| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 17.2 | 10.3 | 62.1 | 37.9 | 7.94 |
| Brazilian real | 0.0 | 100.0 | 51.7 | 3.4 | 14.00 |
| British pound | 31.0 | 86.2 | 86.2 | 89.7 | 7.51 |
| Canadian dollar | 79.3 | 44.8 | 89.7 | 82.8 | 7.08 |
| Chilean peso | 100.0 | 0.0 | 27.6 | 6.9 | 13.26 |
| Chinese yuan renminbi | 44.8 | 82.8 | 93.1 | 86.2 | 6.28 |
| Czech koruna | 72.4 | 65.5 | 72.4 | 69.0 | 7.27 |
| Danish krone | 62.1 | 31.0 | 48.3 | 65.5 | 6.49 |
| Euro | 69.0 | 41.4 | 44.8 | 62.1 | 6.38 |
| Hong Kong dollar | 27.6 | 62.1 | 17.2 | 55.2 | 6.61 |
| Hungarian forint | 86.2 | 51.7 | 13.8 | 13.8 | 9.51 |
| Indian rupee | 10.3 | 58.6 | 34.5 | 17.2 | 6.65 |
| Indonesian rupiah | 55.2 | 69.0 | 41.4 | 41.4 | 7.01 |
| Israeli shekel | 89.7 | 89.7 | 79.3 | 100.0 | 7.53 |
| Japanese yen | 65.5 | 55.2 | 6.9 | 72.4 | 7.74 |
| Malaysian ringgit | 58.6 | 20.7 | 31.0 | 31.0 | 6.37 |
| Mexican peso | 20.7 | 96.6 | 96.6 | 24.1 | 9.95 |
| New Zealand dollar | 75.9 | 17.2 | 82.8 | 79.3 | 8.11 |
| Norwegian krone | 3.4 | 3.4 | 65.5 | 20.7 | 10.65 |
| Polish zloty | 93.1 | 37.9 | 10.3 | 27.6 | 7.76 |
| Saudi riyal | 34.5 | 75.9 | 24.1 | 44.8 | 6.69 |
| Singapore dollar | 51.7 | 24.1 | 55.2 | 51.7 | 5.85 |
| South African rand | 48.3 | 48.3 | 100.0 | 10.3 | 12.64 |
| South Korean won | 6.9 | 13.8 | 69.0 | 34.5 | 6.64 |
| Swedish krona | 41.4 | 27.6 | 58.6 | 75.9 | 7.26 |
| Swiss franc | 82.8 | 93.1 | 37.9 | 93.1 | 6.83 |
| Taiwan new dollar | 13.8 | 72.4 | 75.9 | 96.6 | 6.47 |
| Thai baht | 24.1 | 6.9 | 3.4 | 58.6 | 6.65 |
| Turkish lira | 96.6 | 34.5 | 0.0 | 0.0 | 13.55 |
| US dollar | 37.9 | 79.3 | 20.7 | 48.3 | 6.68 |
Page updated: 2021-07-31 02:36 EST DST (2021-07-31 06:36 UTC)