Japan updated

We are no longer receiving data for the JGB market and have disabled our JGB models until data can be reacquired. In the meantime, the JPY markets remain volatile, the EURJPY model is now rather wide and may be about to close, but we are not participating.

EURJPY Standard. This pattern continues to grow and is reflective of an increasing dislocation between market implied and actual price. It appears to be a feature of both JPY and Euro strength as they are both demonstrably more volatile than their peers at the moment.

fx_eurjpy_a - QSN Chart

EURJPY PM Implied

fx_eurjpy_b - QSN Chart

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