Continuous compounded returns and distribution features
This has been the movement trend of the AUD/USD pair. The pair movement has been pretty volatile over the last one year and that is visible in the graph. In the next graph we will draw the compounded return which is mapped on a curve to see the distribution shape.
The continuously compounded 1 day return indicate that the movement has been volatile over the last one year. There has been high amount of days when the currency has depreciated and less number of days on which it has appreciated vis-à-vis U.S. dollar.
As we can see in the above distribution it does not follow any normal pattern. Returns over the period does not tend towards the mean which is one of the most important charactertics of a normal distribution. A normally distributed curve will follow principles of kurtosis, skewness and tails. This is not happening in this distribution. We have mapped it over the period of 1 year, however even if we map it over a large period the returns would not normalize as it is function of too many variables which can influence the movement sharply in one direction.
|
Value |
Time |
||
|
O |
B |
0.7292 |
23:30 |
|
H |
B |
0.7327 |
07:37 |
|
L |
A |
0.7288 |
04:12 |
|
C |
B |
0.7291 |
06-Jan-2017 |
Historical volatility is the determined volatility pattern of an instrument over a pre-determined period of time. This measure is calculated by determining the average deviation from the average price of any financial instrument over a given period of time. Generally standard deviation stands as a good measure and is commonly used but it is not the only way to calculate volatility. This kind of volatility is also referred as statistical volatility. Volatility is a measure to which the price moves, regardless of the direction in which it moves. In general terms volatility is the measurement of speed and magnitude with which the price of the instrument changes. In general the analysts measures historical volatility, which is a measure of actual price changes which has been observed over a definite time period. Option traders generally study the historical volatility to determine the possible volatility in the future. However there is another kind of volatility measurement which is known as implied volatility. Implied volatility is a forecast of future volatility and in turns act as an indicator of current market sentiment. It is very difficult quantifying implied volatility due to the uncertainty involved. Generally option premiums are higher, when the underlying asset exhibits higher volatility as it will be indicative of higher future fluctuations. Pl append a table which would have the $mn for the quarter – assume hedging for 6m/yr and what would have been the cost of the hedge and benefit to company (total realization). Have 2 additional columns – one column will give what we realized (i.e. $mn * AUD rate of that quarter); last column will have the gain or loss to the company by comparing the diff columns. As we can see in the above distribution it does not follow any normal pattern. Returns over the period does not tend towards the mean which is one of the most important charactertics of a normal distribution. A normally distributed curve will follow principles of kurtosis, skewness and tails. This is not happening in this distribution. We have mapped it over the period of 1 year, however even if we map it over a large period the returns would not normalize as it is function of too many variables which can influence the movement sharply in one direction.
|
MTD% chg |
1.47% |
|
3M% chg |
-2.84% |
|
6M% chg |
-2.76% |
|
YTD% chg |
1.47% |
|
Weekly |
Monthly |
Yearly |
|||
|
High |
0.7327 |
High |
0.7356 |
High |
0.7356 |
|
Date |
09-Jan-2017 |
Date |
05-Jan-2017 |
Date |
05-Jan-2017 |
|
Low |
0.7288 |
Low |
0.7166 |
Low |
0.7166 |
|
Date |
08-Jan-2017 |
Date |
02-Jan-2017 |
Date |
02-Jan-2017 |
|
FORWARD CURVE |
|||||
|
AUD= |
0.7323 |
0.7325 |
BARCLAYS |
8:03 |
9-Jan-17 |
|
AUDON= |
-1.38 |
0.42 |
COMMERZBANK |
8:01 |
9-Jan-17 |
|
AUDTN= |
-0.22 |
-0.202 |
COMMERZBANK |
8:02 |
9-Jan-17 |
|
AUDSN= |
-0.219 |
-0.185 |
COMMERZBANK |
8:02 |
9-Jan-17 |
|
AUDSW= |
-1.46 |
-1.34 |
MORGAN STAN |
8:03 |
9-Jan-17 |
|
AUD2W= |
-2.89 |
-2.39 |
BK MONTREAL |
8:02 |
9-Jan-17 |
|
AUD3W= |
-4.16 |
-3.66 |
BK MONTREAL |
8:03 |
9-Jan-17 |
|
AUD1M= |
-5.93 |
-5.83 |
BROKER |
8:03 |
9-Jan-17 |
|
AUD2M= |
-11.03 |
-10.73 |
STANCHART |
8:03 |
9-Jan-17 |
|
AUD3M= |
-15.93 |
-15.63 |
BROKER |
8:03 |
9-Jan-17 |
|
AUD4M= |
-20.86 |
-20.26 |
STANCHART |
8:03 |
9-Jan-17 |
|
AUD5M= |
-26.5 |
-26 |
BROKER |
8:03 |
9-Jan-17 |
|
AUD6M= |
-30.52 |
-29.92 |
BROKER |
8:03 |
9-Jan-17 |
|
AUD7M= |
-35.28 |
-34.28 |
COMMERZBANK |
8:03 |
9-Jan-17 |
|
AUD8M= |
-39.84 |
-38.34 |
STANCHART |
8:03 |
9-Jan-17 |
|
AUD9M= |
-43.97 |
-42.32 |
STANCHART |
8:03 |
9-Jan-17 |
|
AUD10M= |
-48.63 |
-46.68 |
STANCHART |
8:03 |
9-Jan-17 |
|
AUD11M= |
-52.55 |
-50.3 |
STANCHART |
8:03 |
9-Jan-17 |
|
AUD1Y= |
-57.6 |
-52.6 |
BK MONTREAL |
8:03 |
9-Jan-17 |
|
AUD15M= |
-66.36 |
-63.36 |
COMMERZBANK |
8:03 |
9-Jan-17 |
|
AUD18M= |
-76.79 |
-71.54 |
STANCHART |
8:03 |
9-Jan-17 |
|
AUD21M= |
-86.93 |
-80.18 |
STANCHART |
8:03 |
9-Jan-17 |
|
AUD2Y= |
-99.96 |
-91.71 |
STANCHART |
8:03 |
9-Jan-17 |
|
AUD30M= |
-262 |
-250 |
COMMERZBANK |
12:00 |
8-Jan-17 |
|
AUD3Y= |
-149.62 |
-133.12 |
MORGAN STAN |
8:03 |
9-Jan-17 |
|
AUD4Y= |
-204.51 |
-180 |
MORGAN STAN |
8:02 |
9-Jan-17 |
|
AUD5Y= |
-267.16 |
-234.65 |
MORGAN STAN |
8:02 |
9-Jan-17 |
|
AUD6Y= |
-238 |
-188 |
COMMERZBANK |
6:56 |
9-Jan-17 |
|
AUD7Y= |
-211 |
-161 |
COMMERZBANK |
5:56 |
9-Jan-17 |
|
AUD8Y= |
-246 |
-196 |
COMMERZBANK |
7:56 |
9-Jan-17 |
|
AUD9Y= |
-527 |
-497 |
COMMERZBANK |
6:41 |
9-Jan-17 |
|
AUD10Y= |
-615 |
-535 |
COMMERZBANK |
15:00 |
7-Jan-17 |
|
AUD12Y= |
-848 |
-748 |
RBS FM |
11:40 |
2-Jan-17 |
|
AUD15Y= |
-1,055.00 |
-940 |
RBS FM |
11:40 |
2-Jan-17 |
As we can see in the above distribution it does not follow any normal pattern. Returns over the period does not tend towards the mean which is one of the most important charactertics of a normal distribution. A normally distributed curve will follow principles of kurtosis, skewness and tails. This is not happening in this distribution. We have mapped it over the period of 1 year, however even if we map it over a large period the returns would not normalize as it is function of too many variables which can influence the movement sharply in one direction.
