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

Discussion in 'Forex' 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!
     
    #1     Aug 30, 2007
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  2. NTB

    NTB

    x
     
    #2     Aug 30, 2007
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  3. atticus

    atticus

    12.80 handles fairval at current 10-year implieds.
     
    #3     Aug 30, 2007
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  4. NTB

    NTB

    Thank you.
     
    #4     Aug 30, 2007
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