| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 69.0 | 86.2 | 31.0 | 48.3 | 9.35 |
| Brazilian real | 100.0 | 62.1 | 86.2 | 96.6 | 11.92 |
| British pound | 31.0 | 48.3 | 82.8 | 69.0 | 7.83 |
| Canadian dollar | 58.6 | 41.4 | 58.6 | 72.4 | 7.66 |
| Chilean peso | 0.0 | 13.8 | 69.0 | 27.6 | 19.37 |
| Chinese yuan renminbi | 37.9 | 79.3 | 27.6 | 62.1 | 7.56 |
| Czech koruna | 17.2 | 44.8 | 75.9 | 75.9 | 8.92 |
| Danish krone | 20.7 | 34.5 | 72.4 | 44.8 | 7.43 |
| Euro | 13.8 | 37.9 | 79.3 | 51.7 | 7.31 |
| Hong Kong dollar | 86.2 | 31.0 | 41.4 | 79.3 | 8.02 |
| Hungarian forint | 6.9 | 82.8 | 96.6 | 20.7 | 11.44 |
| Indian rupee | 82.8 | 10.3 | 34.5 | 41.4 | 7.83 |
| Indonesian rupiah | 55.2 | 6.9 | 62.1 | 58.6 | 7.94 |
| Israeli shekel | 93.1 | 89.7 | 10.3 | 37.9 | 10.85 |
| Japanese yen | 62.1 | 27.6 | 13.8 | 3.4 | 9.12 |
| Malaysian ringgit | 41.4 | 24.1 | 17.2 | 31.0 | 7.76 |
| Mexican peso | 96.6 | 51.7 | 100.0 | 100.0 | 11.48 |
| New Zealand dollar | 89.7 | 93.1 | 20.7 | 34.5 | 9.20 |
| Norwegian krone | 10.3 | 3.4 | 3.4 | 6.9 | 11.24 |
| Polish zloty | 3.4 | 100.0 | 93.1 | 65.5 | 9.74 |
| Saudi riyal | 75.9 | 17.2 | 55.2 | 89.7 | 8.08 |
| Singapore dollar | 48.3 | 72.4 | 65.5 | 82.8 | 6.70 |
| South African rand | 27.6 | 58.6 | 6.9 | 10.3 | 12.47 |
| South Korean won | 34.5 | 65.5 | 48.3 | 17.2 | 8.12 |
| Swedish krona | 24.1 | 96.6 | 37.9 | 13.8 | 9.34 |
| Swiss franc | 51.7 | 75.9 | 89.7 | 93.1 | 7.78 |
| Taiwan new dollar | 79.3 | 69.0 | 24.1 | 55.2 | 7.48 |
| Thai baht | 65.5 | 55.2 | 44.8 | 24.1 | 9.01 |
| Turkish lira | 44.8 | 0.0 | 0.0 | 0.0 | 13.99 |
| US dollar | 72.4 | 20.7 | 51.7 | 86.2 | 8.06 |
Page updated: 2023-12-07 03:51 EST (2023-12-07 08:51 UTC)