1-mth implied option volatility is currently pivoting the 6.4 pct level at which the period was offered yesterday, and given at the end of last week. 6.3/6.5 defines the current market.
On the exotic front: a raft of exposure is touted from 2.0000, inclusive of triggers at 2.0100, 2.0200, 2.0250, and 2.0300. GBP/USD scaled a 15-year peak of 1.9917 last month (Jan 23). 2.0100 was the traded high in September 1992 (pre-Black Wednesday).
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