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Fed Implied Volatility Rates

Fed Implied Volatility Rates refers to the implied volatility rates for foreign exchange options provided by the Foreign Exchange Committee and sponsored by the Federal Reserve Bank of New York. These implied volatility rates are the averages of mid-level rates on bid and ask “at-money quotations” on selected currencies including the euro, the Japanese yen, the Swiss franc, the British pound, the Canadian dollar, the Australian dollar, the EUR/GBP and the EUR/JPY cross rates.

The Foreign Exchange Committee is comprised of institutions that represent the foreign exchange market in the United States. The data it uses to compile the Fed Implied Volatility Rates are the quotes of 11 a.m. New York time on the last business day of each month, provided voluntarily by about 10 foreign exchange dealers. The results are released on the last business day of each month at approximately 4:30 p.m. New York time.

Click here to get Fed Implied Volatility Rates.

Related topics:

VIX – Indicator of Market Volatility

Real-time Forex Sentiment Indicator

US Dollar Index (NYBOT) / (USDX) for Measuring Sentiment

Commitments of Traders Report (COT) for Measuring Sentiment

Forex (FX) Market: Which currencies are rising? Which currencies are falling?


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