|
AUD=SEBX |
S E A ASIA |
SIN |
0.7319 |
0.7329 |
8:03 |
9-Jan-17 |
|
AUD=ZKBZ |
ZUERCHER KB |
ZUR |
0.7322 |
0.7323 |
8:03 |
9-Jan-17 |
|
AUD=WPAC |
WESTPAC |
SYD |
0.7323 |
0.7325 |
8:00 |
9-Jan-17 |
|
AUD=UBSZ |
UBS |
ZUR |
0.732 |
0.7325 |
8:03 |
9-Jan-17 |
|
AUD=SEBK |
SEB |
STO |
0.7293 |
0.7303 |
21:30 |
8-Jan-17 |
|
AUD=NTCS |
NORTH TR |
SIN |
0 |
0 |
4:16 |
9-Jan-17 |
|
AUD=NDEA |
NORDEA |
COP |
0.7322 |
0.7325 |
8:03 |
9-Jan-17 |
|
AUD=HSBL |
HSBC |
LON |
0.7321 |
0.7327 |
8:03 |
9-Jan-17 |
|
AUD=DNBO |
DNB BANK |
OSL |
0.732 |
0.7328 |
8:03 |
9-Jan-17 |
|
AUD=DDBK |
DANSKE BANK |
COP |
0.7321 |
0.7326 |
8:03 |
9-Jan-17 |
|
AUD=COBA |
Commerzbank |
FFT |
0.7297 |
0.7301 |
11:35 |
8-Jan-17 |
|
AUD=BNZW |
BK OF NZ |
WEL |
0.7323 |
0.7325 |
8:03 |
9-Jan-17 |
|
AUD=BCHK |
BK OF CHINA |
HKG |
0.7321 |
0.7326 |
8:03 |
9-Jan-17 |
|
AUD=BARL |
BARCLAYS |
LON |
0.7323 |
0.7325 |
8:03 |
9-Jan-17 |
|
AUD=ALFN |
ALFA-BANK |
MOW |
0.7324 |
0.7325 |
8:03 |
9-Jan-17 |
Correlation stands at 0.97. The high correlation coefficient in the last 1 year return indicates that they move in same direction and hence movement of currency has very high impact on the mineral index of the country. As we can see in the above distribution it does not follow any normal pattern. Returns over the period does not tend towards the mean which is one of the most important charactertics of a normal distribution. A normally distributed curve will follow principles of kurtosis, skewness and tails. This is not happening in this distribution. We have mapped it over the period of 1 year, however even if we map it over a large period the returns would not normalize as it is function of too many variables which can influence the movement sharply in one direction.
