Implied Volatilities for FX Majors - 14 July 2009, 2157h
EUR/USD = 10.20, 11.70, 12.10, 12.70, 13.20, 13.45
USD/JPY = 15.60, 15.50, 15.15, 15.15, 14.85, 14.80
GBP/USD = 13.15, 14.10, 14.00, 14.15, 14.20, 14.20
USD/CHF = 10.20, 11.75, 11.60, 12.15, 12.70, 12.55
AUD/USD = 15.00, 17.50, 17.80, 18.15, 18.30, 18.30
USD/CAD = 13.50, 13.85, 14.10, 14.50, 14.85, 15.15
No comments:
Post a Comment