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 dollar0.017.289.772.413.79
Brazilian real31.044.879.382.812.79
British pound93.193.113.80.011.48
Canadian dollar58.624.162.165.512.31
Chilean peso10.369.058.655.212.14
Chinese yuan renminbi69.086.241.489.710.19
Czech koruna96.682.810.375.912.47
Danish krone44.834.56.934.510.74
Euro41.437.93.437.910.87
Hong Kong dollar79.358.627.658.610.05
Hungarian forint100.00.00.06.916.79
Indian rupee24.16.955.210.310.08
Indonesian rupiah82.872.496.662.110.42
Israeli shekel72.431.024.193.110.86
Japanese yen48.3100.086.2100.015.49
Malaysian ringgit20.762.193.179.310.11
Mexican peso17.220.765.517.212.21
New Zealand dollar3.489.7100.031.013.10
Norwegian krone86.213.837.941.411.91
Polish zloty34.510.317.220.715.10
Saudi riyal62.151.731.051.710.34
Singapore dollar13.879.375.986.28.98
South African rand6.975.982.844.813.86
South Korean won51.73.469.03.413.86
Swedish krona27.648.348.324.111.38
Swiss franc89.796.644.896.611.60
Taiwan new dollar55.227.651.769.09.59
Thai baht37.965.572.427.610.38
Turkish lira75.941.420.713.810.94
US dollar62.151.731.048.310.33

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