| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 17.2 | 100.0 | 58.6 | 48.3 | 8.30 |
| Brazilian real | 0.0 | 31.0 | 51.7 | 34.5 | 9.70 |
| British pound | 31.0 | 65.5 | 48.3 | 86.2 | 6.39 |
| Canadian dollar | 44.8 | 58.6 | 31.0 | 27.6 | 6.27 |
| Chilean peso | 100.0 | 96.6 | 55.2 | 17.2 | 11.08 |
| Chinese yuan renminbi | 55.2 | 48.3 | 34.5 | 31.0 | 6.31 |
| Czech koruna | 65.5 | 34.5 | 82.8 | 62.1 | 6.77 |
| Danish krone | 51.7 | 37.9 | 65.5 | 69.0 | 6.44 |
| Euro | 82.8 | 41.4 | 69.0 | 72.4 | 6.20 |
| Hong Kong dollar | 79.3 | 13.8 | 10.3 | 44.8 | 6.49 |
| Hungarian forint | 89.7 | 62.1 | 96.6 | 75.9 | 8.21 |
| Indian rupee | 58.6 | 3.4 | 3.4 | 13.8 | 7.92 |
| Indonesian rupiah | 69.0 | 10.3 | 6.9 | 10.3 | 6.57 |
| Israeli shekel | 3.4 | 72.4 | 79.3 | 89.7 | 9.38 |
| Japanese yen | 93.1 | 24.1 | 24.1 | 3.4 | 9.18 |
| Malaysian ringgit | 86.2 | 82.8 | 72.4 | 82.8 | 6.71 |
| Mexican peso | 41.4 | 89.7 | 93.1 | 58.6 | 8.21 |
| New Zealand dollar | 20.7 | 86.2 | 41.4 | 20.7 | 7.33 |
| Norwegian krone | 13.8 | 79.3 | 89.7 | 55.2 | 8.52 |
| Polish zloty | 37.9 | 44.8 | 62.1 | 100.0 | 7.10 |
| Saudi riyal | 72.4 | 17.2 | 13.8 | 41.4 | 6.48 |
| Singapore dollar | 48.3 | 55.2 | 37.9 | 51.7 | 5.58 |
| South African rand | 6.9 | 93.1 | 75.9 | 79.3 | 9.41 |
| South Korean won | 62.1 | 27.6 | 20.7 | 6.9 | 7.68 |
| Swedish krona | 10.3 | 75.9 | 100.0 | 93.1 | 8.14 |
| Swiss franc | 96.6 | 51.7 | 86.2 | 96.6 | 7.40 |
| Taiwan new dollar | 27.6 | 6.9 | 27.6 | 24.1 | 7.46 |
| Thai baht | 34.5 | 69.0 | 44.8 | 65.5 | 7.87 |
| Turkish lira | 24.1 | 0.0 | 0.0 | 0.0 | 7.49 |
| US dollar | 75.9 | 20.7 | 17.2 | 37.9 | 6.47 |
Page updated: 2026-02-15 03:14 EST (2026-02-15 08:14 UTC)