| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 55.2 | 17.2 | 51.7 | 58.6 | 7.73 |
| Brazilian real | 3.4 | 6.9 | 24.1 | 3.4 | 14.09 |
| British pound | 34.5 | 41.4 | 93.1 | 86.2 | 7.00 |
| Canadian dollar | 37.9 | 20.7 | 69.0 | 72.4 | 7.08 |
| Chilean peso | 51.7 | 0.0 | 10.3 | 6.9 | 12.42 |
| Chinese yuan renminbi | 44.8 | 55.2 | 72.4 | 89.7 | 6.04 |
| Czech koruna | 79.3 | 58.6 | 86.2 | 55.2 | 6.76 |
| Danish krone | 96.6 | 31.0 | 34.5 | 51.7 | 6.14 |
| Euro | 93.1 | 27.6 | 31.0 | 44.8 | 6.05 |
| Hong Kong dollar | 69.0 | 51.7 | 27.6 | 48.3 | 6.37 |
| Hungarian forint | 31.0 | 69.0 | 62.1 | 10.3 | 8.50 |
| Indian rupee | 72.4 | 82.8 | 48.3 | 31.0 | 6.51 |
| Indonesian rupiah | 86.2 | 89.7 | 65.5 | 82.8 | 6.58 |
| Israeli shekel | 82.8 | 96.6 | 96.6 | 100.0 | 7.19 |
| Japanese yen | 13.8 | 75.9 | 6.9 | 65.5 | 7.40 |
| Malaysian ringgit | 27.6 | 37.9 | 20.7 | 34.5 | 6.23 |
| Mexican peso | 20.7 | 100.0 | 82.8 | 13.8 | 9.33 |
| New Zealand dollar | 17.2 | 93.1 | 79.3 | 93.1 | 7.73 |
| Norwegian krone | 100.0 | 79.3 | 89.7 | 20.7 | 9.69 |
| Polish zloty | 75.9 | 24.1 | 13.8 | 17.2 | 7.56 |
| Saudi riyal | 62.1 | 62.1 | 41.4 | 41.4 | 6.46 |
| Singapore dollar | 41.4 | 48.3 | 55.2 | 62.1 | 5.63 |
| South African rand | 6.9 | 13.8 | 100.0 | 69.0 | 12.43 |
| South Korean won | 48.3 | 10.3 | 37.9 | 24.1 | 6.62 |
| Swedish krona | 89.7 | 44.8 | 58.6 | 75.9 | 7.17 |
| Swiss franc | 24.1 | 34.5 | 17.2 | 79.3 | 6.79 |
| Taiwan new dollar | 58.6 | 72.4 | 75.9 | 96.6 | 6.13 |
| Thai baht | 10.3 | 3.4 | 3.4 | 27.6 | 7.11 |
| Turkish lira | 0.0 | 86.2 | 0.0 | 0.0 | 12.46 |
| US dollar | 65.5 | 65.5 | 44.8 | 37.9 | 6.46 |
Page updated: 2021-09-18 03:51 EST DST (2021-09-18 07:51 UTC)