Wednesday, June 10, 2009

Implied Volatilties for FX Majors - 9 Jun 09, 2249h

Sequence from left to right = 1 week, 1 month, 2 months, 3 months, 6 months, 1 year

EUR/USD = 14.60,  14.85,  14.90,  14.95,  14.95,  14.95

USD/JPY  = 15.50,  15.40,  15.30,  15.15,  15.05,  14.60

GBP/USD =  16.50,  16.30,  16.00,  16.00,  15.80,  15.70

USD/CHF =  14.00,  14.45,  14.35,   14.35,  13.95,  14.05

AUD/USD =  21.25,  21.30,  20.80,  20.50,  19.85,  18.90

USD/CAD  = 17.25,  17.10,   16.95,   16.80,  16.50,  16.60 

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