| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 65.5 | 48.3 | 75.9 | 51.7 | 8.30 |
| Brazilian real | 10.3 | 31.0 | 6.9 | 69.0 | 12.87 |
| British pound | 55.2 | 79.3 | 86.2 | 65.5 | 7.08 |
| Canadian dollar | 3.4 | 24.1 | 13.8 | 44.8 | 6.99 |
| Chilean peso | 100.0 | 72.4 | 24.1 | 27.6 | 14.95 |
| Chinese yuan renminbi | 44.8 | 37.9 | 55.2 | 41.4 | 7.02 |
| Czech koruna | 27.6 | 41.4 | 37.9 | 62.1 | 7.93 |
| Danish krone | 41.4 | 58.6 | 65.5 | 58.6 | 6.87 |
| Euro | 24.1 | 55.2 | 62.1 | 55.2 | 6.83 |
| Hong Kong dollar | 48.3 | 17.2 | 27.6 | 79.3 | 7.13 |
| Hungarian forint | 6.9 | 44.8 | 58.6 | 13.8 | 9.88 |
| Indian rupee | 31.0 | 6.9 | 10.3 | 31.0 | 7.11 |
| Indonesian rupiah | 58.6 | 89.7 | 44.8 | 48.3 | 7.64 |
| Israeli shekel | 0.0 | 27.6 | 51.7 | 17.2 | 11.74 |
| Japanese yen | 51.7 | 93.1 | 48.3 | 3.4 | 11.25 |
| Malaysian ringgit | 75.9 | 100.0 | 96.6 | 82.8 | 8.35 |
| Mexican peso | 17.2 | 0.0 | 3.4 | 89.7 | 13.23 |
| New Zealand dollar | 79.3 | 51.7 | 69.0 | 37.9 | 8.10 |
| Norwegian krone | 69.0 | 20.7 | 34.5 | 6.9 | 10.44 |
| Polish zloty | 13.8 | 69.0 | 100.0 | 86.2 | 8.47 |
| Saudi riyal | 34.5 | 13.8 | 17.2 | 72.4 | 7.27 |
| Singapore dollar | 62.1 | 75.9 | 72.4 | 96.6 | 6.32 |
| South African rand | 89.7 | 82.8 | 89.7 | 24.1 | 10.92 |
| South Korean won | 96.6 | 62.1 | 41.4 | 34.5 | 7.48 |
| Swedish krona | 72.4 | 65.5 | 82.8 | 10.3 | 8.67 |
| Swiss franc | 82.8 | 86.2 | 79.3 | 100.0 | 8.53 |
| Taiwan new dollar | 86.2 | 34.5 | 31.0 | 20.7 | 7.08 |
| Thai baht | 93.1 | 96.6 | 93.1 | 93.1 | 8.38 |
| Turkish lira | 20.7 | 3.4 | 0.0 | 0.0 | 11.99 |
| US dollar | 37.9 | 10.3 | 20.7 | 75.9 | 7.19 |
Page updated: 2024-09-28 03:22 EST DST (2024-09-28 07:22 UTC)