|
Mineral Index (1 day log Return) |
Currency Pair (1 Day log return) |
|
0.73550 |
0.72840 |
|
0.73560 |
0.72660 |
|
0.72870 |
0.72060 |
|
0.72410 |
0.71740 |
|
0.72270 |
0.71600 |
|
0.72460 |
0.72040 |
|
0.72230 |
0.71640 |
|
0.72190 |
0.71580 |
|
0.71960 |
0.71680 |
|
0.72280 |
0.71520 |
|
0.72270 |
0.71540 |
|
0.72570 |
0.71920 |
|
0.72800 |
0.72290 |
|
0.72620 |
0.72180 |
|
0.73120 |
0.72370 |
|
0.73690 |
0.72600 |
|
0.74300 |
0.73310 |
|
0.75240 |
0.73900 |
|
0.75230 |
0.74690 |
|
0.75040 |
0.74220 |
|
0.74950 |
0.74300 |
|
0.75070 |
0.74220 |
|
0.74830 |
0.74110 |
|
0.74830 |
0.74260 |
|
0.74970 |
0.74080 |
|
0.74680 |
0.73950 |
|
0.74210 |
0.73660 |
|
0.74970 |
0.73680 |
|
0.74970 |
0.74280 |
|
0.74940 |
0.74220 |
|
0.74680 |
0.73940 |
|
0.74170 |
0.73580 |
|
0.74440 |
0.73670 |
|
0.74130 |
0.73520 |
|
0.73820 |
0.73050 |
|
0.74180 |
0.73250 |
|
0.75020 |
0.73920 |
|
0.75710 |
0.74560 |
|
0.75800 |
0.75060 |
|
0.75650 |
0.75180 |
|
0.76290 |
0.75190 |
|
0.77420 |
0.75640 |
|
0.77710 |
0.75760 |
|
0.77770 |
0.76850 |
|
0.77290 |
0.76530 |
|
0.76960 |
0.76490 |
|
0.76870 |
0.76330 |
|
0.76780 |
0.76090 |
|
0.76880 |
0.75950 |
|
0.76190 |
0.75750 |
|
0.76070 |
0.75550 |
|
0.76520 |
0.75780 |
|
0.77080 |
0.76300 |
|
0.76540 |
0.75860 |
|
0.76410 |
0.75880 |
|
0.76510 |
0.75840 |
|
0.77340 |
0.76170 |
|
0.77290 |
0.76560 |
|
0.76890 |
0.76210 |
|
0.76320 |
0.75780 |
|
0.76470 |
0.75530 |
|
0.75800 |
0.75040 |
|
0.75920 |
0.75290 |
|
0.76110 |
0.75290 |
|
0.76270 |
0.75760 |
|
0.76240 |
0.75500 |
|
0.76230 |
0.75590 |
|
0.76440 |
0.75900 |
|
0.76910 |
0.76040 |
|
0.76810 |
0.76370 |
|
0.76710 |
0.75870 |
|
0.77100 |
0.76190 |
|
0.76930 |
0.76410 |
|
0.76960 |
0.76080 |
|
0.76490 |
0.76000 |
|
0.76530 |
0.76060 |
|
0.76750 |
0.76050 |
|
0.76300 |
0.75310 |
|
0.75640 |
0.75270 |
|
0.75720 |
0.74690 |
|
0.75260 |
0.74730 |
|
0.75220 |
0.74430 |
|
0.74960 |
0.74480 |
|
0.75670 |
0.74390 |
|
0.75660 |
0.74910 |
|
0.76560 |
0.75330 |
|
0.77320 |
0.76310 |
|
0.76970 |
0.76490 |
|
0.76880 |
0.75760 |
|
0.76060 |
0.75570 |
|
0.76150 |
0.75320 |
|
0.75580 |
0.75020 |
|
0.75330 |
0.74880 |
|
0.75790 |
0.74960 |
|
0.75810 |
0.75220 |
|
0.76910 |
0.75470 |
|
0.76380 |
0.75990 |
|
0.76330 |
0.75860 |
|
0.76550 |
0.76090 |
|
0.76390 |
0.75800 |
|
0.76910 |
0.75960 |
|
0.77230 |
0.76410 |
|
0.77070 |
0.76070 |
|
0.77500 |
0.76500 |
|
0.76910 |
0.76330 |
|
0.77240 |
0.76410 |
|
0.77510 |
0.76890 |
|
0.77560 |
0.76580 |
|
0.76870 |
0.76180 |
|
0.76720 |
0.75940 |
|
0.76630 |
0.75940 |
|
0.76400 |
0.75800 |
|
0.76150 |
0.75660 |
|
0.76380 |
0.74950 |
|
0.76150 |
0.75250 |
|
0.76100 |
0.74900 |
|
0.75500 |
0.74820 |
|
0.75640 |
0.74170 |
|
0.75410 |
0.74590 |
|
0.74920 |
0.74480 |
|
0.75070 |
0.74390 |
|
0.75130 |
0.74500 |
|
0.75160 |
0.74590 |
|
0.75920 |
0.74730 |
|
0.76060 |
0.75720 |
|
0.76730 |
0.75550 |
|
0.76520 |
0.75880 |
|
0.76380 |
0.75760 |
|
0.76570 |
0.75250 |
|
0.75750 |
0.75190 |
|
0.75720 |
0.74670 |
|
0.75390 |
0.74640 |
|
0.75280 |
0.74040 |
|
0.75430 |
0.74500 |
|
0.75440 |
0.74380 |
|
0.75030 |
0.74280 |
|
0.74720 |
0.73690 |
|
0.74550 |
0.73730 |
|
0.74150 |
0.73170 |
|
0.74570 |
0.73150 |
|
0.76480 |
0.73020 |
|
0.76150 |
0.74880 |
|
0.75270 |
0.74380 |
|
0.75120 |
0.74420 |
|
0.74810 |
0.73950 |
|
0.74110 |
0.73550 |
|
0.74340 |
0.72830 |
|
0.74440 |
0.73300 |
|
0.74050 |
0.73270 |
|
0.74110 |
0.73560 |
|
0.74370 |
0.73660 |
|
0.75040 |
0.74180 |
|
0.74820 |
