Tuesday, June 30, 2009

Implied Volatilities for FX Majors - 29 June 2009, 23 00h

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

EUR/USD = 12.50, 13.15, 13.45, 13.65, 14.00, 14.20

USD/JPY = 13.50, 14.30, 14.50, 14.55, 14.55, 14.65

GBP/USD = 14.05, 14.50, 14.65, 14.65, 14.90, 14.95

USD/CHF = 12.55, 12.75, 12.95, 13.20, 13.40, 13.20

AUD/USD = 17.50, 18.70, 18.80, 18.90, 18.80, 18.50

USD/CAD = 13.50, 14.85, 14.90, 15.00, 15.20, 15.30

No comments: