Implied Volatilities for FX Majors - 15 June 2009, 2102h

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

EUR/USD = 13.00, 13.40, 13.55, 13.75, 14.10, 14.25

USD/JPY = 13.20, 13.75, 14.05, 14.00, 14.15, 14.10

GBP/USD = 16.20, 15.60, 15.50, 15.40, 15.40, 15.30

USD/CHF = 12.50, 13.00, 13.05, 13.25, 13.35, 13.30

AUD/USD = 20.25, 20.25, 19.90, 19.75, 19.25, 18.60

USD/CAD = 16.75, 16.30, 16.30, 16.30, 16.30, 16.20