| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 13.8 | 44.8 | 24.1 | 10.3 | 6.80 |
| Brazilian real | 34.5 | 3.4 | 6.9 | 3.4 | 10.16 |
| British pound | 27.6 | 82.8 | 65.5 | 75.9 | 7.76 |
| Canadian dollar | 86.2 | 31.0 | 79.3 | 55.2 | 6.16 |
| Chilean peso | 79.3 | 0.0 | 0.0 | 6.9 | 16.90 |
| Chinese yuan renminbi | 55.2 | 79.3 | 41.4 | 37.9 | 6.20 |
| Czech koruna | 6.9 | 58.6 | 48.3 | 93.1 | 6.47 |
| Danish krone | 3.4 | 20.7 | 31.0 | 58.6 | 6.00 |
| Euro | 10.3 | 24.1 | 34.5 | 62.1 | 5.80 |
| Hong Kong dollar | 72.4 | 51.7 | 72.4 | 41.4 | 5.78 |
| Hungarian forint | 37.9 | 10.3 | 10.3 | 27.6 | 7.77 |
| Indian rupee | 69.0 | 27.6 | 51.7 | 31.0 | 6.67 |
| Indonesian rupiah | 100.0 | 96.6 | 96.6 | 34.5 | 6.47 |
| Israeli shekel | 93.1 | 89.7 | 100.0 | 89.7 | 6.46 |
| Japanese yen | 82.8 | 17.2 | 62.1 | 69.0 | 7.31 |
| Malaysian ringgit | 89.7 | 93.1 | 82.8 | 86.2 | 5.82 |
| Mexican peso | 20.7 | 65.5 | 75.9 | 96.6 | 8.00 |
| New Zealand dollar | 96.6 | 100.0 | 37.9 | 13.8 | 7.10 |
| Norwegian krone | 24.1 | 72.4 | 17.2 | 17.2 | 7.09 |
| Polish zloty | 0.0 | 34.5 | 44.8 | 82.8 | 6.71 |
| Saudi riyal | 58.6 | 37.9 | 55.2 | 48.3 | 5.73 |
| Singapore dollar | 51.7 | 55.2 | 69.0 | 79.3 | 5.18 |
| South African rand | 75.9 | 69.0 | 20.7 | 24.1 | 11.32 |
| South Korean won | 48.3 | 48.3 | 27.6 | 44.8 | 6.46 |
| Swedish krona | 17.2 | 62.1 | 13.8 | 20.7 | 6.76 |
| Swiss franc | 31.0 | 86.2 | 86.2 | 65.5 | 6.31 |
| Taiwan new dollar | 62.1 | 75.9 | 89.7 | 72.4 | 5.67 |
| Thai baht | 41.4 | 13.8 | 93.1 | 100.0 | 6.29 |
| Turkish lira | 44.8 | 6.9 | 3.4 | 0.0 | 11.21 |
| US dollar | 65.5 | 41.4 | 58.6 | 51.7 | 5.71 |
Page updated: 2020-01-24 18:10 EST (2020-01-24 23:10 UTC)