Country's

Australia
United
Kingdom
Euro
Canada
usa

AUD

30/6/2007
31-12-2007 30-06-2008 31-12-2008 30-06-2009
RS/Foreign
RS/Foreign RS/Foreign RS/Foreign RS/Foreign
51.49
53.75
65.6
54.72
65.98

GBP

121.7

121.97

135.94

114.67

135.38

EUR
CAD
dollar

82.06
56.89
60.6

88.93
62.57
61.4

107.65
67.56
68.2

111.52
65
79

114.82
70.4
81.3

Switzerland CHF

49.61

53.33

66.91

75.08

75.26

Singapore

SGD

39.56

42.3

50.1

54.73

56.12

Saudi Arabia SAR

16.16

16.35

18.19

21.04

21.68

Malaysia
New
Zealand

MYR

17.55

18.39

20.87

22.68

23.1

NZD

46.74

47.15

57.87

45.97

53.14

1.176927559
2.363565741
1.593707516
1.104874733
0.963488056
0.768304525
0.313847349
0.340842882
0.907749077

1.14232558
2.2692093
1.65451163
1.16409302
0.99218605
0.78697674
0.30418605
0.34213953
0.8772093

1.03963415
2.0722561
1.6410061
1.02987805
1.01996951
0.76371951
0.27728659
0.31814024
0.88216463

1.44371345
2.09557749
2.0380117
1.1878655
1.37207602
1.00018275
0.38450292
0.41447368
0.84009503

1.2321916
2.0518339
1.7402243
1.06699
1.1406487
0.8505608
0.3285844
0.3501061
0.8053956

Aus$/U$
Aus$/GBP
Aus$/Euro
Aus$/CAD
Aus$/CHF
Aus$/SGD
Aus$/SAR
Aus$/MYR
Auy$/NZD

31-12-2009 30-06-2010 31-12-2010 30-06-2011 30-12-2011

RS/Foreign RS/Foreign RS/Foreign RS/Foreign RS/Foreign
75.08
72.96
87.43
92.4
91.11
133.86

128.96

133.28

138.62

138.4

120.64
80.32
84.25

104.58
81.28
85.6

113.72
85.99
85.95

124.89
88.94
86.05

116.22
87.97
89.8

81.09

79.1

91.23

103.59

95.41

59.9

61.13

66.52

70.04

69.03

22.46

22.82

22.92

22.95

23.95

24.55

26.28

27.87

28.51

28.27

60.27

59.39

65.98

71.49

69.34

1.12213639
1.78289824
1.60681939
1.06979222
1.08004795
0.79781566
0.29914758
0.32698455
0.80274374

1.17324561
1.76754386
1.43338816
1.11403509
1.0841557
0.83785636
0.31277412
0.36019737
0.81400768

0.9830722
1.5244195
1.3006977
0.9835297
1.0434633
0.7608372
0.2621526
0.3187693
0.7546609

0.9312771
1.5002165
1.3516234
0.9625541
1.1211039
0.7580087
0.2483766
0.3085498
0.7737013

0.9856218
1.5190429
1.2756009
0.9655362
1.0471957
0.7576556
0.2628691
0.3102843
0.7610581

Australia (Home Country)

Aus$/U$

Dates
30-06-2007
30-12-2007
30-06-2008
30-12-2008
30-06-2009
30-12-2009
30-06-2010
30-12-2010
30-06-2011
30-12-2011

30%
Aus$/U$
1.1769276
1.1423256
1.0396341
1.4437135
1.2321916
1.1221364
1.1732456
0.9830722
0.9312771
0.9856218

Weights

25%

Ex-Rates (Semi-Annually)

Aus$/GBP

Aus$/Euro Aus$/CAD Aus$/CHF

1.1769276
1.1423256
1.0396341
1.4437135
1.2321916
1.1221364
1.1732456
0.9830722
0.9312771
0.9856218

2.36356574
2.2692093
2.0722561
2.09557749
2.05183389
1.78289824
1.76754386
1.52441954
1.50021645
1.51904292

