| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 10.3 | 72.4 | 82.8 | 100.0 | 11.32 |
| Brazilian real | 3.4 | 13.8 | 96.6 | 3.4 | 17.18 |
| British pound | 72.4 | 48.3 | 31.0 | 34.5 | 9.94 |
| Canadian dollar | 17.2 | 24.1 | 41.4 | 58.6 | 8.93 |
| Chilean peso | 31.0 | 100.0 | 69.0 | 62.1 | 17.07 |
| Chinese yuan renminbi | 96.6 | 55.2 | 34.5 | 86.2 | 9.07 |
| Czech koruna | 79.3 | 82.8 | 79.3 | 93.1 | 10.08 |
| Danish krone | 89.7 | 65.5 | 51.7 | 51.7 | 9.32 |
| Euro | 82.8 | 69.0 | 48.3 | 48.3 | 8.91 |
| Hong Kong dollar | 37.9 | 10.3 | 65.5 | 55.2 | 9.30 |
| Hungarian forint | 34.5 | 89.7 | 6.9 | 10.3 | 16.07 |
| Indian rupee | 48.3 | 17.2 | 20.7 | 17.2 | 9.09 |
| Indonesian rupiah | 51.7 | 31.0 | 44.8 | 24.1 | 10.03 |
| Israeli shekel | 0.0 | 20.7 | 24.1 | 65.5 | 11.24 |
| Japanese yen | 41.4 | 86.2 | 3.4 | 6.9 | 12.49 |
| Malaysian ringgit | 27.6 | 79.3 | 58.6 | 41.4 | 9.32 |
| Mexican peso | 20.7 | 37.9 | 100.0 | 79.3 | 12.25 |
| New Zealand dollar | 62.1 | 75.9 | 62.1 | 75.9 | 10.38 |
| Norwegian krone | 24.1 | 27.6 | 13.8 | 27.6 | 13.65 |
| Polish zloty | 75.9 | 62.1 | 37.9 | 20.7 | 11.19 |
| Saudi riyal | 58.6 | 6.9 | 75.9 | 72.4 | 9.40 |
| Singapore dollar | 65.5 | 51.7 | 93.1 | 89.7 | 8.07 |
| South African rand | 6.9 | 34.5 | 10.3 | 13.8 | 14.49 |
| South Korean won | 86.2 | 93.1 | 55.2 | 44.8 | 9.46 |
| Swedish krona | 13.8 | 41.4 | 17.2 | 31.0 | 10.68 |
| Swiss franc | 69.0 | 58.6 | 86.2 | 96.6 | 9.77 |
| Taiwan new dollar | 100.0 | 44.8 | 27.6 | 82.8 | 8.97 |
| Thai baht | 93.1 | 96.6 | 89.7 | 37.9 | 9.42 |
| Turkish lira | 44.8 | 0.0 | 0.0 | 0.0 | 14.62 |
| US dollar | 55.2 | 3.4 | 72.4 | 69.0 | 9.40 |
Page updated: 2023-01-31 03:21 EST (2023-01-31 08:21 UTC)