Tuesday, June 16, 2009

Implied Volatilities for FX Majors - 16 June 2009, 2157h

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

EUR/USD = 13.20, 13.80, 13.90, 14.00, 14.35, 14.35

USD/JPY = 14.70, 14.65, 14.55, 14.55, 14.35, 14.35

GBP/USD = 15.90, 15.80, 15.75, 15.50, 15.45, 15.40

USD/CHF = 12.80, 13.20, 13.30, 13.40, 13.40, 13.40

AUD/USD = 20.50, 20.50, 20.30, 19.90, 19.40, 18.80

USD/CAD = 16.65, 16.50, 16.50, 16.35, 16.25, 16.30

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