Thursday, June 11, 2009

Impied Volatilities for FX Majors - 10 June 2009, 2157h

Sequence from left to right = 1 wk, 1 mth, 2 mths, 3 mths, 6 mths, 1 yr

EUR/USD = 14.50, 14.60, 14.65, 14.85, 14.95, 14.90

USD/JPY = 15.40, 15.30, 15.20, 15.15, 14.95, 14.75

GBP/USD = 17.00, 16.40, 16.25, 16.00, 15.95, 15.70

USD/CHF = 14.00, 14.20, 14.15, 14.35, 14.05, 14.10

AUD/USD = 21.00, 21.20, 20.50, 20.20, 19.70, 18.80

USD/CAD = 17.50, 17.00, 16.85, 16.80, 16.70, 16.70

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