Summary of currency movements and volatilities Thursday, May 8 2008, 16:15 EST DST (2008-05-08 20:15 UTC)

  % share of depreciated currencies  
Currency 1 Day 3 Months 1 Year 3 Years Mean volatility
Australian dollar51.775.975.979.310.76
Brazilian real24.169.093.1100.012.74
British pound93.134.513.827.69.67
Canadian dollar3.413.848.375.911.40
Chilean peso86.241.458.672.411.58
Chinese yuan renminbi58.648.351.748.38.14
Czech koruna44.893.1100.093.110.18
Danish krone62.179.369.065.58.59
Euro48.382.872.469.08.47
Hong Kong dollar89.731.024.113.88.14
Hungarian forint34.596.662.155.210.15
Indian rupee17.23.410.334.58.96
Indonesian rupiah41.420.76.924.18.99
Israeli shekel69.072.479.389.712.05
Japanese yen100.058.682.820.713.01
Malaysian ringgit6.937.941.451.78.54
Mexican peso72.444.827.631.08.90
New Zealand dollar0.010.334.537.911.50
Norwegian krone37.989.789.782.810.62
Polish zloty55.2100.096.696.69.54
Saudi riyal79.324.117.210.38.32
Singapore dollar31.055.255.262.18.02
South African rand20.751.73.40.015.18
South Korean won13.80.00.03.49.89
Swedish krona75.986.265.558.69.05
Swiss franc96.665.586.244.811.11
Taiwan new dollar27.662.144.817.28.54
Thai baht65.517.231.086.212.44
Turkish new lira10.36.937.941.414.93
US dollar79.324.120.76.98.28

Page updated: 2008-05-08 19:10 EST DST (2008-05-08 23:10 UTC)