As of 04/01/2008
Performance Percent Change
| |
Index Level |
One Week |
One Month |
Six Months |
One Year |
| JPY Currency |
100.96 |
-0.96 |
2.50 |
14.64 |
16.74 |
| EUR Currenncy |
1.5611 |
-0.25 |
2.67 |
9.69 |
16.80 |
| AUD Currency |
0.9088 |
-0.97 |
-3.28 |
1.62 |
11.23 |
| CHF Currency |
1.0087 |
-0.35 |
3.34 |
15.84 |
20.49 |
| CAD Currency |
1.0257 |
-0.91 |
-3.47 |
-3.30 |
12.74 |
| GBP Currency |
1.9806 |
-1.26 |
-0.18 |
-3.07 |
0.14 |
Annualized Historical Volatility
| |
30 Day |
60 Day |
90 Day |
| JPY Currency |
17.1 |
13.6 |
13.0 |
| EUR Currenncy |
10.4 |
10.1 |
9.8 |
| AUD Currency |
15.6 |
14.6 |
13.6 |
| CHF Currency |
16.3 |
13.7 |
12.7 |
| CAD Currency |
12.4 |
11.7 |
11.4 |
| GBP Currency |
9.2 |
8.6 |
8.8 |
Daily Variability of USFE Contracts
| |
Ticks +/- |
Dollars +/- |
| JPY Currency |
82 |
$406 |
| EUR Currenncy |
95 |
$477 |
| AUD Currency |
77 |
$385 |
| CHF Currency |
80 |
$397 |
| CAD Currency |
73 |
$356 |
| GBP Currency |
109 |
$543 |
|
