Spot Quotations Rate at 5 pm
Prev. day 5 pm
90.55-90.56 Yen 90.12-90.14 Yen High
90.61 Yen Low
90.04 Yen Central
90.18 Yen Spot Volume 7,987 Mil. Dlrs Swap Volume 32,941 Mil. Dlrs Options Volume 660 Mil. Dlrs (volumes are for the previous session)
Spot-Forward Spreads
Prev. Session 1 Month D 0.011 Yen D 0.015 Yen
D 0.14 PC p.a. 3 Months D 0.053 Yen D 0.051 Yen
D 0.22 PC p.a.
Option Volatility
Comp. with Prev. Session 1 Month 13.8 PC DN 0.2 PC Point 3 Months 14.3 PC UP 0.1 PC Point