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EFTA Document EFTA01386774
Title Matchefta-efta01386774
Case Filesd-10-EFTA01386774Dept. of JusticeEFTA Document EFTA01386774
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Case File
sd-10-EFTA01386774Dept. of JusticeEFTA Document EFTA01386774
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From: Martin Zeman Sent: 1/31/2019 8:45:43 AM To: 'Paul Barrett CC: Stewart 0ldfield Subject Market Colour: Flash Crash in USDJPY Realized Volatility... Good color on USDJPY vol post the flashcrash early January: Any guesses on USDJPY Realized Volatility (Daily with WMR fixings) since the Flash Crash? (so first fixing = 4th Jan). 3.87% ! There are good reasons why it's been so low since then. The move meant that a large source of volatility was removed from the market - namely stop
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Dept. of Justice
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sd-10-EFTA01386774
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