| EUR-GBP | EUR-USD | EUR-JPY |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 8.65 | 9.40 | 0.15 | 0.275 |
| 01M | 8.95 | 9.25 | 0.25 | 0.30 |
| 02M | 9.30 | 9.60 | 0.35 | 0.35 |
| 03M | 9.70 | 10.00 | 0.50 | 0.3875 |
| 06M | 10.35 | 10.65 | 0.70 | 0.4125 |
| 01Y | 10.75 | 11.05 | 0.775 | 0.4375 |
| 02Y | 11.10 | 11.40 | 0.60 | 0.40 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 10.65 | 11.40 | -0.30 | 0.30 |
| 01M | 10.55 | 10.85 | -1.125 | 0.3125 |
| 02M | 10.75 | 11.05 | -1.55 | 0.3875 |
| 03M | 11.05 | 11.35 | -1.775 | 0.4625 |
| 06M | 11.55 | 11.85 | -2.05 | 0.60 |
| 01Y | 12.05 | 12.35 | -2.40 | 0.7875 |
| 02Y | 11.75 | 12.05 | -2.15 | 0.75 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 13.40 | 14.15 | -0.90 | 0.40 |
| 01M | 13.85 | 14.15 | -1.90 | 0.40 |
| 02M | 14.65 | 14.95 | -2.40 | 0.40 |
| 03M | 15.00 | 15.30 | -2.90 | 0.40 |
| 06M | 15.85 | 16.15 | -3.80 | 0.40 |
| 01Y | 17.00 | 17.30 | -4.50 | 0.45 |
| 02Y | 18.85 | 19.15 | -5.20 | 0.45 |