One-week volatility for major currency options, including USD/JPY, reached the 7% range, and short-term volatility appears to have settled following the Japan-US meetings. One-week volatility for major currency pairs was provided in a list.
As of the indicative rates at 10:32 a.m. Tokyo time, one-week volatility was 7.43% for USD/JPY, 6.93% for EUR/USD, 7.56% for EUR/JPY and 6.49% for GBP/USD. Other tenors showed USD/JPY volatility of 7.39% for one month, 7.84% for three months, 8.15% for six months, 8.32% for nine months and 8.42% for one year.
Volatility for major currency pairs included 7.06% for GBP/JPY over one week, 7.40% for AUD/USD and 7.69% for USD/CHF. Market commentary from Tokyo indicated that short-term USD/JPY volatility had settled following the Japan-US meetings.
The article compiled currency options volatility levels based on information available during Japanese trading hours, focusing primarily on one-week figures. It stated that readers should pay attention to volatility trends for each pair and market stability following the Japan-US meetings.
The byline identified みんかぶPRESS, and the report was positioned as coverage under foreign exchange news and commentary.