G-7 Currency Volatility Soars Above Emerging on Brexit: Chart

JPMorgan Chase & Co.’s gauge of Group-of-Seven currency volatility rose to a three-year high relative to the equivalent measure for emerging markets. Three-month implied volatility for the G-7 rose to 12.8 percent Tuesday, exceeding that of emerging markets by the most since May 2013. Implied volatility for the pound reached the highest since March 2009 amid concern the U.K. will vote to leave the European Union in a June 23 referendum.

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