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
No comments:
Post a Comment