| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 44.8 | 69.0 | 96.6 | 82.8 | 6.93 |
| Brazilian real | 89.7 | 72.4 | 89.7 | 31.0 | 12.48 |
| British pound | 48.3 | 65.5 | 65.5 | 72.4 | 5.65 |
| Canadian dollar | 96.6 | 75.9 | 62.1 | 24.1 | 5.99 |
| Chilean peso | 0.0 | 6.9 | 20.7 | 10.3 | 11.74 |
| Chinese yuan renminbi | 86.2 | 86.2 | 86.2 | 75.9 | 5.58 |
| Czech koruna | 10.3 | 20.7 | 24.1 | 55.2 | 6.23 |
| Danish krone | 41.4 | 31.0 | 27.6 | 48.3 | 5.82 |
| Euro | 37.9 | 34.5 | 31.0 | 51.7 | 5.60 |
| Hong Kong dollar | 62.1 | 48.3 | 48.3 | 34.5 | 5.82 |
| Hungarian forint | 24.1 | 13.8 | 72.4 | 79.3 | 9.54 |
| Indian rupee | 17.2 | 89.7 | 6.9 | 3.4 | 6.70 |
| Indonesian rupiah | 58.6 | 41.4 | 3.4 | 6.9 | 6.72 |
| Israeli shekel | 31.0 | 24.1 | 82.8 | 100.0 | 8.99 |
| Japanese yen | 100.0 | 96.6 | 37.9 | 13.8 | 7.97 |
| Malaysian ringgit | 51.7 | 62.1 | 75.9 | 93.1 | 5.95 |
| Mexican peso | 69.0 | 0.0 | 44.8 | 20.7 | 8.70 |
| New Zealand dollar | 65.5 | 27.6 | 51.7 | 17.2 | 6.58 |
| Norwegian krone | 93.1 | 93.1 | 93.1 | 96.6 | 7.22 |
| Polish zloty | 3.4 | 10.3 | 10.3 | 58.6 | 6.90 |
| Saudi riyal | 75.9 | 55.2 | 58.6 | 41.4 | 5.90 |
| Singapore dollar | 55.2 | 79.3 | 69.0 | 62.1 | 5.15 |
| South African rand | 6.9 | 82.8 | 79.3 | 89.7 | 8.85 |
| South Korean won | 82.8 | 100.0 | 100.0 | 44.8 | 7.72 |
| Swedish krona | 13.8 | 17.2 | 17.2 | 86.2 | 7.16 |
| Swiss franc | 27.6 | 37.9 | 34.5 | 69.0 | 6.92 |
| Taiwan new dollar | 72.4 | 44.8 | 13.8 | 27.6 | 6.81 |
| Thai baht | 34.5 | 51.7 | 41.4 | 65.5 | 6.38 |
| Turkish lira | 20.7 | 3.4 | 0.0 | 0.0 | 6.15 |
| US dollar | 75.9 | 55.2 | 55.2 | 37.9 | 5.89 |
Page updated: 2026-10-24 04:10 EST DST (2026-10-24 08:10 UTC)