There is no built-in feature for that, reports are not exportable, unfortunately. The closest you can get is using the Better Excel Exporter app.
With this you can implement custom reports in Excel, so nothing prevents you to re-create those that are available in Jira's web interface.
(Discl. I'm a developer of this app.)
Hi, Jira users! Do you use Jira alongside Microsoft Teams? We want to hear how you’ve used the power of Jira Cloud and Microsoft Teams (via the Jira Cloud for Microsoft Teams app) to achieve a team...
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