Summary

Summary of currency movements and volatilities Wednesday, July 28 2010, 16:15 EST DST (2010-07-28 20:15 UTC)

	% share of depreciated currencies
Currency	1 Day	3 Months	1 Year	3 Years	Mean volatility
Australian dollar	0.0	17.2	89.7	72.4	13.79
Brazilian real	31.0	44.8	79.3	82.8	12.79
British pound	93.1	93.1	13.8	0.0	11.48
Canadian dollar	58.6	24.1	62.1	65.5	12.31
Chilean peso	10.3	69.0	58.6	55.2	12.14
Chinese yuan renminbi	69.0	86.2	41.4	89.7	10.19
Czech koruna	96.6	82.8	10.3	75.9	12.47
Danish krone	44.8	34.5	6.9	34.5	10.74
Euro	41.4	37.9	3.4	37.9	10.87
Hong Kong dollar	79.3	58.6	27.6	58.6	10.05
Hungarian forint	100.0	0.0	0.0	6.9	16.79
Indian rupee	24.1	6.9	55.2	10.3	10.08
Indonesian rupiah	82.8	72.4	96.6	62.1	10.42
Israeli shekel	72.4	31.0	24.1	93.1	10.86
Japanese yen	48.3	100.0	86.2	100.0	15.49
Malaysian ringgit	20.7	62.1	93.1	79.3	10.11
Mexican peso	17.2	20.7	65.5	17.2	12.21
New Zealand dollar	3.4	89.7	100.0	31.0	13.10
Norwegian krone	86.2	13.8	37.9	41.4	11.91
Polish zloty	34.5	10.3	17.2	20.7	15.10
Saudi riyal	62.1	51.7	31.0	51.7	10.34
Singapore dollar	13.8	79.3	75.9	86.2	8.98
South African rand	6.9	75.9	82.8	44.8	13.86
South Korean won	51.7	3.4	69.0	3.4	13.86
Swedish krona	27.6	48.3	48.3	24.1	11.38
Swiss franc	89.7	96.6	44.8	96.6	11.60
Taiwan new dollar	55.2	27.6	51.7	69.0	9.59
Thai baht	37.9	65.5	72.4	27.6	10.38
Turkish lira	75.9	41.4	20.7	13.8	10.94
US dollar	62.1	51.7	31.0	48.3	10.33

Page updated: 2010-07-28 19:10 EST DST (2010-07-28 23:10 UTC)