(Bloomberg) -- Implied volatility on three-month dollar-yen options may decline to the lowest since January following last week's meeting of Group of Seven industrial nations, Mizuho Corporate Bank Ltd. said.
The measure of expected exchange-rate fluctuations may drop in the next few weeks to 6.5 percent, matching a low reached on Jan. 24, after G-7 ministers said April 14 that currencies should reflect fundamentals and investors should recognize Japan's recovery, according to the bank. The spread between historical and implied volatility widened to an almost three-year high.
Read more at Bloomberg Currencies News
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