| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 44.8 | 48.3 | 17.2 | 13.8 | 7.07 |
| Brazilian real | 6.9 | 0.0 | 58.6 | 3.4 | 11.26 |
| British pound | 89.7 | 58.6 | 34.5 | 48.3 | 7.92 |
| Canadian dollar | 55.2 | 72.4 | 55.2 | 75.9 | 6.62 |
| Chilean peso | 100.0 | 24.1 | 41.4 | 44.8 | 10.57 |
| Chinese yuan renminbi | 75.9 | 31.0 | 44.8 | 34.5 | 6.69 |
| Czech koruna | 27.6 | 17.2 | 13.8 | 93.1 | 6.84 |
| Danish krone | 20.7 | 34.5 | 20.7 | 55.2 | 6.73 |
| Euro | 31.0 | 37.9 | 24.1 | 62.1 | 6.47 |
| Hong Kong dollar | 37.9 | 75.9 | 79.3 | 65.5 | 6.20 |
| Hungarian forint | 17.2 | 3.4 | 6.9 | 17.2 | 7.71 |
| Indian rupee | 93.1 | 51.7 | 86.2 | 41.4 | 7.54 |
| Indonesian rupiah | 62.1 | 89.7 | 93.1 | 27.6 | 6.71 |
| Israeli shekel | 41.4 | 100.0 | 82.8 | 96.6 | 6.98 |
| Japanese yen | 58.6 | 65.5 | 89.7 | 37.9 | 8.20 |
| Malaysian ringgit | 96.6 | 69.0 | 62.1 | 72.4 | 6.10 |
| Mexican peso | 24.1 | 44.8 | 37.9 | 89.7 | 9.16 |
| New Zealand dollar | 13.8 | 10.3 | 31.0 | 6.9 | 7.51 |
| Norwegian krone | 3.4 | 6.9 | 0.0 | 20.7 | 7.49 |
| Polish zloty | 10.3 | 13.8 | 10.3 | 51.7 | 7.08 |
| Saudi riyal | 48.3 | 79.3 | 75.9 | 79.3 | 6.23 |
| Singapore dollar | 79.3 | 55.2 | 65.5 | 69.0 | 5.55 |
| South African rand | 0.0 | 20.7 | 51.7 | 24.1 | 11.86 |
| South Korean won | 86.2 | 41.4 | 27.6 | 31.0 | 6.83 |
| Swedish krona | 69.0 | 27.6 | 3.4 | 10.3 | 7.67 |
| Swiss franc | 65.5 | 62.1 | 48.3 | 58.6 | 7.00 |
| Taiwan new dollar | 72.4 | 86.2 | 69.0 | 86.2 | 6.38 |
| Thai baht | 82.8 | 93.1 | 96.6 | 100.0 | 6.35 |
| Turkish lira | 34.5 | 96.6 | 100.0 | 0.0 | 13.94 |
| US dollar | 51.7 | 82.8 | 72.4 | 82.8 | 6.21 |
Page updated: 2019-09-23 01:52 EST DST (2019-09-23 05:52 UTC)