0.74260 |
|
0.74630 |
0.73560 |
|
0.73910 |
0.73120 |
|
0.73680 |
0.72140 |
|
0.72680 |
0.71990 |
|
0.72990 |
0.72230 |
|
0.72660 |
0.71750 |
|
0.71870 |
0.71450 |
|
0.72350 |
0.71670 |
|
0.72430 |
0.71620 |
|
0.72180 |
0.71700 |
|
0.72280 |
0.71420 |
|
0.72590 |
0.71920 |
|
0.72490 |
0.72100 |
|
0.72420 |
0.71730 |
|
0.73320 |
0.72160 |
|
0.73660 |
0.72790 |
|
0.73080 |
0.72330 |
|
0.73250 |
0.72510 |
|
0.73790 |
0.73070 |
|
0.74020 |
0.73330 |
|
0.73730 |
0.72970 |
|
0.73840 |
0.73020 |
|
0.74780 |
0.73360 |
|
0.75130 |
0.74490 |
|
0.75170 |
0.74430 |
|
0.77190 |
0.74790 |
|
0.76710 |
0.75880 |
|
0.76680 |
0.75820 |
|
0.76580 |
0.75710 |
|
0.77650 |
0.75450 |
|
0.77650 |
0.76950 |
|
0.77280 |
0.76880 |
|
0.77730 |
0.76900 |
|
0.78350 |
0.77290 |
|
0.78280 |
0.77640 |
|
0.78260 |
0.77410 |
|
0.77580 |
0.75880 |
|
0.77340 |
0.76770 |
|
0.77360 |
0.76160 |
|
0.77150 |
0.76310 |
|
0.76890 |
0.75800 |
|
0.76290 |
0.75250 |
|
0.75790 |
0.74960 |
|
0.76370 |
0.74880 |
|
0.76180 |
0.75290 |
|
0.76270 |
0.75080 |
|
0.76770 |
0.75950 |
|
0.77000 |
0.75970 |
|
0.77210 |
0.76320 |
|
0.77070 |
0.76120 |
|
0.76450 |
0.75080 |
|
0.75570 |
0.74900 |
|
0.75350 |
0.74890 |
|
0.75370 |
0.74750 |
|
0.76480 |
0.75140 |
|
0.76420 |
0.75480 |
|
0.76260 |
0.75650 |
|
0.76800 |
0.75910 |
|
0.76560 |
0.75300 |
|
0.75600 |
0.74130 |
|
0.75270 |
0.74400 |
|
0.75930 |
0.74860 |
|
0.75830 |
0.74430 |
|
0.75110 |
0.74230 |
|
0.75270 |
0.74090 |
|
0.74730 |
0.74070 |
|
0.74840 |
0.73900 |
|
0.74430 |
0.73360 |
|
0.73740 |
0.72780 |
|
0.73010 |
0.71620 |
|
0.71910 |
0.71050 |
|
0.71670 |
0.71050 |
|
0.72560 |
0.71140 |
|
0.72430 |
0.71540 |
|
0.72120 |
0.71430 |
|
0.72590 |
0.71950 |
|
0.72460 |
0.71330 |
|
0.71610 |
0.70650 |
|
0.71840 |
0.71300 |
|
0.71860 |
0.70810 |
|
0.71810 |
0.70780 |
|
0.71710 |
0.70970 |
|
0.71280 |
0.70620 |
|
0.71520 |
0.69820 |
|
0.71260 |
0.70340 |
|
0.70940 |
0.69710 |
|
0.71280 |
0.70490 |
|
0.72200 |
0.70600 |
|
0.72430 |
0.71500 |
|
0.71880 |
0.69990 |
|
0.71290 |
0.70300 |
|
0.71200 |
0.70390 |
|
0.71400 |
0.70550 |
|
0.71280 |
0.70040 |
|
0.70810 |
0.69890 |
|
0.70210 |
0.69160 |
|
0.70310 |
0.69440 |
|
0.70450 |
0.69830 |
|
0.70170 |
0.68730 |
|
0.69250 |
0.68250 |
|
0.69570 |
0.68350 |
|
0.69270 |
0.68260 |
|
0.70020 |
0.68240 |
|
0.69970 |
0.69070 |
|
0.70480 |
0.69450 |
|
0.70200 |
0.69370 |
|
0.70350 |
0.69240 |
|
Trade Date |
Open Price |
High Price |
Low Price |
Close Price |
|
Today |
0.7292 |
0.7327 |
0.7284 |
0.7322 |
|
06-Jan-2017 |
0.7334 |
0.7355 |
0.7284 |
0.7291 |
|
05-Jan-2017 |
0.7278 |
0.7356 |
0.7266 |
0.7336 |
|
04-Jan-2017 |
0.7219 |
0.7287 |
0.7206 |
0.7283 |
|
03-Jan-2017 |
0.7184 |
0.7241 |
0.7174 |
0.7224 |
|
02-Jan-2017 |
0.7225 |
0.7227 |
0.7160 |
0.7181 |
|
30-Dec-2016 |
0.7215 |
0.7246 |
0.7204 |
0.7215 |
|
29-Dec-2016 |
0.7179 |
0.7223 |
0.7164 |
0.7214 |
|
28-Dec-2016 |
0.7182 |
0.7219 |
0.7158 |
0.7176 |
|
27-Dec-2016 |
0.7189 |
0.7196 |
0.7168 |
0.7180 |
|
26-Dec-2016 |
0.7163 |
0.7228 |
0.7152 |
0.7184 |
|
23-Dec-2016 |
0.7214 |
0.7227 |
0.7154 |
0.7180 |
|
22-Dec-2016 |
0.7236 |
0.7257 |
0.7192 |
0.7214 |
|
21-Dec-2016 |
0.7254 |
0.7280 |
0.7229 |
0.7235 |
|
20-Dec-2016 |
0.7245 |
0.7262 |
0.7218 |
0.7259 |
|
19-Dec-2016 |
0.7285 |
0.7312 |
0.7237 |
0.7245 |
|
16-Dec-2016 |
0.7356 |
0.7369 |
0.7260 |
0.7304 |
|
15-Dec-2016 |
0.7406 |
0.7430 |
0.7331 |
0.7355 |
|
14-Dec-2016 |
0.7496 |
0.7524 |
0.7390 |
0.7402 |
|
