Thursday, June 18, 2009

Implied Volatilities for FX Majors - 17 June 2009, 2118h

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

EUR/USD = 13.30, 13,70, 13.75, 13.90, 14.30, 14.20

USD/JPY = 15.50, 15.20, 15.05, 14.90, 14.75, 14.65

GBP/USD = 16.00, 15.80, 15.60, 15.60, 15.05, 15.40

USD/CHF = 12.80, 13.30, 13.25, 13.40, 13.40, 13.40

AUD/USD = 21.00, 20.75, 20.30, 20.20, 19.50, 18.85

USD/CAD = 17.00, 16.80, 16.70, 16.60, 16.50, 16.55

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