2011 DJF to RUB Historical Review

YEARLY HIGH

0.1846 RUB

YEARLY LOW

0.1537 RUB

YEARLY AVERAGE

0.1654 RUB

2011 DJF to RUB Performance & Market Timing Review

Analysis of key historical highlights and timing insights for 2011

During 2011, the DJF to RUB exchange rate experienced significant fluctuation. The market reached its absolute peak on October 4, valuing the pair at 0.1846. Conversely, the yearly low was recorded on May 4, dropping to 0.1537.

This high-to-low spread represents a total annual volatility of 0.0309 RUB. From a start-to-finish perspective, comparing the January average rate of 0.1699 to the December average rate of 0.1769, the exchange rate registered a net change of 4.14% (reflecting a strengthening trend).

Looking at year-over-year peak valuations, the 2011 high of 0.1846 was up 3.32% compared to the 2010 peak of 0.1787, indicating shifts in long-term support levels.

Transfer Payout Power Comparison

Comparing the value generated converting 5,000 DJF based on timing:

Yearly Peak High 923 RUB

2010 Average 855 RUB

Yearly Trough Low 768 RUB

Transaction Impact: A difference of 154.46 RUB purely based on transaction execution date.

Trend Visualization

Monthly average fluctuations over the course of 2011.

0.1789

0.1550

JanuMarcMayJulySeptNove

DJF to RUB Seasonal Trends & Volatility Analysis

A structured review of seasonal halves, trading extremes, consecutive streaks, and historical baselines.

Seasonal Halves (H1 vs H2)

Seasonal

The average exchange rate in the first half of the year (H1: Jan–Jun) was 0.1611, compared to 0.1697 in the second half (H2: Jul–Dec). This shows that the rate was stronger in the second half (Jul–Dec) by a margin of 0.0085 points.

H1 Avg (Jan–Jun) 0.1611

H2 Avg (Jul–Dec) 0.1697

Volatility Range Comparison

Volatility

The most volatile month in 2011 was September, with a trading range of 0.0195 RUB (High: 0.1823 / Low: 0.1628). On the other end, March was the most stable month, with a tight range of 0.0038 RUB (High: 0.1622 / Low: 0.1584).

September Spread (Volatile) ±0.0195

March Spread (Stable) ±0.0038

Growth Streaks & Declines

Trends

Between July and October, the exchange rate recorded its longest consecutive growth streak of the year, climbing for 3 straight months. Conversely, the sharpest month-over-month decline occurred between January and February, when the average rate fell by 0.0053 points.

Longest Streak 3 Mo.

Sharpest MoM Drop -0.0053

Same-Month Historical Baseline

YoY Baseline

Comparing the current year's strongest month average (October 2011: 0.1760) against the same month in 2010 (average: 0.1706), the exchange rate shifted by +0.0053 (+3.12%).

2011 Avg (October) 0.1760

2010 Avg (October) 0.1706

Monthly Breakdown

Statistical summary for each calendar month.

Month	High	Low	Average
January	0.1737	0.1671	0.1699
February	0.1673	0.1618	0.1646
March	0.1622	0.1584	0.1599
April	0.1597	0.1545	0.1579
May	0.1609	0.1537	0.1572
June	0.1596	0.1555	0.1574
July	0.1592	0.1551	0.1570
August	0.1676	0.1557	0.1622
September	0.1823	0.1628	0.1726
October	0.1846	0.1678	0.1760
November	0.1779	0.1707	0.1735
December	0.1808	0.1729	0.1769