| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 75.9 | 27.6 | 20.7 | 10.3 | 7.05 |
| Brazilian real | 89.7 | 0.0 | 0.0 | 3.4 | 10.88 |
| British pound | 96.6 | 100.0 | 55.2 | 89.7 | 9.27 |
| Canadian dollar | 58.6 | 86.2 | 58.6 | 69.0 | 6.57 |
| Chilean peso | 82.8 | 13.8 | 10.3 | 24.1 | 10.85 |
| Chinese yuan renminbi | 31.0 | 20.7 | 44.8 | 34.5 | 6.43 |
| Czech koruna | 55.2 | 48.3 | 48.3 | 93.1 | 6.81 |
| Danish krone | 51.7 | 69.0 | 31.0 | 72.4 | 6.46 |
| Euro | 41.4 | 65.5 | 37.9 | 79.3 | 6.28 |
| Hong Kong dollar | 10.3 | 51.7 | 65.5 | 51.7 | 6.08 |
| Hungarian forint | 72.4 | 37.9 | 13.8 | 41.4 | 7.73 |
| Indian rupee | 62.1 | 17.2 | 86.2 | 27.6 | 7.08 |
| Indonesian rupiah | 65.5 | 41.4 | 100.0 | 20.7 | 6.41 |
| Israeli shekel | 27.6 | 79.3 | 89.7 | 96.6 | 7.39 |
| Japanese yen | 13.8 | 55.2 | 93.1 | 37.9 | 8.11 |
| Malaysian ringgit | 17.2 | 34.5 | 51.7 | 62.1 | 5.94 |
| Mexican peso | 37.9 | 58.6 | 62.1 | 48.3 | 8.85 |
| New Zealand dollar | 79.3 | 6.9 | 27.6 | 6.9 | 7.59 |
| Norwegian krone | 100.0 | 10.3 | 3.4 | 13.8 | 7.31 |
| Polish zloty | 69.0 | 44.8 | 41.4 | 82.8 | 7.35 |
| Saudi riyal | 6.9 | 75.9 | 72.4 | 55.2 | 6.14 |
| Singapore dollar | 48.3 | 82.8 | 82.8 | 75.9 | 5.48 |
| South African rand | 34.5 | 3.4 | 34.5 | 31.0 | 11.98 |
| South Korean won | 93.1 | 89.7 | 17.2 | 44.8 | 6.57 |
| Swedish krona | 86.2 | 31.0 | 6.9 | 17.2 | 7.61 |
| Swiss franc | 44.8 | 62.1 | 75.9 | 65.5 | 6.94 |
| Taiwan new dollar | 24.1 | 93.1 | 79.3 | 86.2 | 6.21 |
| Thai baht | 20.7 | 96.6 | 96.6 | 100.0 | 6.21 |
| Turkish lira | 0.0 | 24.1 | 24.1 | 0.0 | 14.09 |
| US dollar | 3.4 | 72.4 | 69.0 | 58.6 | 6.12 |
Page updated: 2019-10-22 04:44 EST DST (2019-10-22 08:44 UTC)