| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 93.1 | 62.1 | 20.7 | 48.3 | 7.30 |
| Brazilian real | 62.1 | 96.6 | 62.1 | 13.8 | 9.49 |
| British pound | 6.9 | 31.0 | 51.7 | 89.7 | 6.14 |
| Canadian dollar | 31.0 | 20.7 | 24.1 | 17.2 | 6.04 |
| Chilean peso | 96.6 | 51.7 | 27.6 | 20.7 | 10.53 |
| Chinese yuan renminbi | 34.5 | 65.5 | 31.0 | 31.0 | 6.05 |
| Czech koruna | 58.6 | 72.4 | 96.6 | 86.2 | 6.76 |
| Danish krone | 24.1 | 34.5 | 72.4 | 79.3 | 6.21 |
| Euro | 27.6 | 41.4 | 75.9 | 82.8 | 5.90 |
| Hong Kong dollar | 55.2 | 75.9 | 34.5 | 37.9 | 6.40 |
| Hungarian forint | 75.9 | 86.2 | 89.7 | 96.6 | 8.95 |
| Indian rupee | 37.9 | 13.8 | 6.9 | 6.9 | 6.68 |
| Indonesian rupiah | 89.7 | 24.1 | 3.4 | 3.4 | 6.79 |
| Israeli shekel | 100.0 | 93.1 | 100.0 | 62.1 | 9.94 |
| Japanese yen | 20.7 | 6.9 | 17.2 | 10.3 | 8.83 |
| Malaysian ringgit | 69.0 | 79.3 | 48.3 | 65.5 | 6.13 |
| Mexican peso | 65.5 | 89.7 | 65.5 | 58.6 | 8.53 |
| New Zealand dollar | 82.8 | 3.4 | 10.3 | 41.4 | 7.48 |
| Norwegian krone | 3.4 | 82.8 | 86.2 | 55.2 | 8.30 |
| Polish zloty | 13.8 | 44.8 | 82.8 | 100.0 | 7.24 |
| Saudi riyal | 51.7 | 55.2 | 41.4 | 24.1 | 6.40 |
| Singapore dollar | 44.8 | 27.6 | 44.8 | 69.0 | 5.34 |
| South African rand | 86.2 | 100.0 | 58.6 | 51.7 | 8.71 |
| South Korean won | 79.3 | 17.2 | 13.8 | 34.5 | 6.43 |
| Swedish krona | 0.0 | 69.0 | 93.1 | 75.9 | 8.03 |
| Swiss franc | 17.2 | 37.9 | 79.3 | 93.1 | 6.54 |
| Taiwan new dollar | 72.4 | 0.0 | 69.0 | 44.8 | 7.35 |
| Thai baht | 10.3 | 48.3 | 55.2 | 72.4 | 6.87 |
| Turkish lira | 41.4 | 10.3 | 0.0 | 0.0 | 7.31 |
| US dollar | 48.3 | 58.6 | 37.9 | 27.6 | 6.40 |
Page updated: 2025-10-10 03:40 EST DST (2025-10-10 07:40 UTC)