| EUR-GBP | EUR-USD | EUR-JPY |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 6.50 | 8.70 | -0.30 | 0.20 |
| 01M | 7.50 | 7.95 | -0.50 | 0.225 |
| 02M | 8.00 | 8.45 | -0.65 | 0.3125 |
| 03M | 8.05 | 8.50 | -0.80 | 0.3625 |
| 06M | 8.75 | 9.20 | -1.00 | 0.4375 |
| 01Y | 9.50 | 9.95 | -1.25 | 0.525 |
| 02Y | 9.95 | 10.45 | -1.30 | 0.5875 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 10.20 | 12.05 | -0.75 | 0.20 |
| 01M | 10.80 | 11.20 | -1.525 | 0.2625 |
| 02M | 11.50 | 11.80 | -2.00 | 0.325 |
| 03M | 11.75 | 12.05 | -2.325 | 0.4375 |
| 06M | 12.30 | 12.50 | -2.65 | 0.5625 |
| 01Y | 12.70 | 12.90 | -2.925 | 0.70 |
| 02Y | 12.65 | 12.95 | -2.725 | 0.6875 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 10.00 | 12.60 | -0.80 | 0.4625 |
| 01M | 10.75 | 11.55 | -1.30 | 0.45 |
| 02M | 11.75 | 12.55 | -1.95 | 0.5375 |
| 03M | 12.15 | 12.95 | -2.45 | 0.625 |
| 06M | 13.25 | 14.00 | -3.40 | 0.825 |
| 01Y | 14.60 | 15.35 | -4.575 | 1.10 |
| 02Y | 16.20 | 17.05 | -5.675 | 1.4125 |