You are on page 1of 1

Aug-10

Aug-10
Sep-10
Sep-10
Oct-10
Oct-10
Nov-10
Nov-10
Dec-10
Dec-10
Jan-11
Jan-11
Jan-11
Feb-11
Feb-11
Mar-11
Mar-11
Apr-11
Apr-11
Apr-11
May-11
May-11
May-11
Jun-11
Jun-11

Figure 12: Fx Market Volatility (30 day Moving Var)

0.008
0.007
0.006
0.005
0.004
0.003
0.002
0.001
0

CoV spot
CoV 3M Fwd

You might also like