13-Dec-2016 |
0.7499 |
0.7523 |
0.7469 |
0.7498 |
|
12-Dec-2016 |
0.7448 |
0.7504 |
0.7422 |
0.7496 |
|
09-Dec-2016 |
0.7455 |
0.7495 |
0.7430 |
0.7451 |
|
08-Dec-2016 |
0.7479 |
0.7507 |
0.7422 |
0.7459 |
|
07-Dec-2016 |
0.7452 |
0.7483 |
0.7411 |
0.7479 |
|
06-Dec-2016 |
0.7471 |
0.7483 |
0.7426 |
0.7460 |
|
05-Dec-2016 |
0.7447 |
0.7497 |
0.7408 |
0.7472 |
|
02-Dec-2016 |
0.7412 |
0.7468 |
0.7395 |
0.7460 |
|
01-Dec-2016 |
0.7384 |
0.7421 |
0.7366 |
0.7414 |
|
30-Nov-2016 |
0.7482 |
0.7497 |
0.7368 |
0.7382 |
|
29-Nov-2016 |
0.7478 |
0.7497 |
0.7428 |
0.7483 |
|
28-Nov-2016 |
0.7426 |
0.7494 |
0.7422 |
0.7479 |
|
25-Nov-2016 |
0.7403 |
0.7468 |
0.7394 |
0.7430 |
|
24-Nov-2016 |
0.7383 |
0.7417 |
0.7358 |
0.7406 |
|
23-Nov-2016 |
0.7400 |
0.7444 |
0.7367 |
0.7384 |
|
22-Nov-2016 |
0.7368 |
0.7413 |
0.7352 |
0.7401 |
|
21-Nov-2016 |
0.7330 |
0.7382 |
0.7305 |
0.7364 |
|
18-Nov-2016 |
0.7403 |
0.7418 |
0.7325 |
0.7332 |
|
17-Nov-2016 |
0.7478 |
0.7502 |
0.7392 |
0.7404 |
|
16-Nov-2016 |
0.7558 |
0.7571 |
0.7456 |
0.7476 |
|
15-Nov-2016 |
0.7552 |
0.7580 |
0.7506 |
0.7556 |
|
14-Nov-2016 |
0.7522 |
0.7565 |
0.7518 |
0.7550 |
|
11-Nov-2016 |
0.7612 |
0.7629 |
0.7519 |
0.7550 |
|
10-Nov-2016 |
0.7628 |
0.7742 |
0.7564 |
0.7611 |
|
09-Nov-2016 |
0.7758 |
0.7771 |
0.7576 |
0.7633 |
|
08-Nov-2016 |
0.7726 |
0.7777 |
0.7685 |
0.7761 |
|
07-Nov-2016 |
0.7670 |
0.7729 |
0.7653 |
0.7725 |
|
04-Nov-2016 |
0.7679 |
0.7696 |
0.7649 |
0.7670 |
|
03-Nov-2016 |
0.7656 |
0.7687 |
0.7633 |
0.7678 |
|
02-Nov-2016 |
0.7652 |
0.7678 |
0.7609 |
0.7658 |
|
01-Nov-2016 |
0.7608 |
0.7688 |
0.7595 |
0.7649 |
|
31-Oct-2016 |
0.7590 |
0.7619 |
0.7575 |
0.7609 |
|
28-Oct-2016 |
0.7588 |
0.7607 |
0.7555 |
0.7595 |
|
27-Oct-2016 |
0.7650 |
0.7652 |
0.7578 |
0.7588 |
|
26-Oct-2016 |
0.7645 |
0.7708 |
0.7630 |
0.7649 |
|
25-Oct-2016 |
0.7609 |
0.7654 |
0.7586 |
0.7645 |
|
24-Oct-2016 |
0.7595 |
0.7641 |
0.7588 |
0.7609 |
|
21-Oct-2016 |
0.7625 |
0.7651 |
0.7584 |
0.7602 |
|
20-Oct-2016 |
0.7721 |
0.7734 |
0.7617 |
0.7624 |
|
19-Oct-2016 |
0.7666 |
0.7729 |
0.7656 |
0.7721 |
|
18-Oct-2016 |
0.7628 |
0.7689 |
0.7621 |
0.7662 |
|
17-Oct-2016 |
0.7609 |
0.7632 |
0.7578 |
0.7625 |
|
14-Oct-2016 |
0.7567 |
0.7647 |
0.7553 |
0.7611 |
|
13-Oct-2016 |
0.7559 |
0.7580 |
0.7504 |
0.7568 |
|
12-Oct-2016 |
0.7535 |
0.7592 |
0.7529 |
0.7560 |
|
11-Oct-2016 |
0.7604 |
0.7611 |
0.7529 |
0.7535 |
|
10-Oct-2016 |
0.7576 |
0.7627 |
0.7576 |
0.7606 |
|
07-Oct-2016 |
0.7584 |
0.7624 |
0.7550 |
0.7575 |
|
06-Oct-2016 |
0.7620 |
0.7623 |
0.7559 |
0.7582 |
|
05-Oct-2016 |
0.7620 |
0.7644 |
0.7590 |
0.7622 |
|
04-Oct-2016 |
0.7666 |
0.7691 |
0.7604 |
0.7619 |
|
03-Oct-2016 |
0.7653 |
0.7681 |
0.7637 |
0.7670 |
|
30-Sep-2016 |
0.7634 |
0.7671 |
0.7587 |
0.7654 |
|
29-Sep-2016 |
0.7691 |
0.7710 |
0.7619 |
0.7633 |
|
28-Sep-2016 |
0.7666 |
0.7693 |
0.7641 |
0.7690 |
|
27-Sep-2016 |
0.7630 |
0.7696 |
0.7608 |
0.7666 |
|
26-Sep-2016 |
0.7616 |
0.7649 |
0.7600 |
0.7636 |
|
23-Sep-2016 |
0.7640 |
0.7653 |
0.7606 |
0.7618 |
|
22-Sep-2016 |
0.7623 |
0.7675 |
0.7605 |
0.7642 |
|
21-Sep-2016 |
0.7552 |
0.7630 |
0.7531 |
0.7623 |
|
20-Sep-2016 |
0.7533 |
0.7564 |
0.7527 |
0.7556 |
|
19-Sep-2016 |
0.7484 |
0.7572 |
0.7469 |
0.7533 |
|
16-Sep-2016 |
0.7512 |
0.7526 |
0.7473 |
0.7488 |
|
15-Sep-2016 |
0.7469 |
0.7522 |
0.7443 |
0.7514 |
|
14-Sep-2016 |
0.7460 |
0.7496 |
0.7448 |
0.7466 |
|
13-Sep-2016 |
0.7563 |
0.7567 |
0.7439 |
0.7462 |
|
