| EUR-GBP | EUR-USD | EUR-JPY |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 20.15 | 27.75 | 0.675 | 0.10 |
| 01M | 21.65 | 24.30 | 2.325 | 0.525 |
| 02M | 20.85 | 23.10 | 2.275 | 0.625 |
| 03M | 20.20 | 22.20 | 2.30 | 0.725 |
| 06M | 19.05 | 20.40 | 2.325 | 0.775 |
| 01Y | 18.50 | 19.50 | 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 | 23.25 | 27.05 | -0.95 | 0.30 |
| 01M | 24.55 | 25.90 | 0.05 | 0.75 |
| 02M | 23.65 | 24.80 | 0.05 | 0.775 |
| 03M | 23.00 | 24.00 | 0.025 | 0.875 |
| 06M | 21.05 | 21.75 | 0.00 | 0.95 |
| 01Y | 19.45 | 19.95 | -0.075 | 1.00 |
| 02Y | 18.20 | 18.80 | -0.15 | 0.825 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 17.90 | 25.50 | -4.00 | 0.25 |
| 01M | 20.40 | 23.05 | -6.50 | 0.35 |
| 02M | 20.35 | 22.60 | -7.00 | 0.35 |
| 03M | 20.50 | 22.50 | -7.50 | 0.35 |
| 06M | 20.45 | 21.80 | -8.00 | 0.40 |
| 01Y | 20.50 | 21.50 | -8.50 | 0.40 |
| 02Y | 18.25 | 20.75 | -8.75 | 0.35 |