| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 10.3 | 58.6 | 20.7 | 24.1 | 7.46 |
| Brazilian real | 0.0 | 86.2 | 69.0 | 27.6 | 9.48 |
| British pound | 86.2 | 17.2 | 44.8 | 69.0 | 6.39 |
| Canadian dollar | 51.7 | 31.0 | 24.1 | 20.7 | 6.05 |
| Chilean peso | 96.6 | 100.0 | 55.2 | 55.2 | 11.19 |
| Chinese yuan renminbi | 82.8 | 75.9 | 37.9 | 51.7 | 5.86 |
| Czech koruna | 34.5 | 72.4 | 93.1 | 89.7 | 6.46 |
| Danish krone | 75.9 | 34.5 | 72.4 | 82.8 | 6.10 |
| Euro | 72.4 | 37.9 | 75.9 | 86.2 | 5.85 |
| Hong Kong dollar | 69.0 | 62.1 | 27.6 | 48.3 | 6.14 |
| Hungarian forint | 48.3 | 93.1 | 100.0 | 96.6 | 8.33 |
| Indian rupee | 17.2 | 24.1 | 3.4 | 10.3 | 6.46 |
| Indonesian rupiah | 89.7 | 20.7 | 10.3 | 17.2 | 6.36 |
| Israeli shekel | 6.9 | 96.6 | 89.7 | 65.5 | 9.79 |
| Japanese yen | 93.1 | 0.0 | 17.2 | 3.4 | 8.49 |
| Malaysian ringgit | 100.0 | 89.7 | 62.1 | 72.4 | 6.39 |
| Mexican peso | 13.8 | 79.3 | 82.8 | 62.1 | 8.30 |
| New Zealand dollar | 37.9 | 6.9 | 13.8 | 6.9 | 7.15 |
| Norwegian krone | 20.7 | 41.4 | 65.5 | 31.0 | 7.84 |
| Polish zloty | 24.1 | 44.8 | 86.2 | 100.0 | 6.86 |
| Saudi riyal | 58.6 | 51.7 | 34.5 | 44.8 | 6.13 |
| Singapore dollar | 62.1 | 27.6 | 41.4 | 58.6 | 5.26 |
| South African rand | 3.4 | 82.8 | 51.7 | 37.9 | 9.32 |
| South Korean won | 41.4 | 3.4 | 6.9 | 13.8 | 7.01 |
| Swedish krona | 44.8 | 65.5 | 96.6 | 79.3 | 7.50 |
| Swiss franc | 79.3 | 55.2 | 79.3 | 93.1 | 7.01 |
| Taiwan new dollar | 27.6 | 13.8 | 48.3 | 34.5 | 7.31 |
| Thai baht | 55.2 | 69.0 | 58.6 | 75.9 | 6.81 |
| Turkish lira | 31.0 | 10.3 | 0.0 | 0.0 | 7.15 |
| US dollar | 65.5 | 48.3 | 31.0 | 41.4 | 6.14 |
Page updated: 2025-11-22 03:44 EST (2025-11-22 08:44 UTC)