12-Sep-2016 |
0.7539 |
0.7566 |
0.7491 |
0.7563 |
|
09-Sep-2016 |
0.7643 |
0.7656 |
0.7533 |
0.7538 |
|
08-Sep-2016 |
0.7672 |
0.7732 |
0.7631 |
0.7640 |
|
07-Sep-2016 |
0.7686 |
0.7697 |
0.7649 |
0.7672 |
|
06-Sep-2016 |
0.7578 |
0.7688 |
0.7576 |
0.7686 |
|
05-Sep-2016 |
0.7561 |
0.7606 |
0.7557 |
0.7578 |
|
02-Sep-2016 |
0.7547 |
0.7615 |
0.7532 |
0.7570 |
|
01-Sep-2016 |
0.7515 |
0.7558 |
0.7502 |
0.7551 |
|
31-Aug-2016 |
0.7509 |
0.7533 |
0.7488 |
0.7514 |
|
30-Aug-2016 |
0.7563 |
0.7579 |
0.7496 |
0.7509 |
|
29-Aug-2016 |
0.7555 |
0.7581 |
0.7522 |
0.7567 |
|
26-Aug-2016 |
0.7617 |
0.7691 |
0.7547 |
0.7563 |
|
25-Aug-2016 |
0.7612 |
0.7638 |
0.7599 |
0.7615 |
|
24-Aug-2016 |
0.7611 |
0.7633 |
0.7586 |
0.7612 |
|
23-Aug-2016 |
0.7620 |
0.7655 |
0.7609 |
0.7615 |
|
22-Aug-2016 |
0.7606 |
0.7639 |
0.7580 |
0.7617 |
|
19-Aug-2016 |
0.7686 |
0.7691 |
0.7596 |
0.7624 |
|
18-Aug-2016 |
0.7655 |
0.7723 |
0.7641 |
0.7685 |
|
17-Aug-2016 |
0.7690 |
0.7707 |
0.7607 |
0.7654 |
|
16-Aug-2016 |
0.7671 |
0.7750 |
0.7650 |
0.7694 |
|
15-Aug-2016 |
0.7646 |
0.7691 |
0.7633 |
0.7672 |
|
12-Aug-2016 |
0.7699 |
0.7724 |
0.7641 |
0.7646 |
|
11-Aug-2016 |
0.7697 |
0.7751 |
0.7689 |
0.7695 |
|
10-Aug-2016 |
0.7670 |
0.7756 |
0.7658 |
0.7702 |
|
09-Aug-2016 |
0.7650 |
0.7687 |
0.7618 |
0.7671 |
|
08-Aug-2016 |
0.7612 |
0.7672 |
0.7594 |
0.7650 |
|
05-Aug-2016 |
0.7627 |
0.7663 |
0.7594 |
0.7619 |
|
04-Aug-2016 |
0.7587 |
0.7640 |
0.7580 |
0.7627 |
|
03-Aug-2016 |
0.7610 |
0.7615 |
0.7566 |
0.7588 |
|
02-Aug-2016 |
0.7534 |
0.7638 |
0.7495 |
0.7609 |
|
01-Aug-2016 |
0.7589 |
0.7615 |
0.7525 |
0.7534 |
|
29-Jul-2016 |
0.7504 |
0.7610 |
0.7490 |
0.7595 |
|
28-Jul-2016 |
0.7487 |
0.7550 |
0.7482 |
0.7500 |
|
27-Jul-2016 |
0.7502 |
0.7564 |
0.7417 |
0.7490 |
|
26-Jul-2016 |
0.7468 |
0.7541 |
0.7459 |
0.7500 |
|
25-Jul-2016 |
0.7459 |
0.7492 |
0.7448 |
0.7466 |
|
22-Jul-2016 |
0.7494 |
0.7507 |
0.7439 |
0.7461 |
|
21-Jul-2016 |
0.7478 |
0.7513 |
0.7450 |
0.7495 |
|
20-Jul-2016 |
0.7503 |
0.7516 |
0.7459 |
0.7477 |
|
19-Jul-2016 |
0.7589 |
0.7592 |
0.7473 |
0.7501 |
|
18-Jul-2016 |
0.7575 |
0.7606 |
0.7572 |
0.7590 |
|
15-Jul-2016 |
0.7630 |
0.7673 |
0.7555 |
0.7577 |
|
14-Jul-2016 |
0.7606 |
0.7652 |
0.7588 |
0.7628 |
|
13-Jul-2016 |
0.7620 |
0.7638 |
0.7576 |
0.7605 |
|
12-Jul-2016 |
0.7529 |
0.7657 |
0.7525 |
0.7621 |
|
11-Jul-2016 |
0.7565 |
0.7575 |
0.7519 |
0.7529 |
|
08-Jul-2016 |
0.7478 |
0.7572 |
0.7467 |
0.7567 |
|
07-Jul-2016 |
0.7519 |
0.7539 |
0.7464 |
0.7477 |
|
06-Jul-2016 |
0.7458 |
0.7528 |
0.7404 |
0.7515 |
|
05-Jul-2016 |
0.7536 |
0.7543 |
0.7450 |
0.7458 |
|
04-Jul-2016 |
0.7444 |
0.7544 |
0.7438 |
0.7534 |
|
01-Jul-2016 |
0.7448 |
0.7503 |
0.7428 |
0.7493 |
|
30-Jun-2016 |
0.7450 |
0.7472 |
0.7369 |
0.7450 |
|
29-Jun-2016 |
0.7381 |
0.7455 |
0.7373 |
0.7448 |
|
28-Jun-2016 |
0.7332 |
0.7415 |
0.7317 |
0.7387 |
|
27-Jun-2016 |
0.7452 |
0.7457 |
0.7315 |
0.7322 |
|
24-Jun-2016 |
0.7603 |
0.7648 |
0.7302 |
0.7458 |
|
23-Jun-2016 |
0.7498 |
0.7615 |
0.7488 |
0.7608 |
|
22-Jun-2016 |
0.7448 |
0.7527 |
0.7438 |
0.7500 |
|
21-Jun-2016 |
0.7453 |
0.7512 |
0.7442 |
0.7444 |
|
20-Jun-2016 |
0.7399 |
0.7481 |
0.7395 |
0.7457 |
|
17-Jun-2016 |
0.7362 |
0.7411 |
0.7355 |
0.7396 |
|
16-Jun-2016 |
0.7403 |
0.7434 |
0.7283 |
0.7359 |
|
15-Jun-2016 |
0.7358 |
0.7444 |
0.7330 |
0.7404 |
|
14-Jun-2016 |
0.7381 |
0.7405 |
0.7327 |
0.7356 |
|
13-Jun-2016 |
0.7372 |
0.7411 |
0.7356 |
