FACTBOX: U.S. dollar's third-quarter performance
NEW YORK (Reuters) - The U.S. dollar is on track to round out its best quarter against the euro, the British pound and the Swiss franc since 1992, when the pound was dropped from the Exchange Rate Mechanism.
The following is the U.S. dollar's performance against some major currencies in the third quarter, according to Reuters data. Prices were compiled at midday trading in New York.
* EURO: The euro is down 10.8 percent against the dollar in the quarter, after a 0.1 percent drop in the previous three months and its worst quarter since fourth quarter of 1992. For the year, the euro is down 3.7 percent against the U.S. dollar.
* YEN: The U.S. dollar is down 0.1 percent against the Japanese yen in the quarter after a 6.3 percent gain in the previous three months and its worst quarter since the first quarter. For the year, the U.S. dollar is down 4.8 percent against the yen.
* ICE FUTURES US DOLLAR INDEX: The index, which tracks the value of the greenback against a basket of six currencies, rose 9.8 percent in the quarter, after a 0.9 percent gain in the previous three months and its best performance since the fourth quarter of 1992. For the year, the index is up 3.7 percent.
* BRITISH POUND: The pound is down 10.7 percent against the U.S. dollar in the quarter, after a 0.5 percent gain in the second quarter and its biggest decline since the first quarter of 1992. For the year, the pound is down 10.4 percent against the U.S. dollar.
* SWISS FRANC: The U.S. dollar is up 9.6 percent, after a 2.8 percent advance in the previous three months and its biggest quarterly gain since the fourth quarter of 1992. For the year, the dollar is down 1.3 percent against the Swiss franc.
* Three-month euro/dollar implied options volatility jumped 44 percent in the quarter to 14.4 percent, according to Reuters data.
* Three-month sterling/dollar implied options volatility jumped 42 percent to 11.7 percent.
(Reporting by the Reuters Forex desk +1 646 223-6100; Editing by Chizu Nomiyama)
