Summary

Summary of currency movements and volatilities Friday, February 3 2012, 16:15 EST (2012-02-03 21:15 UTC)

	% share of depreciated currencies
Currency	1 Day	3 Months	1 Year	3 Years	Mean volatility
Australian dollar	48.3	89.7	93.1	100.0	9.75
Brazilian real	55.2	65.5	34.5	93.1	10.29
British pound	6.9	20.7	37.9	34.5	8.54
Canadian dollar	79.3	75.9	48.3	75.9	8.95
Chilean peso	96.6	82.8	58.6	82.8	10.42
Chinese yuan renminbi	13.8	58.6	89.7	27.6	8.83
Czech koruna	89.7	0.0	10.3	51.7	11.23
Danish krone	37.9	3.4	27.6	17.2	8.37
Euro	58.6	6.9	24.1	20.7	8.38
Hong Kong dollar	17.2	51.7	72.4	6.9	8.68
Hungarian forint	82.8	34.5	0.0	24.1	14.34
Indian rupee	86.2	62.1	13.8	3.4	9.31
Indonesian rupiah	0.0	37.9	75.9	86.2	10.98
Israeli shekel	72.4	24.1	55.2	31.0	8.72
Japanese yen	3.4	79.3	96.6	55.2	10.91
Malaysian ringgit	44.8	93.1	79.3	58.6	8.53
Mexican peso	93.1	100.0	17.2	44.8	9.62
New Zealand dollar	20.7	96.6	100.0	96.6	10.20
Norwegian krone	75.9	13.8	44.8	62.1	9.83
Polish zloty	65.5	27.6	3.4	37.9	12.33
Saudi riyal	31.0	44.8	62.1	10.3	9.16
Singapore dollar	41.4	72.4	82.8	65.5	7.53
South African rand	100.0	86.2	20.7	89.7	12.71
South Korean won	51.7	41.4	51.7	72.4	9.07
Swedish krona	69.0	17.2	31.0	69.0	9.64
Swiss franc	10.3	10.3	86.2	79.3	10.97
Taiwan new dollar	24.1	69.0	41.4	48.3	8.85
Thai baht	27.6	31.0	69.0	41.4	8.00
Turkish lira	62.1	55.2	6.9	0.0	9.66
US dollar	31.0	44.8	62.1	10.3	9.16

Page updated: 2012-02-03 18:11 EST (2012-02-03 23:11 UTC)