| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 58.6 | 13.8 | 24.1 | 13.8 | 6.81 |
| Brazilian real | 93.1 | 10.3 | 3.4 | 3.4 | 9.91 |
| British pound | 48.3 | 82.8 | 65.5 | 82.8 | 7.89 |
| Canadian dollar | 41.4 | 75.9 | 69.0 | 44.8 | 6.10 |
| Chilean peso | 13.8 | 20.7 | 0.0 | 6.9 | 14.80 |
| Chinese yuan renminbi | 65.5 | 72.4 | 37.9 | 41.4 | 6.45 |
| Czech koruna | 24.1 | 58.6 | 55.2 | 96.6 | 6.54 |
| Danish krone | 89.7 | 37.9 | 31.0 | 69.0 | 6.15 |
| Euro | 86.2 | 44.8 | 34.5 | 72.4 | 6.09 |
| Hong Kong dollar | 55.2 | 86.2 | 86.2 | 48.3 | 5.69 |
| Hungarian forint | 72.4 | 24.1 | 10.3 | 34.5 | 7.61 |
| Indian rupee | 62.1 | 62.1 | 62.1 | 27.6 | 6.32 |
| Indonesian rupiah | 3.4 | 93.1 | 93.1 | 37.9 | 6.47 |
| Israeli shekel | 20.7 | 89.7 | 100.0 | 93.1 | 6.65 |
| Japanese yen | 100.0 | 31.0 | 72.4 | 65.5 | 7.92 |
| Malaysian ringgit | 6.9 | 55.2 | 48.3 | 89.7 | 5.91 |
| Mexican peso | 0.0 | 100.0 | 82.8 | 86.2 | 8.56 |
| New Zealand dollar | 79.3 | 51.7 | 27.6 | 17.2 | 7.13 |
| Norwegian krone | 31.0 | 27.6 | 13.8 | 20.7 | 7.42 |
| Polish zloty | 37.9 | 41.4 | 44.8 | 75.9 | 6.63 |
| Saudi riyal | 75.9 | 65.5 | 75.9 | 51.7 | 5.73 |
| Singapore dollar | 51.7 | 17.2 | 51.7 | 58.6 | 5.60 |
| South African rand | 27.6 | 34.5 | 20.7 | 10.3 | 11.27 |
| South Korean won | 10.3 | 6.9 | 17.2 | 31.0 | 6.72 |
| Swedish krona | 82.8 | 48.3 | 41.4 | 24.1 | 6.82 |
| Swiss franc | 96.6 | 96.6 | 96.6 | 79.3 | 6.74 |
| Taiwan new dollar | 44.8 | 79.3 | 89.7 | 62.1 | 6.00 |
| Thai baht | 34.5 | 3.4 | 58.6 | 100.0 | 6.38 |
| Turkish lira | 17.2 | 0.0 | 6.9 | 0.0 | 10.33 |
| US dollar | 69.0 | 69.0 | 79.3 | 55.2 | 5.70 |
Page updated: 2020-02-25 02:16 EST (2020-02-25 07:16 UTC)