Implied Volatilities for FX Majors - June 8 09, 2200h

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

EUR/USD = 14.90, 15.15, 15.10, 15.10, 15.05, 15.15

USD/JPY = 15.40, 15.00, 14.90, 14.85, 14.55, 14.35

GBP/USD = 18.00, 17.00, 16.90, 16.80, 16.50, 16.30

USD/CHF = 14.30, 14.45, 14.50, 14.60, 14.60, 14.35

AUD/USD = 21.50, 21.50, 21.10, 20.70, 19.90, 19.00

USD/CAD = 17.30, 17.10, 16.95, 16.95, 16.95, 16.80