Volatility Levels of FX Markets Diverging

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Here is a comparison of implied volatility levels from various asset classes: equities (VIX), FX (EURUSD-based EVZ), commodities (oil-specific OVX) and Treasuries (CBOT's VXT). Looks like most asset classes are seeing a moderation of expected market swings with the notable exception of the FX market. Sure there is a 'Greek' uncertainty behind this measure, but the innate relative nature of this market also encourage trend development

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