| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 37.9 | 17.2 | 13.8 | 37.9 | 8.22 |
| Brazilian real | 96.6 | 100.0 | 3.4 | 82.8 | 15.59 |
| British pound | 72.4 | 89.7 | 72.4 | 3.4 | 8.97 |
| Canadian dollar | 79.3 | 93.1 | 41.4 | 48.3 | 8.89 |
| Chilean peso | 93.1 | 13.8 | 24.1 | 51.7 | 12.53 |
| Chinese yuan renminbi | 31.0 | 20.7 | 34.5 | 17.2 | 7.52 |
| Czech koruna | 10.3 | 48.3 | 58.6 | 96.6 | 8.19 |
| Danish krone | 27.6 | 41.4 | 55.2 | 79.3 | 7.84 |
| Euro | 34.5 | 37.9 | 62.1 | 75.9 | 7.53 |
| Hong Kong dollar | 17.2 | 62.1 | 75.9 | 41.4 | 7.61 |
| Hungarian forint | 75.9 | 69.0 | 31.0 | 34.5 | 9.12 |
| Indian rupee | 65.5 | 3.4 | 6.9 | 10.3 | 8.32 |
| Indonesian rupiah | 55.2 | 10.3 | 10.3 | 13.8 | 7.74 |
| Israeli shekel | 0.0 | 55.2 | 37.9 | 89.7 | 8.25 |
| Japanese yen | 3.4 | 75.9 | 79.3 | 93.1 | 9.22 |
| Malaysian ringgit | 41.4 | 27.6 | 100.0 | 62.1 | 7.48 |
| Mexican peso | 58.6 | 82.8 | 93.1 | 6.9 | 11.80 |
| New Zealand dollar | 89.7 | 24.1 | 20.7 | 31.0 | 8.47 |
| Norwegian krone | 69.0 | 72.4 | 44.8 | 44.8 | 8.56 |
| Polish zloty | 48.3 | 65.5 | 48.3 | 72.4 | 8.75 |
| Saudi riyal | 24.1 | 51.7 | 82.8 | 55.2 | 7.60 |
| Singapore dollar | 51.7 | 34.5 | 65.5 | 65.5 | 6.71 |
| South African rand | 96.6 | 6.9 | 27.6 | 20.7 | 16.06 |
| South Korean won | 82.8 | 79.3 | 89.7 | 69.0 | 8.19 |
| Swedish krona | 86.2 | 44.8 | 17.2 | 24.1 | 9.35 |
| Swiss franc | 6.9 | 86.2 | 69.0 | 27.6 | 8.26 |
| Taiwan new dollar | 44.8 | 31.0 | 51.7 | 86.2 | 7.64 |
| Thai baht | 62.1 | 96.6 | 96.6 | 100.0 | 7.37 |
| Turkish lira | 24.1 | 0.0 | 0.0 | 0.0 | 27.11 |
| US dollar | 13.8 | 58.6 | 86.2 | 58.6 | 7.57 |
Page updated: 2018-10-16 19:10 EST DST (2018-10-16 23:10 UTC)