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EFTA02455428
fi=: Own NKY calendar =all going into the uncertainty Sep BOJ * * Trade update: Closing the NKY Aug/Sep put calen=ar trade opened on 25-Jul * * NKY & USDJPY 1Mth vols are down to YTD low:=Pricing in a slow summer * * USDJPY 2M-1M term structure at its steepest &am=; NKY's in its 98th %-ile since 2011 • * BofA
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