Assistance please..USD/Euro 10-yr. ATM Straddle?

Discussion in 'Forex Trading' started by NTB, Aug 30, 2007.

  1. NTB

    NTB

    Can someone please give me the approximate market on the ATM straddle (1.3650) for USD/Euro on a 10-yr. option? Just for indication purposes. Thank you!
     
  2. NTB

    NTB

    x
     
  3. 12.80 handles fairval at current 10-year implieds.
     
  4. NTB

    NTB

    Thank you.