Implied volatility gauges for sterling for one-month maturities jumped to more than 11%
Sterling rose above $1.2960 on Monday
The Sunday Times reported in September that when Johnson was mayor he failed to declare close personal links to Jennifer Arcuri
Barclay said he was 'dismayed' by the comments of Donald Tusk in his farewell speech on Wednesday
Johnson's Conservatives are comfortably ahead of Jeremy Corbyn's Labour in the polls
A British official said late on Wednesday that London would not pick a name until a new government is formed.