Performance : -0.00158%

Implied Volatilities for FX Majors - 15 July 2009, 2317h

EUR/USD = 10.50, 11.65, 12.00, 12.60, 13.10, 13.35

USD/JPY = 14.20, 14.50, 14.50, 14.50, 14.55, 14.60

GBP/USD = 12.30, 13.55, 13.65, 13.90, 13.90, 14.00

USD/CHF = 10.30, 11.35, 11.50, 12.05, 12.55, 12.35

AUD/USD = 15.60, 17.15, 17.60, 17.80, 18.05, 18.20

USD/CAD = 14.50, 14.05, 14.10, 14.55, 15.00, 15.15

Performance : -0.00158%

Implied Volatilities for FX Majors - 14 July 2009, 2157h

EUR/USD = 10.20, 11.70, 12.10, 12.70, 13.20, 13.45

USD/JPY = 15.60, 15.50, 15.15, 15.15, 14.85, 14.80

GBP/USD = 13.15, 14.10, 14.00, 14.15, 14.20, 14.20

USD/CHF = 10.20, 11.75, 11.60, 12.15, 12.70, 12.55

AUD/USD = 15.00, 17.50, 17.80, 18.15, 18.30, 18.30

USD/CAD = 13.50, 13.85, 14.10, 14.50, 14.85, 15.15

Performance = -00.158%

Implied Volatilities for FX Majors - 13 July 2009, 2157h

EUR/USD = 11.00, 12.30, 12.65, 13.05, 12.95, 13.60

USD/JPY = 17.40, 16.40, 16.05, 15.65, 15.35, 15.20

GBP/USD = 13.70, 14.45, 14.30, 14.55, 14.30, 14.30

USD/CHF = 10.60, 11.95, 12.15, 12.45, 12.80, 12.75

AUD/USD = 17.50, 18.20, 18.45, 18.45, 18.70, 18.70

USD/CAD = 13.00, 13.85, 14.20, 14.40, 14.90, 15.25

Performance : -0.00158%

Implied Volatilities for FX Majors - 10 July 2009, 2036h

EUR/USD = 11.30, 11.90, 12.45, 12.70, 13.20, 13.40

USD/JPY = 15.30, 15.05, 14.90, 14.90, 14.85, 14.70

GBP/USD = 13.10, 13,70, 13.85, 13.85, 14.05, 14.10

USD/CHF = 11.00, 11.50, 12.05, 12.20, 12.60, 12.40

AUD/USD = 15.75, 17.40, 17.75, 17.90, 18.25, 18.40

USD/CAD = 12.50, 13.75, 14.15, 14.45, 14.80, 15.10

Performance : -0.00201%

Implied Volatilities for FX Majors - 9 July 09, 2243h

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

EUR/USD = 11.05, 12.15, 12.50, 13.00, 13.20, 13.50

USD/JPY = 16.25, 14.90, 14.90, 14.95, 14.70, 14.50

GBP/USD = 13.45, 13.80, 13.95, 13.95, 14.00, 14.00

USD/CHF = 10.90, 11.75, 12.00, 12.50, 12.70, 12.80

AUD/USD = 17.25, 17.90, 18.40, 18.50, 18.40, 18.50

USD/CAD = 13.10, 14.05, 14.20, 14.60, 14.95, 15.20

Performance : -0.08447%

Implied Volatilities for FX Majors - 8 July 2009, 2147h

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

EUR/USD = 10.85, 12.00, 12.40, 12.95, 13.30, 13.50

USD/JPY = 14.25, 14.30, 14.35, 14.40, 14.30, 14.30

GBP/USD = 13.75, 13.95, 13.90, 14.20, 14.05, 14.05

USD/CHF = 11.10, 11.85, 12.05, 12.45, 12.75, 12.60

AUD/USD = 17.00, 18.00, 18.10, 18.30, 18.40, 18.50

USD/CAD = 13.90, 14.40, 14.50, 14.70, 14.95, 15.10

Performance : -0.09%

Implied Volatilties for FX Majors - 7 July 2009, 2204h

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

EUR/USD = 10.75, 12.15, 12.50, 12.90, 13.20, 13.45

USD/JPY = 12.75, 13.50, 13.65, 13.70, 13.65, 13.80

GBP/USD = 13.25, 13.55, 13.70, 13.75, 13.80, 13.90

USD/CHF = 10.35, 11.75, 12.00, 12.35, 12.65, 12.50

AUD/USD = 15.05, 16.90, 17.30, 17.65, 17.95, 18.05

USD/CAD = 13.65, 14.25, 14.40, 14.50, 14.95, 15.15

Implied Volatilities for FX Majors - 6 July 2009, 2226h

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

EUR/USD = 10.75, 12.25, 12.85, 12.95, 13.30, 13.55

USD/JPY = 13.00, 13.85, 13.90, 13.90, 13.85, 13.85

GBP/USD = 13.35, 13.75, 13.80, 13.90, 14.00, 14.00

USD/CHF = 11.95, 12.30, 12.50, 12.70, 12.90, 13.20

AUD/USD = 16.50, 17.50, 17.75, 17.80, 18.00, 18.10

USD/CAD = 13.80, 14.25, 14.45, 14.60, 14.85, 15.45

Implied Volatilties for FX Majors - 2 July 2009, 2235h

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

EUR/USD = 11.40, 12.10, 12.90, 13.15, 13.30, 13.55

USD/JPY = 12.00, 12.60, 13.10, 13.20, 13.20, 13.55

GBP/USD = 13.00, 13.20, 13.40, 13.50, 13.70, 13.70

USD/CHF = 12.20, 12.15, 12.70, 12.80, 13.00, 13.00

AUD/USD = 16.25, 17.00, 17.60, 17.70, 17.85, 18.00

USD/CAD = 13.25, 13.90, 14.25, 14.70, 14.95, 15.20

Implied Volatilities for FX Majors - 1 Jul 2009, 2235h

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

EUR/USD = 12.40, 12.80, 12.95, 13.25, 13.75, 13.90

USD/JPY = 12.50, 12.95, 13.00, 13.25, 13.40, 13.60

GBP/USD = 14.00, 13.90. 14.20, 14.30, 14.45, 14.55

USD/CHF = 12.65, 12.55, 12.65, 12.95, 13.15, 13.25

AUD/USD = 16.25, 17.40, 17.70, 17.90, 18.00, 18.10

USD/CAD = 13.50, 14.45, 14.50, 14.75, 14.80, 15.25