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