Implied Volatilties for FX Majors - 26 June 2009, 2202h

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

EUR/USD = 13.75, 13.05, 13.50, 13.85, 14.15, 14.35

USD/JPY = 15.40, 14.35, 14.65, 14.65, 14.55, 14.45

GBP/USD = 15.25, 15.00, 15.10, 15.20, 15.20, 15.20

USD/CHF = 13.20, 12.85, 13.20, 13.40, 13.40, 13.50

AUD/USD = 19.60, 19.00, 19.30, 19.30, 19.10, 18.60

USD/CAD = 15.90, 15.80, 15.80, 15.80, 15.80, 15.95