| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 27.6 | 86.2 | 65.5 | 93.1 | 10.56 |
| Brazilian real | 100.0 | 37.9 | 100.0 | 6.9 | 14.98 |
| British pound | 41.4 | 17.2 | 24.1 | 65.5 | 9.02 |
| Canadian dollar | 20.7 | 65.5 | 69.0 | 82.8 | 8.74 |
| Chilean peso | 89.7 | 31.0 | 27.6 | 13.8 | 21.88 |
| Chinese yuan renminbi | 48.3 | 62.1 | 62.1 | 89.7 | 8.36 |
| Czech koruna | 13.8 | 48.3 | 34.5 | 55.2 | 10.15 |
| Danish krone | 17.2 | 13.8 | 17.2 | 31.0 | 9.06 |
| Euro | 24.1 | 24.1 | 20.7 | 27.6 | 8.59 |
| Hong Kong dollar | 75.9 | 79.3 | 86.2 | 75.9 | 8.64 |
| Hungarian forint | 0.0 | 3.4 | 3.4 | 3.4 | 15.61 |
| Indian rupee | 93.1 | 41.4 | 51.7 | 24.1 | 9.05 |
| Indonesian rupiah | 62.1 | 58.6 | 75.9 | 51.7 | 8.87 |
| Israeli shekel | 37.9 | 96.6 | 79.3 | 100.0 | 9.83 |
| Japanese yen | 96.6 | 27.6 | 6.9 | 10.3 | 11.94 |
| Malaysian ringgit | 58.6 | 51.7 | 58.6 | 44.8 | 8.30 |
| Mexican peso | 69.0 | 82.8 | 89.7 | 58.6 | 11.68 |
| New Zealand dollar | 34.5 | 89.7 | 44.8 | 62.1 | 9.90 |
| Norwegian krone | 3.4 | 69.0 | 41.4 | 41.4 | 12.23 |
| Polish zloty | 10.3 | 6.9 | 13.8 | 17.2 | 12.28 |
| Saudi riyal | 86.2 | 72.4 | 93.1 | 69.0 | 8.75 |
| Singapore dollar | 55.2 | 93.1 | 82.8 | 79.3 | 7.75 |
| South African rand | 31.0 | 44.8 | 37.9 | 37.9 | 13.09 |
| South Korean won | 51.7 | 20.7 | 31.0 | 34.5 | 8.68 |
| Swedish krona | 6.9 | 10.3 | 10.3 | 48.3 | 10.17 |
| Swiss franc | 65.5 | 100.0 | 72.4 | 86.2 | 9.38 |
| Taiwan new dollar | 72.4 | 55.2 | 48.3 | 96.6 | 8.56 |
| Thai baht | 44.8 | 34.5 | 55.2 | 20.7 | 9.33 |
| Turkish lira | 82.8 | 0.0 | 0.0 | 0.0 | 23.01 |
| US dollar | 79.3 | 75.9 | 96.6 | 72.4 | 8.66 |
Page updated: 2022-08-16 03:19 EST DST (2022-08-16 07:19 UTC)