Period Relative Variance		Percentage of Forecast Variance Explained by shocks in
Period Relative Variance		EUR	GBP	USD	JPY
1	EUR	100.00	0.00	0.00	0.00
12		97.52	0.83	1.30	0.35
24		97.04	0.66	1.25	1.04
36		96.23	0.54	1.13	2.10
48		95.02	0.46	1.02	3.50
1	GBP	0.22	99.78	0.00	0.00
12		0.56	99.21	0.23	0.00
24		0.90	98.61	0.48	0.01
36		1.32	97.83	0.81	0.04
48		0.82	96.88	1.22	0.08
1	USD	0.01	1.27	98.71	0.00
12		2.57	0.84	96.51	0.02
24		6.06	0.79	93.07	0.08
36		10.00	0.67	89.19	0.14
48		13.93	0.54	85.35	0.17
1	JPY	1.83	0.04	0.01	98.13
12		3.03	1.63	0.89	94.45
24		3.26	2.77	0.87	93.10
36		3.37	4.11	0.78	91.74
48		3.40	5.60	0.68	90.32