3 51.1 53.6 56.5
1y 41.1 48.2 52.6 55.5 57.2 59.5
2y 52.6 55.5 57.3 59.3 59.7 61.3
3y 58.1 59.5 60.5 61.5 60.9 62.0
5y 63.2 63.4 63.7 64.2 61.6 61.9
7y 65.5 65.6 65.1 64.8 61.4 61.1
10y 66.2 66.5 65.2 64.0 60.3 59.5
bpVol 1y 2y 5y 10y 20y 30y
1m 35.6 46.8 54.4 61.5 64.0 65.6
3m 39.0 48.9 57.1 64.6 66.6 67.7
6m 44.7 54.1 61.2 67.6 69.5 70.7
1y 56.7 61.5 66.9 72.3 74.2 75.7
2y 68.0 69.3 72.1 77.0 78.4 79.6
3y 72.9 73.0 75.6 79.6 80.5 81.5
5y 76.5 75.9 77.5 80.3 80.6 81.2
7y 78.3 77.3 77.7 80.1 79.9 80.3
10y 79.9 78.6 78.0 79.9 79.3 79.5
bpVol 1y 2y 5y 10y 20y 30y
1m 30.6 37.3 51.8 62.5 68.9 77.5
3m 36.2 44.8 54.7 61.9 67.8 69.5
6m 40.9 48.5 55.8 61.9 67.6 69.3
1y 49.1 54.1 57.2 61.9 67.1 70.1
2y 55.1 57.5 58.7 62.2 66.5 69.5
3y 57.8 58.8 59.5 62.7 66.4 69.7
5y 59.3 59.5 60.3 62.9 65.9 68.9
7y 60.3 60.6 60.9 63.4 66.2 67.9
10y 61.9 62.2 62.1 64.1 66.6 68.3
Chg1d 1y 2y 5y 10y 20y 30y
1m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
3m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
6m +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
1y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
2y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
3y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
5y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
7y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
10y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
Chg1d 1y 2y 5y 10y 20y 30y
1m +1.4 +1.8 +1.4 +1.4 +1.5 +1.7
3m -0.3 -0.3 -0.4 -0.1 -0.1 -0.1
6m -0.1 -0.2 +0.0 -0.1 -0.1 -0.1
1y +0.2 +0.2 +0.0 +0.0 +0.0 +0.0
2y +0.0 +0.0 +0.0 +0.1 +0.1 +0.1
3y +0.0 +0.0 +0.0 +0.0 +0.0 +0.1
5y +0.1 +0.0 +0.1 +0.0 -0.2 -0.3
7y +0.1 +0.0 +0.0 +0.0 -0.1 -0.2
10y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
Chg1d 1y 2y 5y 10y 20y 30y
1m +0.7 +1.0 +1.1 +1.2 +1.3 +1.4
3m -0.2 -0.2 -0.3 -0.4 -0.4 -0.4
6m -0.2 -0.2 -0.3 -0.4 -0.3 -0.3
1y -0.1 +0.0 +0.0 -0.1 -0.1 -0.1
2y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
3y +0.0 +0.0 +0.0 +0.1 +0.1 +0.0
5y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
7y +0.0 +0.0 +0.0 +0.0 +0.1 +0.0
10y +0.0 +0.0 +0.0 +0.0 +0.0 +0.0
Chg1d 1y 2y 5y 10y 20y 30y
1m +3.3 +2.9 +2.4 +0.7 +0.0 +0.4
3m +2.9 +4.5 +2.6 +0.3 -0.4 +0.1
6m +3.0 +3.7 +2.1 +0.4 +0.2 +0.5
1y +1.5 +1.8 +1.4 +0.7 +0.8 +1.0
2y +1.5 +1.7 +1.0 +0.6 +0.9 +1.0
3y +1.0 +1.2 +0.5 +0.1 +0.2 +0.4
5y +0.5 +0.2 +0.1 +0.3 -0.2 +0.0
7y +0.4 +0.2 +0.1 +0.2 -0.2 +0.0
10y +0.1 +0.0 +0.1 +0.2 +0.0 +0.2
bpVol Left Right Chg1d Left Right
Gamma 55.7 62.9 +0.0 +0.0
Intermediate 72.9 72.6 +0.0 +0.0
Vega 79.6 76.3 +0.0 +0.0
bpVol Left Right Chg1d Left Right
Gamma 36.5 51.1 +0.4 +0.5
Intermediate 53.9 59.7 +0.0 +0.1
Vega 64.9 62.1 +0.0 -0.1
bpVol Left Right Chg1d Left Right
Gamma 49.1 66.4 +0.2 +0.2
Intermediate 68.4 77.6 -0.0 -0.0
Vega 77.7 80.1 +0.0 +0.0
bpVol Left Right Chg1d Left Right
Gamma 44.5 67.4 +3.0 +0.2
Intermediate 56.4 66.2 +1.3 +0.6
Vega 60.8 66.0 +0.2 +0.1
Chg1w Left Right Chg1m Left Right
Gamma -2.8 -0.3 -11.6 -2.9
Intermediate -2.4 -0.8 -8.9 -4.7
Vega -1.0 -0.7 -4.7 -3.9
Chg1w Left Right Chg1m Left Right
Gamma -1.1 -1.6 -2.3 -8.4
Intermediate -0.7 +0.4 -3.6 -3.5
Vega -0.1 +0.6 -3.6 -0.9
Chg1w Left Right Chg1m Left Right
Gamma -1.1 +2.1 -3.7 -2.6
Intermediate -0.3 +1.5 -1.9 -1.1
Vega -0.2 +0.4 -0.9 -0.2
Chg1w Left Right Chg1m Left Right
Gamma +3.4 +7.2 +7.5 +9.3
Intermediate +1.8 +2.4 +6.9 +4.3
Vega +0.1 +0.7 +5.5 +5.3