Summary

Summary of currency movements and volatilities Thursday, March 11 2010, 16:15 EST (2010-03-11 21:15 UTC)

	% share of depreciated currencies
Currency	1 Day	3 Months	1 Year	3 Years	Mean volatility
Australian dollar	20.7	65.5	100.0	93.1	11.40
Brazilian real	86.2	41.4	89.7	96.6	12.22
British pound	93.1	0.0	31.0	0.0	11.21
Canadian dollar	27.6	96.6	75.9	82.8	10.89
Chilean peso	44.8	17.2	58.6	62.1	12.48
Chinese yuan renminbi	34.5	62.1	10.3	79.3	9.21
Czech koruna	100.0	10.3	48.3	89.7	10.91
Danish krone	75.9	6.9	17.2	58.6	9.03
Euro	82.8	3.4	13.8	51.7	9.09
Hong Kong dollar	31.0	51.7	0.0	37.9	9.06
Hungarian forint	89.7	13.8	69.0	17.2	12.40
Indian rupee	10.3	82.8	44.8	13.8	9.21
Indonesian rupiah	24.1	100.0	82.8	34.5	10.36
Israeli shekel	96.6	72.4	51.7	75.9	9.83
Japanese yen	17.2	34.5	20.7	100.0	13.99
Malaysian ringgit	58.6	89.7	41.4	69.0	8.95
Mexican peso	55.2	86.2	65.5	6.9	10.99
New Zealand dollar	0.0	24.1	96.6	44.8	12.01
Norwegian krone	79.3	27.6	62.1	65.5	11.05
Polish zloty	3.4	37.9	79.3	48.3	13.12
Saudi riyal	48.3	55.2	3.4	27.6	9.39
Singapore dollar	41.4	44.8	34.5	72.4	8.13
South African rand	6.9	69.0	93.1	20.7	13.49
South Korean won	13.8	93.1	86.2	3.4	11.79
Swedish krona	62.1	48.3	72.4	24.1	10.68
Swiss franc	72.4	20.7	24.1	86.2	9.82
Taiwan new dollar	69.0	75.9	27.6	55.2	8.95
Thai baht	37.9	79.3	37.9	41.4	9.63
Turkish lira	65.5	31.0	55.2	10.3	10.59
US dollar	48.3	55.2	3.4	31.0	9.37

Page updated: 2010-03-11 18:10 EST (2010-03-11 23:10 UTC)