1个月美元/日元隐含波动率从东京时段的7.90%/8.30%升至8.80%/9.20%,周一纽约时段为7.60%/7.90%。
1个月欧元/美元隐含波动率从东京时段的6.50%/7.10%升至6.60%/7.0%,周一纽约时段为6.50%/6.80%。
1个月欧元/日元隐含波动率从东京时段的8.60%/9.10%升至9.80%/10.30%,周一纽约时段为8.60%/9.10%。
1月期买入日元/卖出美元风险逆转率报2.10%/2.50%;东京时段报1.70%/2.0%;周一纽约时段报1.40%/1.80%。