| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 72.4 | 93.1 | 34.5 | 31.0 | 13.61 |
| Brazilian real | 0.0 | 0.0 | 0.0 | 3.4 | 18.34 |
| British pound | 69.0 | 20.7 | 55.2 | 51.7 | 10.67 |
| Canadian dollar | 34.5 | 34.5 | 58.6 | 55.2 | 9.69 |
| Chilean peso | 51.7 | 65.5 | 13.8 | 10.3 | 15.31 |
| Chinese yuan renminbi | 41.4 | 41.4 | 48.3 | 48.3 | 8.96 |
| Czech koruna | 89.7 | 17.2 | 31.0 | 58.6 | 11.46 |
| Danish krone | 86.2 | 93.1 | 79.3 | 69.0 | 10.18 |
| Euro | 82.8 | 86.2 | 69.0 | 72.4 | 9.54 |
| Hong Kong dollar | 13.8 | 75.9 | 86.2 | 86.2 | 9.24 |
| Hungarian forint | 93.1 | 55.2 | 24.1 | 27.6 | 12.25 |
| Indian rupee | 44.8 | 13.8 | 20.7 | 17.2 | 9.67 |
| Indonesian rupiah | 58.6 | 24.1 | 62.1 | 37.9 | 12.39 |
| Israeli shekel | 10.3 | 37.9 | 93.1 | 89.7 | 12.58 |
| Japanese yen | 65.5 | 96.6 | 89.7 | 96.6 | 11.51 |
| Malaysian ringgit | 37.9 | 31.0 | 44.8 | 65.5 | 9.36 |
| Mexican peso | 79.3 | 3.4 | 10.3 | 13.8 | 19.07 |
| New Zealand dollar | 48.3 | 58.6 | 27.6 | 24.1 | 11.18 |
| Norwegian krone | 100.0 | 27.6 | 17.2 | 20.7 | 14.42 |
| Polish zloty | 62.1 | 48.3 | 41.4 | 44.8 | 10.30 |
| Saudi riyal | 17.2 | 69.0 | 65.5 | 75.9 | 9.34 |
| Singapore dollar | 55.2 | 55.2 | 51.7 | 62.1 | 8.20 |
| South African rand | 3.4 | 6.9 | 3.4 | 6.9 | 17.19 |
| South Korean won | 24.1 | 44.8 | 37.9 | 34.5 | 9.19 |
| Swedish krona | 96.6 | 96.6 | 82.8 | 41.4 | 10.34 |
| Swiss franc | 75.9 | 79.3 | 96.6 | 93.1 | 9.79 |
| Taiwan new dollar | 27.6 | 82.8 | 100.0 | 82.8 | 8.98 |
| Thai baht | 31.0 | 58.6 | 72.4 | 100.0 | 9.05 |
| Turkish lira | 6.9 | 10.3 | 6.9 | 0.0 | 14.29 |
| US dollar | 20.7 | 72.4 | 75.9 | 79.3 | 9.25 |
Page updated: 2020-05-30 02:00 EST DST (2020-05-30 06:00 UTC)