Euro-Dollar Volatility Tumbles Ahead of Brexit Vote: Analysis

ECB, Fed hands seen tied until after referendum.
Photographer: Simon Dawson/Bloomberg

Implied volatility in euro-dollar options shows dwindling expectations for large near-term price swings in the currency pair as both the European Central Bank and the Federal Reserve are seen holding rates this month, and as the U.K.’s June referendum on EU membership approaches, Bloomberg strategist Vassilis Karamanis writes.

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