Implied volatilities remain extremely heavy, with the 1-year pivoting the 6.1 pct level at which an ATM option strike was given during the London morning. That 6.1 pct level represents a new all-time traded low.
At the front of the curve: the 1-mth is perched a fraction above last Autumn's euro lifetime low indication of 5.3/5.5 (Oct 27). 5.0 pct is a touted support point below.
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