| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 17.2 | 48.3 | 17.2 | 13.8 | 7.00 |
| Brazilian real | 0.0 | 3.4 | 3.4 | 3.4 | 11.35 |
| British pound | 31.0 | 100.0 | 75.9 | 75.9 | 7.89 |
| Canadian dollar | 6.9 | 55.2 | 51.7 | 62.1 | 6.34 |
| Chilean peso | 100.0 | 0.0 | 0.0 | 6.9 | 15.78 |
| Chinese yuan renminbi | 10.3 | 62.1 | 48.3 | 37.9 | 6.12 |
| Czech koruna | 82.8 | 65.5 | 44.8 | 93.1 | 6.47 |
| Danish krone | 75.9 | 20.7 | 34.5 | 65.5 | 6.17 |
| Euro | 58.6 | 27.6 | 37.9 | 69.0 | 5.95 |
| Hong Kong dollar | 51.7 | 44.8 | 65.5 | 41.4 | 5.85 |
| Hungarian forint | 93.1 | 6.9 | 10.3 | 31.0 | 7.41 |
| Indian rupee | 34.5 | 24.1 | 55.2 | 20.7 | 6.68 |
| Indonesian rupiah | 20.7 | 69.0 | 86.2 | 24.1 | 6.20 |
| Israeli shekel | 62.1 | 86.2 | 96.6 | 96.6 | 6.93 |
| Japanese yen | 86.2 | 10.3 | 89.7 | 55.2 | 7.44 |
| Malaysian ringgit | 13.8 | 58.6 | 72.4 | 86.2 | 5.86 |
| Mexican peso | 3.4 | 79.3 | 93.1 | 82.8 | 8.69 |
| New Zealand dollar | 55.2 | 31.0 | 24.1 | 10.3 | 7.67 |
| Norwegian krone | 69.0 | 13.8 | 6.9 | 17.2 | 7.83 |
| Polish zloty | 65.5 | 72.4 | 41.4 | 89.7 | 6.75 |
| Saudi riyal | 44.8 | 37.9 | 62.1 | 48.3 | 5.88 |
| Singapore dollar | 37.9 | 75.9 | 79.3 | 72.4 | 5.31 |
| South African rand | 89.7 | 93.1 | 27.6 | 34.5 | 12.88 |
| South Korean won | 24.1 | 96.6 | 31.0 | 51.7 | 6.42 |
| Swedish krona | 72.4 | 51.7 | 20.7 | 27.6 | 7.57 |
| Swiss franc | 27.6 | 17.2 | 69.0 | 58.6 | 6.91 |
| Taiwan new dollar | 41.4 | 89.7 | 82.8 | 79.3 | 5.94 |
| Thai baht | 79.3 | 82.8 | 100.0 | 100.0 | 6.13 |
| Turkish lira | 96.6 | 41.4 | 13.8 | 0.0 | 12.57 |
| US dollar | 48.3 | 34.5 | 58.6 | 44.8 | 5.86 |
Page updated: 2019-11-19 18:10 EST (2019-11-19 23:10 UTC)