0.7385 |
|
10-Jun-2016 |
0.7430 |
0.7437 |
0.7366 |
0.7371 |
|
09-Jun-2016 |
0.7470 |
0.7504 |
0.7418 |
0.7427 |
|
08-Jun-2016 |
0.7457 |
0.7482 |
0.7426 |
0.7468 |
|
07-Jun-2016 |
0.7364 |
0.7463 |
0.7356 |
0.7457 |
|
06-Jun-2016 |
0.7365 |
0.7391 |
0.7312 |
0.7366 |
|
03-Jun-2016 |
0.7228 |
0.7368 |
0.7214 |
0.7364 |
|
02-Jun-2016 |
0.7257 |
0.7268 |
0.7199 |
0.7229 |
|
01-Jun-2016 |
0.7235 |
0.7299 |
0.7223 |
0.7258 |
|
31-May-2016 |
0.7179 |
0.7266 |
0.7175 |
0.7229 |
|
30-May-2016 |
0.7180 |
0.7187 |
0.7145 |
0.7179 |
|
27-May-2016 |
0.7225 |
0.7235 |
0.7167 |
0.7179 |
|
26-May-2016 |
0.7194 |
0.7243 |
0.7162 |
0.7225 |
|
25-May-2016 |
0.7182 |
0.7218 |
0.7170 |
0.7198 |
|
24-May-2016 |
0.7219 |
0.7228 |
0.7142 |
0.7182 |
|
23-May-2016 |
0.7221 |
0.7259 |
0.7192 |
0.7220 |
|
20-May-2016 |
0.7226 |
0.7249 |
0.7210 |
0.7219 |
|
19-May-2016 |
0.7228 |
0.7242 |
0.7173 |
0.7225 |
|
18-May-2016 |
0.7322 |
0.7332 |
0.7216 |
0.7228 |
|
17-May-2016 |
0.7288 |
0.7366 |
0.7279 |
0.7322 |
|
16-May-2016 |
0.7251 |
0.7308 |
0.7233 |
0.7287 |
|
13-May-2016 |
0.7323 |
0.7325 |
0.7251 |
0.7263 |
|
12-May-2016 |
0.7374 |
0.7379 |
0.7307 |
0.7325 |
|
11-May-2016 |
0.7362 |
0.7402 |
0.7333 |
0.7375 |
|
10-May-2016 |
0.7315 |
0.7373 |
0.7297 |
0.7362 |
|
09-May-2016 |
0.7354 |
0.7384 |
0.7302 |
0.7314 |
|
06-May-2016 |
0.7463 |
0.7478 |
0.7336 |
0.7364 |
|
05-May-2016 |
0.7456 |
0.7513 |
0.7449 |
0.7464 |
|
04-May-2016 |
0.7480 |
0.7517 |
0.7443 |
0.7456 |
|
03-May-2016 |
0.7664 |
0.7719 |
0.7479 |
0.7483 |
|
02-May-2016 |
0.7596 |
0.7671 |
0.7588 |
0.7665 |
|
29-Apr-2016 |
0.7624 |
0.7668 |
0.7582 |
0.7602 |
|
28-Apr-2016 |
0.7587 |
0.7658 |
0.7571 |
0.7625 |
|
27-Apr-2016 |
0.7745 |
0.7765 |
0.7545 |
0.7583 |
|
26-Apr-2016 |
0.7712 |
0.7765 |
0.7695 |
0.7747 |
|
25-Apr-2016 |
0.7701 |
0.7728 |
0.7688 |
0.7714 |
|
22-Apr-2016 |
0.7736 |
0.7773 |
0.7690 |
0.7703 |
|
21-Apr-2016 |
0.7791 |
0.7835 |
0.7729 |
0.7737 |
|
20-Apr-2016 |
0.7811 |
0.7828 |
0.7764 |
0.7793 |
|
19-Apr-2016 |
0.7749 |
0.7826 |
0.7741 |
0.7811 |
|
18-Apr-2016 |
0.7635 |
0.7758 |
0.7588 |
0.7749 |
|
15-Apr-2016 |
0.7694 |
0.7734 |
0.7677 |
0.7719 |
|
14-Apr-2016 |
0.7651 |
0.7736 |
0.7616 |
0.7695 |
|
13-Apr-2016 |
0.7683 |
0.7715 |
0.7631 |
0.7652 |
|
12-Apr-2016 |
0.7595 |
0.7689 |
0.7580 |
0.7683 |
|
11-Apr-2016 |
0.7545 |
0.7629 |
0.7525 |
0.7594 |
|
08-Apr-2016 |
0.7504 |
0.7579 |
0.7496 |
0.7550 |
|
07-Apr-2016 |
0.7593 |
0.7637 |
0.7488 |
0.7501 |
|
06-Apr-2016 |
0.7541 |
0.7618 |
0.7529 |
0.7598 |
|
05-Apr-2016 |
0.7604 |
0.7627 |
0.7508 |
0.7543 |
|
04-Apr-2016 |
0.7671 |
0.7677 |
0.7595 |
0.7602 |
|
01-Apr-2016 |
0.7657 |
0.7700 |
0.7597 |
0.7668 |
|
31-Mar-2016 |
0.7668 |
0.7721 |
0.7632 |
0.7654 |
|
30-Mar-2016 |
0.7625 |
0.7707 |
0.7612 |
0.7670 |
|
29-Mar-2016 |
0.7543 |
0.7645 |
0.7508 |
0.7625 |
|
28-Mar-2016 |
0.7498 |
0.7557 |
0.7490 |
0.7543 |
|
25-Mar-2016 |
0.7523 |
0.7535 |
0.7489 |
0.7505 |
|
24-Mar-2016 |
0.7529 |
0.7537 |
0.7475 |
0.7527 |
|
23-Mar-2016 |
0.7621 |
0.7648 |
0.7514 |
0.7528 |
|
22-Mar-2016 |
0.7578 |
0.7642 |
0.7548 |
0.7621 |
|
21-Mar-2016 |
0.7599 |
0.7626 |
0.7565 |
0.7576 |
|
18-Mar-2016 |
0.7648 |
0.7680 |
0.7591 |
0.7599 |
|
17-Mar-2016 |
0.7549 |
0.7656 |
0.7530 |
0.7648 |
|
16-Mar-2016 |
0.7455 |
0.7560 |
0.7413 |
0.7548 |
|
15-Mar-2016 |
0.7514 |
0.7527 |
0.7440 |
0.7456 |
|
14-Mar-2016 |
0.7542 |
0.7593 |
0.7486 |
0.7513 |
|
11-Mar-2016 |
0.7451 |
0.7583 |
0.7443 |
