Implied Vol Plot 0

S0 N[12] 2024 Vol= 0.0137 Strike= 95.6875S0 Q[16] 2024 Vol= 0.0134 Strike= 95.6875S0 U[13] 2024 Vol= 0.0130 Strike= 95.6875S0 V[11] 2024 Vol= 0.0131 Strike= 95.8125https://www.commodityvol.com/permalink/permshort?pay=Q1Q1Sr7FUkE9WD8xi3Ke

#Two-year Mid-curve Three-month SOFR Options Jun 10, 2024

S2 M[14] 2024 Vol= 0.0206 Strike= 96

Implied Vol Plot 0

S2 N[12] 2024 Vol= 0.0127 Strike= 96.0625S2 Q[16] 2024 Vol= 0.0122 Strike= 96.0625S2 U[13] 2024 Vol= 0.0121 Strike= 96.0625S2 V[11] 2024 Vol= 0.0121 Strike= 96.125https://www.commodityvol.com/permalink/permshort?pay=Q1Q1wDvLUdyOjsPIPCW0

#30 YR US Treasury Bond Options (SABR curves) Jun 10, 2024

17 M[21] 2024 Vol= 0.0559 Strike= 116.5

Implied Vol Plot 0

17 N[26] 2024 Vol= 0.1004 Strike= 11617 Q[23] 2024 Vol= 0.1014 Strike= 11617 U[20] 2024 Vol= 0.1053 Strike= 11717 X[22] 2024 Vol= 0.1159 Strike= 117https://www.commodityvol.com/permalink/permshort?pay=Q1Q1mrKJT5d6vojAL5YJ

#10 YR US Treasury Note Options (SABR curves) Jun 10, 2024

21 M[21] 2024 Vol= 0.0321 Strike= 109

Implied Vol Plot 0

21 N[26] 2024 Vol= 0.0025 Strike= 10921 Q[23] 2024 Vol= 0.0502 Strike= 10921 U[20] 2024 Vol= 0.0450 Strike= 10921 X[22] 2024 Vol= 0.0551 Strike= 109https://www.commodityvol.com/permalink/permshort?pay=Q1Q1wnxxR2UOwj5pSHPi

#5 YR US Treasury Note Options (SABR curves) Jun 10, 2024

25 M[21] 2024 Vol= 0.0139 Strike= 105.2

Implied Vol Plot 0

25 N[26] 2024 Vol= 0.0398 Strike= 105.225 Q[23] 2024 Vol= 0.0306 Strike= 105.225 U[20] 2024 Vol= 0.0343 Strike= 10625 X[22] 2024 Vol= 0.0388 Strike= 106https://www.commodityvol.com/permalink/permshort?pay=Q1Q17ALicV3DvI1xpXn4

#GBPUSD Prem Quote Euro Style 2pmfix Options Jun 10, 2024

GBU N[5] 2024 Vol= 0.0644 Strike= 1.275