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vqwerty


Total Posts: 12
Joined: Feb 2014
 
Posted: 2018-11-12 04:30
what bid/offer do you usually expect to see in USD IR swaptions?
For gamma? For diagonal? For vega off the diagonal?

Any color on how much worse it is for EUR and GBP would be appreciated too.
I am not actually sure what expiries/tails trade in those two.

Thanks.
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