| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 86.2 | 41.4 | 44.8 | 37.9 | 8.83 |
| Brazilian real | 96.6 | 13.8 | 13.8 | 3.4 | 13.63 |
| British pound | 37.9 | 48.3 | 79.3 | 82.8 | 7.98 |
| Canadian dollar | 93.1 | 86.2 | 89.7 | 86.2 | 8.06 |
| Chilean peso | 3.4 | 10.3 | 3.4 | 6.9 | 16.44 |
| Chinese yuan renminbi | 55.2 | 96.6 | 96.6 | 93.1 | 7.00 |
| Czech koruna | 6.9 | 27.6 | 58.6 | 75.9 | 8.45 |
| Danish krone | 24.1 | 34.5 | 34.5 | 58.6 | 7.70 |
| Euro | 17.2 | 37.9 | 31.0 | 48.3 | 7.39 |
| Hong Kong dollar | 48.3 | 79.3 | 75.9 | 69.0 | 7.23 |
| Hungarian forint | 0.0 | 6.9 | 17.2 | 10.3 | 10.74 |
| Indian rupee | 34.5 | 58.6 | 69.0 | 20.7 | 7.43 |
| Indonesian rupiah | 75.9 | 72.4 | 72.4 | 79.3 | 7.67 |
| Israeli shekel | 79.3 | 100.0 | 100.0 | 100.0 | 9.41 |
| Japanese yen | 10.3 | 55.2 | 20.7 | 55.2 | 8.74 |
| Malaysian ringgit | 27.6 | 62.1 | 51.7 | 41.4 | 7.16 |
| Mexican peso | 72.4 | 20.7 | 37.9 | 31.0 | 11.12 |
| New Zealand dollar | 62.1 | 31.0 | 48.3 | 44.8 | 8.55 |
| Norwegian krone | 89.7 | 44.8 | 62.1 | 24.1 | 10.22 |
| Polish zloty | 13.8 | 17.2 | 10.3 | 17.2 | 9.70 |
| Saudi riyal | 41.4 | 89.7 | 86.2 | 65.5 | 7.28 |
| Singapore dollar | 65.5 | 65.5 | 65.5 | 72.4 | 6.57 |
| South African rand | 58.6 | 3.4 | 41.4 | 13.8 | 13.61 |
| South Korean won | 51.7 | 69.0 | 24.1 | 27.6 | 7.48 |
| Swedish krona | 69.0 | 24.1 | 27.6 | 51.7 | 8.49 |
| Swiss franc | 20.7 | 75.9 | 55.2 | 89.7 | 7.99 |
| Taiwan new dollar | 31.0 | 82.8 | 93.1 | 96.6 | 7.15 |
| Thai baht | 82.8 | 51.7 | 6.9 | 34.5 | 8.19 |
| Turkish lira | 100.0 | 0.0 | 0.0 | 0.0 | 27.72 |
| US dollar | 41.4 | 93.1 | 82.8 | 62.1 | 7.28 |
Page updated: 2021-12-07 18:10 EST (2021-12-07 23:10 UTC)