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
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