| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 48.3 | 3.4 | 37.9 | 41.4 | 7.74 |
| Brazilian real | 89.7 | 13.8 | 0.0 | 62.1 | 12.07 |
| British pound | 72.4 | 17.2 | 65.5 | 58.6 | 7.50 |
| Canadian dollar | 37.9 | 44.8 | 27.6 | 44.8 | 6.76 |
| Chilean peso | 13.8 | 6.9 | 13.8 | 13.8 | 13.20 |
| Chinese yuan renminbi | 24.1 | 72.4 | 69.0 | 37.9 | 6.95 |
| Czech koruna | 82.8 | 55.2 | 31.0 | 55.2 | 8.06 |
| Danish krone | 79.3 | 51.7 | 51.7 | 65.5 | 7.38 |
| Euro | 62.1 | 48.3 | 48.3 | 69.0 | 6.83 |
| Hong Kong dollar | 10.3 | 89.7 | 86.2 | 89.7 | 7.04 |
| Hungarian forint | 86.2 | 10.3 | 10.3 | 10.3 | 11.08 |
| Indian rupee | 27.6 | 62.1 | 58.6 | 34.5 | 6.87 |
| Indonesian rupiah | 34.5 | 27.6 | 62.1 | 48.3 | 7.27 |
| Israeli shekel | 93.1 | 100.0 | 96.6 | 51.7 | 10.19 |
| Japanese yen | 3.4 | 69.0 | 34.5 | 3.4 | 9.83 |
| Malaysian ringgit | 69.0 | 79.3 | 100.0 | 72.4 | 7.40 |
| Mexican peso | 65.5 | 41.4 | 3.4 | 86.2 | 12.20 |
| New Zealand dollar | 51.7 | 0.0 | 17.2 | 27.6 | 7.60 |
| Norwegian krone | 100.0 | 58.6 | 24.1 | 6.9 | 9.09 |
| Polish zloty | 96.6 | 82.8 | 75.9 | 79.3 | 9.08 |
| Saudi riyal | 20.7 | 96.6 | 79.3 | 96.6 | 7.21 |
| Singapore dollar | 31.0 | 65.5 | 72.4 | 82.8 | 6.19 |
| South African rand | 58.6 | 20.7 | 89.7 | 17.2 | 10.52 |
| South Korean won | 55.2 | 34.5 | 20.7 | 20.7 | 7.70 |
| Swedish krona | 75.9 | 37.9 | 41.4 | 24.1 | 8.49 |
| Swiss franc | 41.4 | 24.1 | 55.2 | 100.0 | 7.54 |
| Taiwan new dollar | 0.0 | 75.9 | 44.8 | 31.0 | 7.02 |
| Thai baht | 44.8 | 86.2 | 93.1 | 75.9 | 7.99 |
| Turkish lira | 6.9 | 31.0 | 6.9 | 0.0 | 8.39 |
| US dollar | 17.2 | 93.1 | 82.8 | 93.1 | 7.12 |
Page updated: 2025-01-22 18:10 EST (2025-01-22 23:10 UTC)