Thursday, June 11, 2009

Implied Volatilties for FX Majors - 11 June 2009, 2249h

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

EUR/USD = 13.50, 13.80, 14.20, 14.35, 14.60, 14.55

USD/JPY = 14.60, 14.75, 15.05, 14.90, 14.85, 14.70

GBP/USD = 16.25, 15.75, 15.80, 15.80, 15.80, 15.75

USD/CHF = 13.00, 13.40, 13.70, 13.85, 13.70, 13.75

AUD/USD = 20.40, 20.20, 20.25, 20.10, 19.50, 18.70

USD/CAD = 16.00, 16.35, 16.35, 16.20, 16.20, 16.20

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