| EUR-GBP | EUR-USD | EUR-JPY |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 19.85 | 20.95 | 0.675 | 0.10 |
| 01M | 21.25 | 21.55 | 2.325 | 0.525 |
| 02M | 20.80 | 21.15 | 2.275 | 0.625 |
| 03M | 20.40 | 20.75 | 2.30 | 0.725 |
| 06M | 19.55 | 19.90 | 2.325 | 0.775 |
| 01Y | 18.85 | 19.20 | 2.325 | 0.775 |
| 02Y | 17.95 | 18.20 | 2.05 | 0.675 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 23.00 | 27.00 | -0.95 | 0.30 |
| 01M | 23.25 | 25.25 | 0.825 | 0.725 |
| 02M | 23.00 | 25.00 | 0.675 | 0.775 |
| 03M | 22.25 | 23.75 | 0.525 | 0.825 |
| 06M | 20.50 | 21.60 | 0.375 | 0.875 |
| 01Y | 19.00 | 20.00 | 0.15 | 0.975 |
| 02Y | 18.20 | 18.80 | 0.05 | 0.90 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 15.00 | 25.00 | -4.00 | 0.25 |
| 01M | 19.75 | 23.75 | -6.50 | 0.35 |
| 02M | 19.75 | 23.75 | -7.00 | 0.35 |
| 03M | 19.75 | 23.75 | -7.50 | 0.35 |
| 06M | 19.75 | 23.75 | -8.00 | 0.40 |
| 01Y | 19.50 | 23.00 | -8.50 | 0.40 |
| 02Y | 18.25 | 20.75 | -8.75 | 0.35 |