| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 44.8 | 6.9 | 86.2 | 65.5 | 7.98 |
| Brazilian real | 86.2 | 100.0 | 34.5 | 3.4 | 13.14 |
| British pound | 51.7 | 62.1 | 93.1 | 86.2 | 7.52 |
| Canadian dollar | 41.4 | 75.9 | 79.3 | 89.7 | 6.73 |
| Chilean peso | 89.7 | 27.6 | 62.1 | 6.9 | 12.40 |
| Chinese yuan renminbi | 75.9 | 72.4 | 82.8 | 48.3 | 6.47 |
| Czech koruna | 27.6 | 89.7 | 89.7 | 79.3 | 7.38 |
| Danish krone | 24.1 | 58.6 | 55.2 | 69.0 | 6.85 |
| Euro | 31.0 | 65.5 | 51.7 | 72.4 | 6.46 |
| Hong Kong dollar | 93.1 | 37.9 | 13.8 | 58.6 | 6.89 |
| Hungarian forint | 3.4 | 93.1 | 27.6 | 13.8 | 9.53 |
| Indian rupee | 62.1 | 3.4 | 24.1 | 10.3 | 7.28 |
| Indonesian rupiah | 48.3 | 48.3 | 6.9 | 31.0 | 7.57 |
| Israeli shekel | 65.5 | 69.0 | 48.3 | 100.0 | 7.74 |
| Japanese yen | 72.4 | 17.2 | 3.4 | 37.9 | 7.32 |
| Malaysian ringgit | 82.8 | 20.7 | 31.0 | 24.1 | 6.58 |
| Mexican peso | 10.3 | 24.1 | 69.0 | 51.7 | 10.30 |
| New Zealand dollar | 34.5 | 13.8 | 72.4 | 62.1 | 8.21 |
| Norwegian krone | 6.9 | 55.2 | 96.6 | 17.2 | 9.96 |
| Polish zloty | 17.2 | 82.8 | 44.8 | 27.6 | 8.40 |
| Saudi riyal | 96.6 | 41.4 | 20.7 | 41.4 | 6.97 |
| Singapore dollar | 58.6 | 51.7 | 41.4 | 55.2 | 5.91 |
| South African rand | 0.0 | 96.6 | 100.0 | 20.7 | 12.19 |
| South Korean won | 55.2 | 34.5 | 65.5 | 34.5 | 6.78 |
| Swedish krona | 13.8 | 44.8 | 75.9 | 75.9 | 7.66 |
| Swiss franc | 20.7 | 79.3 | 37.9 | 96.6 | 6.82 |
| Taiwan new dollar | 79.3 | 86.2 | 58.6 | 93.1 | 6.82 |
| Thai baht | 69.0 | 10.3 | 10.3 | 82.8 | 6.65 |
| Turkish lira | 37.9 | 0.0 | 0.0 | 0.0 | 17.80 |
| US dollar | 96.6 | 31.0 | 17.2 | 44.8 | 6.94 |
Page updated: 2021-06-18 00:33 EST DST (2021-06-18 04:33 UTC)