| EUR-GBP | EUR-USD | EUR-JPY |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 13.40 | 21.25 | 0.675 | 0.10 |
| 01M | 16.90 | 19.55 | 3.225 | 0.325 |
| 02M | 15.85 | 18.15 | 3.325 | 0.325 |
| 03M | 15.75 | 17.75 | 3.35 | 0.40 |
| 06M | 15.30 | 16.65 | 3.35 | 0.425 |
| 01Y | 14.75 | 15.75 | 3.375 | 0.475 |
| 02Y | 11.50 | 11.70 | 2.90 | 0.40 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 16.65 | 22.55 | -1.20 | 0.30 |
| 01M | 19.00 | 21.00 | -1.35 | 0.725 |
| 02M | 18.15 | 19.85 | -1.30 | 0.75 |
| 03M | 18.00 | 19.50 | -1.20 | 0.80 |
| 06M | 17.60 | 18.25 | -1.125 | 0.875 |
| 01Y | 16.25 | 16.95 | -1.025 | 0.925 |
| 02Y | 16.15 | 16.40 | -0.975 | 0.85 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 31.10 | 39.90 | -9.50 | 0.25 |
| 01M | 33.00 | 36.00 | -10.075 | 0.35 |
| 02M | 29.50 | 32.00 | -10.125 | 0.35 |
| 03M | 28.40 | 30.60 | -10.175 | 0.35 |
| 06M | 26.25 | 27.75 | -10.175 | 0.40 |
| 01Y | 24.45 | 25.55 | -10.125 | 0.40 |
| 02Y | 22.00 | 25.00 | -9.95 | 0.35 |