| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 93.1 | 44.8 | 20.7 | 20.7 | 11.97 |
| Brazilian real | 44.8 | 58.6 | 6.9 | 10.3 | 14.53 |
| British pound | 86.2 | 72.4 | 75.9 | 86.2 | 8.73 |
| Canadian dollar | 82.8 | 55.2 | 24.1 | 48.3 | 8.63 |
| Chilean peso | 96.6 | 65.5 | 48.3 | 24.1 | 15.81 |
| Chinese yuan renminbi | 69.0 | 13.8 | 27.6 | 34.5 | 8.92 |
| Czech koruna | 89.7 | 93.1 | 79.3 | 79.3 | 9.55 |
| Danish krone | 34.5 | 79.3 | 69.0 | 89.7 | 9.49 |
| Euro | 65.5 | 82.8 | 72.4 | 93.1 | 9.18 |
| Hong Kong dollar | 58.6 | 31.0 | 44.8 | 69.0 | 8.97 |
| Hungarian forint | 75.9 | 89.7 | 55.2 | 51.7 | 11.38 |
| Indian rupee | 51.7 | 41.4 | 17.2 | 31.0 | 8.78 |
| Indonesian rupiah | 79.3 | 3.4 | 13.8 | 6.9 | 9.22 |
| Israeli shekel | 100.0 | 10.3 | 62.1 | 44.8 | 12.55 |
| Japanese yen | 3.4 | 86.2 | 86.2 | 27.6 | 12.10 |
| Malaysian ringgit | 72.4 | 34.5 | 89.7 | 55.2 | 9.01 |
| Mexican peso | 37.9 | 51.7 | 3.4 | 75.9 | 13.75 |
| New Zealand dollar | 27.6 | 62.1 | 41.4 | 37.9 | 10.93 |
| Norwegian krone | 24.1 | 75.9 | 65.5 | 17.2 | 12.06 |
| Polish zloty | 62.1 | 69.0 | 82.8 | 100.0 | 10.46 |
| Saudi riyal | 48.3 | 20.7 | 31.0 | 58.6 | 8.98 |
| Singapore dollar | 31.0 | 48.3 | 58.6 | 82.8 | 7.70 |
| South African rand | 10.3 | 6.9 | 51.7 | 3.4 | 12.65 |
| South Korean won | 6.9 | 17.2 | 10.3 | 13.8 | 9.57 |
| Swedish krona | 0.0 | 100.0 | 100.0 | 65.5 | 11.84 |
| Swiss franc | 13.8 | 96.6 | 93.1 | 96.6 | 11.44 |
| Taiwan new dollar | 41.4 | 27.6 | 37.9 | 41.4 | 8.68 |
| Thai baht | 20.7 | 37.9 | 96.6 | 72.4 | 9.96 |
| Turkish lira | 17.2 | 0.0 | 0.0 | 0.0 | 10.91 |
| US dollar | 55.2 | 24.1 | 34.5 | 62.1 | 8.97 |
Page updated: 2025-04-25 19:10 EST DST (2025-04-25 23:10 UTC)