Market Colour: Flash Crash in USDJPY Realized Volatility (Martin Zeman, 31 Jan 2019)

Subject: Market Colour: Flash Crash in USDJPY Realized Volatility... From: Martin Zeman Date: Thu, 31 Jan 2019 08:45:43 -0500 To: "Paul Barrett ( Cc: Stewart Oldfield 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 - n