Who’s dead?

Someone out there is dead and today the Fed came to the rescue with USD 1.5tln in repo funding. LTCM happened 10y before I first traded in markets, but from what I read, charts I looked at, etc, it is what it seems to be happening to say the least.

Below are charts of implied vols for currencies and USD rates.

FX Vol now way-beyond normalized.

USD Rates 1m10y normalized vols.

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Feel free to get in touch. I will surely answer you when I find some time. A brief introduction would be welcomed.