Implied Volatility for FX Majors - 22 June 2009, 2049h

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

EUR/USD = 12.75, 13.20, 13.50, 13.75, 14.00, 14.15

USD/JPY = 14.80, 14.75, 14.75, 14.75, 14.75, 14.75

GBP/USD = 15.30, 15.25, 15.30, 15.30, 15.35, 15.35

USD/CHF = 12.55, 12.90, 13.00, 13.05, 13.25, 13.30

AUD/USD = 20.00, 19.85, 19.80, 19.55, 19.20, 18.70

USD/CAD = 16.25, 16.15, 16.10, 16.10, 16.15, 16.25