Implied Volatilities for FX Majors - 23 June 2009, 2218h

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

EUR/USD = 14.30, 13.90, 14.15, 14.25, 14.45, 14.55

USD/JPY = 16.15, 15.60, 15.50, 15.30, 15.10, 14.90

GBP/USD = 16.00, 15.70, 15.75, 15.70, 15.65, 15.60

USD/CHF = 13.00, 13.30, 13.40, 13.50, 13.45, 13.45

AUD/USD = 21.00, 20.60, 20.40, 20.00, 19.60, 19.00

USD/CAD = 16.50, 16.45, 16.50, 16.50, 16.45, 16.40