| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 82.8 | 27.6 | 31.0 | 24.1 | 8.08 |
| Brazilian real | 89.7 | 96.6 | 3.4 | 44.8 | 11.91 |
| British pound | 62.1 | 65.5 | 79.3 | 65.5 | 7.16 |
| Canadian dollar | 79.3 | 20.7 | 13.8 | 41.4 | 7.15 |
| Chilean peso | 93.1 | 93.1 | 86.2 | 27.6 | 12.47 |
| Chinese yuan renminbi | 34.5 | 48.3 | 37.9 | 37.9 | 7.04 |
| Czech koruna | 24.1 | 79.3 | 72.4 | 62.1 | 8.17 |
| Danish krone | 41.4 | 75.9 | 58.6 | 69.0 | 7.36 |
| Euro | 48.3 | 72.4 | 48.3 | 72.4 | 7.08 |
| Hong Kong dollar | 27.6 | 34.5 | 75.9 | 86.2 | 7.13 |
| Hungarian forint | 44.8 | 89.7 | 34.5 | 51.7 | 10.12 |
| Indian rupee | 51.7 | 3.4 | 24.1 | 34.5 | 7.06 |
| Indonesian rupiah | 3.4 | 6.9 | 20.7 | 31.0 | 7.33 |
| Israeli shekel | 86.2 | 13.8 | 65.5 | 48.3 | 10.37 |
| Japanese yen | 6.9 | 69.0 | 41.4 | 3.4 | 10.45 |
| Malaysian ringgit | 17.2 | 41.4 | 96.6 | 58.6 | 7.33 |
| Mexican peso | 65.5 | 55.2 | 0.0 | 93.1 | 12.40 |
| New Zealand dollar | 100.0 | 44.8 | 17.2 | 17.2 | 8.26 |
| Norwegian krone | 96.6 | 86.2 | 62.1 | 10.3 | 9.33 |
| Polish zloty | 0.0 | 82.8 | 89.7 | 100.0 | 8.99 |
| Saudi riyal | 20.7 | 37.9 | 55.2 | 82.8 | 7.26 |
| Singapore dollar | 58.6 | 51.7 | 69.0 | 89.7 | 6.18 |
| South African rand | 55.2 | 24.1 | 93.1 | 6.9 | 10.17 |
| South Korean won | 75.9 | 17.2 | 10.3 | 13.8 | 7.39 |
| Swedish krona | 72.4 | 100.0 | 82.8 | 55.2 | 9.35 |
| Swiss franc | 69.0 | 58.6 | 51.7 | 96.6 | 7.94 |
| Taiwan new dollar | 10.3 | 10.3 | 27.6 | 20.7 | 7.04 |
| Thai baht | 37.9 | 62.1 | 100.0 | 75.9 | 7.81 |
| Turkish lira | 31.0 | 0.0 | 6.9 | 0.0 | 8.18 |
| US dollar | 13.8 | 31.0 | 44.8 | 79.3 | 7.21 |
Page updated: 2025-03-18 03:11 EST DST (2025-03-18 07:11 UTC)