Greek deal brings early signs of calm in spot and options

Stone on Sand
Simon Nursey, BNP Paribas

Foreign exchange spot and options markets appear to have reacted well to the latest round of measures to help Greece deal with its fiscal problems, agreed at a landmark meeting of eurozone finance ministers on Monday.

EUR/USD rallied to 1.3338 on February 23, having been at 1.3224 at the start of the week, according to data from Thomson Reuters. Meanwhile, three-month at-the-money implied volatility was at 10.65 on February 23; down from a high of 17.75 in September, according to data from BNP

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