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While there is no position in an instrument, τ τ τ f t T ( S e t rr df ) ()τ 2 A GUIDE TO FX OPTIONS QUOTING CONVENTIONS WINTER 2010 E X H I B I T 1 USD-JPY Volatility Market Data, April 13, 2010 E X H I B I T 2 FX Market Data for One-Month Maturity, January 20, 2009 Note: Numbers represent percentages, ΔCP call and put deltas, respectively.
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