Summary

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 dollar	51.7	75.9	75.9	79.3	10.76
Brazilian real	24.1	69.0	93.1	100.0	12.74
British pound	93.1	34.5	13.8	27.6	9.67
Canadian dollar	3.4	13.8	48.3	75.9	11.40
Chilean peso	86.2	41.4	58.6	72.4	11.58
Chinese yuan renminbi	58.6	48.3	51.7	48.3	8.14
Czech koruna	44.8	93.1	100.0	93.1	10.18
Danish krone	62.1	79.3	69.0	65.5	8.59
Euro	48.3	82.8	72.4	69.0	8.47
Hong Kong dollar	89.7	31.0	24.1	13.8	8.14
Hungarian forint	34.5	96.6	62.1	55.2	10.15
Indian rupee	17.2	3.4	10.3	34.5	8.96
Indonesian rupiah	41.4	20.7	6.9	24.1	8.99
Israeli shekel	69.0	72.4	79.3	89.7	12.05
Japanese yen	100.0	58.6	82.8	20.7	13.01
Malaysian ringgit	6.9	37.9	41.4	51.7	8.54
Mexican peso	72.4	44.8	27.6	31.0	8.90
New Zealand dollar	0.0	10.3	34.5	37.9	11.50
Norwegian krone	37.9	89.7	89.7	82.8	10.62
Polish zloty	55.2	100.0	96.6	96.6	9.54
Saudi riyal	79.3	24.1	17.2	10.3	8.32
Singapore dollar	31.0	55.2	55.2	62.1	8.02
South African rand	20.7	51.7	3.4	0.0	15.18
South Korean won	13.8	0.0	0.0	3.4	9.89
Swedish krona	75.9	86.2	65.5	58.6	9.05
Swiss franc	96.6	65.5	86.2	44.8	11.11
Taiwan new dollar	27.6	62.1	44.8	17.2	8.54
Thai baht	65.5	17.2	31.0	86.2	12.44
Turkish new lira	10.3	6.9	37.9	41.4	14.93
US dollar	79.3	24.1	20.7	6.9	8.28

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