| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 51.7 | 20.7 | 58.6 | 75.9 | 11.56 |
| Brazilian real | 100.0 | 13.8 | 96.6 | 10.3 | 19.31 |
| British pound | 31.0 | 82.8 | 24.1 | 48.3 | 11.69 |
| Canadian dollar | 3.4 | 10.3 | 65.5 | 62.1 | 9.71 |
| Chilean peso | 44.8 | 6.9 | 27.6 | 27.6 | 19.99 |
| Chinese yuan renminbi | 86.2 | 3.4 | 13.8 | 65.5 | 10.03 |
| Czech koruna | 0.0 | 93.1 | 75.9 | 72.4 | 11.48 |
| Danish krone | 10.3 | 89.7 | 48.3 | 55.2 | 10.71 |
| Euro | 6.9 | 86.2 | 41.4 | 51.7 | 9.99 |
| Hong Kong dollar | 65.5 | 55.2 | 86.2 | 89.7 | 10.69 |
| Hungarian forint | 34.5 | 75.9 | 6.9 | 3.4 | 18.38 |
| Indian rupee | 58.6 | 24.1 | 44.8 | 24.1 | 10.04 |
| Indonesian rupiah | 37.9 | 0.0 | 37.9 | 34.5 | 10.05 |
| Israeli shekel | 75.9 | 17.2 | 51.7 | 93.1 | 11.62 |
| Japanese yen | 69.0 | 48.3 | 3.4 | 6.9 | 11.68 |
| Malaysian ringgit | 17.2 | 34.5 | 62.1 | 44.8 | 10.46 |
| Mexican peso | 93.1 | 100.0 | 100.0 | 96.6 | 12.77 |
| New Zealand dollar | 41.4 | 62.1 | 34.5 | 58.6 | 10.97 |
| Norwegian krone | 27.6 | 37.9 | 31.0 | 41.4 | 14.60 |
| Polish zloty | 20.7 | 96.6 | 55.2 | 20.7 | 12.82 |
| Saudi riyal | 62.1 | 44.8 | 89.7 | 82.8 | 10.95 |
| Singapore dollar | 72.4 | 69.0 | 82.8 | 79.3 | 9.01 |
| South African rand | 96.6 | 51.7 | 72.4 | 17.2 | 13.68 |
| South Korean won | 82.8 | 58.6 | 17.2 | 31.0 | 10.60 |
| Swedish krona | 13.8 | 65.5 | 10.3 | 37.9 | 11.91 |
| Swiss franc | 24.1 | 79.3 | 79.3 | 100.0 | 10.53 |
| Taiwan new dollar | 79.3 | 31.0 | 20.7 | 69.0 | 10.18 |
| Thai baht | 89.7 | 72.4 | 69.0 | 13.8 | 10.15 |
| Turkish lira | 48.3 | 27.6 | 0.0 | 0.0 | 22.26 |
| US dollar | 55.2 | 41.4 | 93.1 | 86.2 | 10.79 |
Page updated: 2022-11-29 18:10 EST (2022-11-29 23:10 UTC)