| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 44.8 | 48.3 | 86.2 | 65.5 | 6.81 |
| Brazilian real | 20.7 | 44.8 | 96.6 | 24.1 | 8.54 |
| British pound | 17.2 | 82.8 | 58.6 | 69.0 | 6.00 |
| Canadian dollar | 96.6 | 58.6 | 27.6 | 27.6 | 5.90 |
| Chilean peso | 89.7 | 17.2 | 72.4 | 17.2 | 12.23 |
| Chinese yuan renminbi | 62.1 | 100.0 | 75.9 | 86.2 | 5.69 |
| Czech koruna | 41.4 | 51.7 | 62.1 | 48.3 | 6.05 |
| Danish krone | 37.9 | 37.9 | 34.5 | 51.7 | 5.74 |
| Euro | 51.7 | 41.4 | 37.9 | 55.2 | 5.44 |
| Hong Kong dollar | 75.9 | 89.7 | 55.2 | 37.9 | 6.15 |
| Hungarian forint | 6.9 | 24.1 | 93.1 | 79.3 | 9.99 |
| Indian rupee | 89.7 | 20.7 | 3.4 | 10.3 | 6.95 |
| Indonesian rupiah | 100.0 | 13.8 | 10.3 | 3.4 | 6.97 |
| Israeli shekel | 0.0 | 65.5 | 100.0 | 100.0 | 9.70 |
| Japanese yen | 65.5 | 62.1 | 13.8 | 13.8 | 7.07 |
| Malaysian ringgit | 31.0 | 27.6 | 69.0 | 96.6 | 6.62 |
| Mexican peso | 24.1 | 69.0 | 82.8 | 31.0 | 7.59 |
| New Zealand dollar | 48.3 | 79.3 | 31.0 | 20.7 | 6.99 |
| Norwegian krone | 86.2 | 31.0 | 79.3 | 75.9 | 8.40 |
| Polish zloty | 13.8 | 0.0 | 20.7 | 72.4 | 6.96 |
| Saudi riyal | 27.6 | 96.6 | 51.7 | 44.8 | 6.20 |
| Singapore dollar | 55.2 | 72.4 | 44.8 | 62.1 | 5.14 |
| South African rand | 6.9 | 75.9 | 89.7 | 93.1 | 8.66 |
| South Korean won | 72.4 | 86.2 | 17.2 | 6.9 | 7.39 |
| Swedish krona | 34.5 | 3.4 | 65.5 | 82.8 | 7.71 |
| Swiss franc | 75.9 | 34.5 | 41.4 | 89.7 | 6.29 |
| Taiwan new dollar | 17.2 | 55.2 | 6.9 | 34.5 | 6.58 |
| Thai baht | 58.6 | 10.3 | 24.1 | 58.6 | 6.51 |
| Turkish lira | 65.5 | 6.9 | 0.0 | 0.0 | 6.57 |
| US dollar | 79.3 | 93.1 | 48.3 | 41.4 | 6.19 |
Page updated: 2026-07-17 19:10 EST DST (2026-07-17 23:10 UTC)