| EUR-GBP | EUR-USD | EUR-JPY |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 8.40 | 9.15 | 0.35 | 0.25 |
| 01M | 8.95 | 9.25 | 0.20 | 0.30 |
| 02M | 9.10 | 9.40 | 0.25 | 0.35 |
| 03M | 9.55 | 9.85 | 0.45 | 0.3875 |
| 06M | 10.40 | 10.70 | 0.625 | 0.4125 |
| 01Y | 11.25 | 11.55 | 0.725 | 0.4375 |
| 02Y | 11.50 | 11.80 | 0.75 | 0.3875 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 10.15 | 10.90 | -0.60 | 0.35 |
| 01M | 11.20 | 11.50 | -1.325 | 0.325 |
| 02M | 11.50 | 11.80 | -1.70 | 0.4125 |
| 03M | 11.90 | 12.20 | -1.975 | 0.5125 |
| 06M | 12.45 | 12.75 | -2.275 | 0.65 |
| 01Y | 12.90 | 13.20 | -2.525 | 0.80 |
| 02Y | 12.65 | 12.95 | -2.175 | 0.70 |
| Term | ATMF Bid | ATMF Offer | RR Mid 25 Δ | Strangle Mid 25 Δ |
|---|---|---|---|---|
| 01W | 14.15 | 14.90 | -1.00 | 0.30 |
| 01M | 14.70 | 15.00 | -2.20 | 0.30 |
| 02M | 15.10 | 15.40 | -2.60 | 0.30 |
| 03M | 15.60 | 15.90 | -3.10 | 0.40 |
| 06M | 16.25 | 16.55 | -3.80 | 0.40 |
| 01Y | 17.05 | 17.35 | -4.60 | 0.30 |
| 02Y | 18.35 | 18.65 | -5.00 | 0.10 |