March 9, 2020 / 7:43 AM / 22 days ago

Currency volatility gauges erupt, dollar-yen vol at 11-year high

March 9 (Reuters) - Implied volatility gauges for the world’s major currencies erupted on Monday as a 30% plunge in oil prices and selloffs across global stock markets left markets in disarray.

Dollar-yen one-month implied volatility surged to an 11-year high at 8.8% while euro-dollar volatility jumped to its highest since April 2017 at 10.5%. (Reporting by Sujata Rao; editing by Marc Jones)

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