1.5937075
1.6545116
1.6410061
2.0380117
1.7402243
1.6068194
1.4333882
1.3006977
1.3516234
1.2756009

20%

15%

10%

Aus$/GBP Aus$/Euro Aus$/CAD

1.1048747
1.164093
1.029878
1.1878655
1.06699
1.0697922
1.1140351
0.9835297
0.9625541
0.9655362

Auy$/NZD

2.3635657
2.2692093
2.0722561
2.0955775
2.0518339
1.7828982
1.7675439
1.5244195
1.5002165
1.5190429

1.5937075
1.6545116
1.6410061
2.0380117
1.7402243
1.6068194
1.4333882
1.3006977
1.3516234
1.2756009

1.10487473
1.16409302
1.02987805
1.1878655
1.06699
1.06979222
1.11403509
0.98352968
0.96255411
0.96553617

0.9077491
0.8772093
0.8821646
0.840095
0.8053956
0.8027437
0.8140077
0.7546609
0.7737013
0.7610581

30%

25%

20%

15%

10%

0.9634881
0.992186
1.0199695
1.372076
1.1406487
1.0800479
1.0841557
1.0434633
1.1211039
1.0471957

Weights

%age 1
-0.0294
-0.089897
0.3886745
-0.146512
-0.089317
0.0455464
-0.162092
-0.052687
0.0583551
SUM
AVG

30%

25%

%age 2
-0.039921
-0.086794
0.0112541
-0.020874
-0.131071
-0.008612
-0.137549
-0.015877
0.0125492

%age 3
0.0381526
-0.008163
0.2419282
-0.146117
-0.07666
-0.107934
-0.092571
0.0391526
-0.056245

20%

15%

%age 4
%age 5
0.05359729 -0.033643
-0.11529575 0.005649
0.15340404 -0.047689
-0.10175857 -0.041304
0.00262629 -0.003293
0.0413565 0.0140318
-0.11714659 -0.072907
-0.02132683 0.0252304
0.00309806 -0.016341

-0.077329 -0.416895 -0.168457 -0.10144556

-0.008592 -0.046322 -0.018717 -0.01127173

-0.170266
-0.018918

10%

s (Semi-Annually)
Aus$/SGD Aus$/SAR Aus$/MYR Auy$/NZD
0.7683045
0.7869767
0.7637195
1.0001827
0.8505608
0.7978157
0.8378564
0.7608372
0.7580087
0.7576556

0.313847
0.304186
0.277287
0.384503
0.328584
0.299148
0.312774
0.262153
0.248377
0.262869

0.3408429
0.3421395
0.3181402
0.4144737
0.3501061
0.3269845
0.3601974
0.3187693
0.3085498
0.3102843

0.9077491
0.8772093
0.8821646
0.840095
0.8053956
0.8027437
0.8140077
0.7546609
0.7737013
0.7610581

Transpose
matrix
Aus$/U$
0.0225275
0.0272061
0.0278777
0.009378
0.0031336

Aus$/GBP Aus$/Euro Aus$/CAD Auy$/NZD

0.027206
0.10213
0.048584
0.017574
0.014264

0.0278777
0.0485843
0.0541382
0.0131733
0.0063611

0.009378
0.0175738
0.0131733
0.0063551
0.0024979

0.0031336
0.0142639
0.0063611
0.0024979
0.0028489

Weights
30%
25%
20%
15%
10%

0.0208553
0.0474737
0.0339491
0.0110446
0.0064378

VAR =
Conf. Intl
Z=
Std p
E(et)

VAR P
STD P

?
95%
-1.64485
16.50%
?

0.0272153
16.5%

120.416
119.12
119.3
120.241
119.95
120.036
119.759

90.9224
90.0014
90.0627
90.75
90.75
90.75
90.7

147.492
146.348
146.433
147.553
147.108
146.838
146.343

92.1171

94.161

0.2265 0.143229
0.136423
0.275356