0.7563 |
|
10-Mar-2016 |
0.7484 |
0.7511 |
0.7423 |
0.7451 |
|
09-Mar-2016 |
0.7437 |
0.7527 |
0.7409 |
0.7485 |
|
08-Mar-2016 |
0.7467 |
0.7473 |
0.7407 |
0.7438 |
|
07-Mar-2016 |
0.7418 |
0.7484 |
0.7390 |
0.7466 |
|
04-Mar-2016 |
0.7349 |
0.7443 |
0.7336 |
0.7440 |
|
03-Mar-2016 |
0.7291 |
0.7374 |
0.7278 |
0.7349 |
|
02-Mar-2016 |
0.7174 |
0.7301 |
0.7162 |
0.7293 |
|
01-Mar-2016 |
0.7140 |
0.7191 |
0.7105 |
0.7174 |
|
29-Feb-2016 |
0.7128 |
0.7167 |
0.7105 |
0.7138 |
|
26-Feb-2016 |
0.7232 |
0.7256 |
0.7114 |
0.7128 |
|
25-Feb-2016 |
0.7194 |
0.7243 |
0.7154 |
0.7231 |
|
24-Feb-2016 |
0.7201 |
0.7212 |
0.7143 |
0.7196 |
|
23-Feb-2016 |
0.7226 |
0.7259 |
0.7195 |
0.7202 |
|
22-Feb-2016 |
0.7148 |
0.7246 |
0.7133 |
0.7222 |
|
19-Feb-2016 |
0.7154 |
0.7161 |
0.7065 |
0.7148 |
|
18-Feb-2016 |
0.7182 |
0.7184 |
0.7130 |
0.7156 |
|
17-Feb-2016 |
0.7111 |
0.7186 |
0.7081 |
0.7182 |
|
16-Feb-2016 |
0.7137 |
0.7181 |
0.7078 |
0.7108 |
|
15-Feb-2016 |
0.7105 |
0.7171 |
0.7097 |
0.7137 |
|
12-Feb-2016 |
0.7108 |
0.7128 |
0.7062 |
0.7097 |
|
11-Feb-2016 |
0.7094 |
0.7152 |
0.6982 |
0.7108 |
|
10-Feb-2016 |
0.7069 |
0.7126 |
0.7034 |
0.7095 |
|
09-Feb-2016 |
0.7086 |
0.7094 |
0.6971 |
0.7069 |
|
08-Feb-2016 |
0.7065 |
0.7128 |
0.7049 |
0.7083 |
|
05-Feb-2016 |
0.7199 |
0.7220 |
0.7060 |
0.7062 |
|
04-Feb-2016 |
0.7167 |
0.7243 |
0.7150 |
0.7199 |
|
03-Feb-2016 |
0.7036 |
0.7188 |
0.6999 |
0.7167 |
|
02-Feb-2016 |
0.7111 |
0.7129 |
0.7030 |
0.7038 |
|
01-Feb-2016 |
0.7081 |
0.7120 |
0.7039 |
0.7110 |
|
29-Jan-2016 |
0.7081 |
0.7140 |
0.7055 |
0.7082 |
|
28-Jan-2016 |
0.7023 |
0.7128 |
0.7004 |
0.7084 |
|
27-Jan-2016 |
0.7004 |
0.7081 |
0.6989 |
0.7025 |
|
26-Jan-2016 |
0.6953 |
0.7021 |
0.6916 |
0.7002 |
|
25-Jan-2016 |
0.6992 |
0.7031 |
0.6944 |
0.6954 |
|
22-Jan-2016 |
0.6996 |
0.7045 |
0.6983 |
0.7000 |
|
21-Jan-2016 |
0.6904 |
0.7017 |
0.6873 |
0.6996 |
|
20-Jan-2016 |
0.6903 |
0.6925 |
0.6825 |
0.6906 |
|
19-Jan-2016 |
0.6863 |
0.6957 |
0.6835 |
0.6903 |
|
18-Jan-2016 |
0.6867 |
0.6927 |
0.6826 |
0.6863 |
|
15-Jan-2016 |
0.6981 |
0.7002 |
0.6824 |
0.6867 |
|
14-Jan-2016 |
0.6952 |
0.6997 |
0.6907 |
0.6983 |
|
13-Jan-2016 |
0.6987 |
0.7048 |
0.6945 |
0.6954 |
|
12-Jan-2016 |
0.6993 |
0.7020 |
0.6937 |
0.6983 |
|
11-Jan-2016 |
0.6950 |
0.7035 |
0.6924 |
0.6993 |
References:
Beguería, S., Leandri, M. and Campos, P., 2014, May. An operative environmental accounting framework for forest land blue water production. In EGU General Assembly Conference Abstracts (Vol. 16, p. 4962)
Dong, M., Ryan, S. and Zhang, X.J., 2014. Preserving amortized costs within a fair-value-accounting framework: reclassification of gains and losses on available-for-sale securities upon realization. Review of Accounting Studies, 19(1), pp.242-280
Barbier, E.B., 2016. The Protective Value of Estuarine and Coastal Ecosystem Services in a Wealth Accounting Framework. Environmental and Resource Economics, 64(1), pp.37-58
Zimmermann, J. and Werner, J.R., 2013. Explaining the Evolution of a New Accounting Framework.In Regulating Capitalism? (pp. 3-12). Palgrave Macmillan UK
Kemme, D. M., &Koleyni, K. (2016). Exchange Rate Regimes and Welfare Losses from Foreign Crises: The Impact of the US Financial Crisis on Mexico. Review of International Economics.
Kirton, J. (2016). G8 Financial Crisis Governance. Journal of European Social Policy, 26(3), 1-20.
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