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
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