Tuesday, July 14, 2009

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

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