What are the privacy implications of filtered blockchain downloads? There is now "Bloom filter" support in the network protocol for sending only relevant transactions to lightweight clients.

What are the privacy implications of the bloom filter? Does it leak any information about which keys I am interested in to the network?
It inevitably leaks information, but Bloom filters have a (controllable) false-positive rate. So a wallet client that is very concerned with privacy could make the false positive rate high enough so it becomes hard to distinguish which transactions the client was interested in.