Sterling volatility drops further as Brexit risk premium falls

24 Jan, 2019

One-month sterling implied volatility fell to a 2-1/2 month low at 10.35 "vol" as it is commonly known, its lowest level since Nov. 8, according to Refinitiv data.

It briefly hit a more than two-year high above 15 vol in mid-November.

Copyright Reuters, 2019

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