| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 17.2 | 89.7 | 79.3 | 58.6 | 8.68 |
| Brazilian real | 34.5 | 100.0 | 96.6 | 44.8 | 9.16 |
| British pound | 37.9 | 48.3 | 34.5 | 72.4 | 6.64 |
| Canadian dollar | 75.9 | 65.5 | 31.0 | 27.6 | 7.00 |
| Chilean peso | 100.0 | 72.4 | 72.4 | 17.2 | 15.59 |
| Chinese yuan renminbi | 79.3 | 79.3 | 69.0 | 41.4 | 6.80 |
| Czech koruna | 24.1 | 44.8 | 65.5 | 48.3 | 6.93 |
| Danish krone | 6.9 | 37.9 | 44.8 | 62.1 | 6.69 |
| Euro | 10.3 | 41.4 | 48.3 | 65.5 | 6.33 |
| Hong Kong dollar | 51.7 | 17.2 | 20.7 | 37.9 | 7.40 |
| Hungarian forint | 20.7 | 93.1 | 93.1 | 79.3 | 12.66 |
| Indian rupee | 3.4 | 6.9 | 6.9 | 10.3 | 7.91 |
| Indonesian rupiah | 86.2 | 10.3 | 13.8 | 6.9 | 7.40 |
| Israeli shekel | 31.0 | 86.2 | 100.0 | 100.0 | 10.05 |
| Japanese yen | 89.7 | 13.8 | 3.4 | 3.4 | 8.21 |
| Malaysian ringgit | 62.1 | 82.8 | 75.9 | 82.8 | 7.04 |
| Mexican peso | 0.0 | 75.9 | 86.2 | 51.7 | 8.87 |
| New Zealand dollar | 27.6 | 58.6 | 17.2 | 20.7 | 7.78 |
| Norwegian krone | 96.6 | 96.6 | 82.8 | 89.7 | 9.74 |
| Polish zloty | 13.8 | 34.5 | 55.2 | 96.6 | 7.69 |
| Saudi riyal | 72.4 | 24.1 | 27.6 | 34.5 | 7.39 |
| Singapore dollar | 69.0 | 62.1 | 37.9 | 55.2 | 6.03 |
| South African rand | 44.8 | 51.7 | 89.7 | 75.9 | 11.66 |
| South Korean won | 65.5 | 31.0 | 10.3 | 13.8 | 7.78 |
| Swedish krona | 58.6 | 20.7 | 62.1 | 86.2 | 9.89 |
| Swiss franc | 82.8 | 69.0 | 58.6 | 93.1 | 7.20 |
| Taiwan new dollar | 93.1 | 55.2 | 41.4 | 24.1 | 7.76 |
| Thai baht | 48.3 | 3.4 | 51.7 | 69.0 | 7.91 |
| Turkish lira | 41.4 | 0.0 | 0.0 | 0.0 | 7.98 |
| US dollar | 55.2 | 27.6 | 24.1 | 31.0 | 7.39 |
Page updated: 2026-04-21 01:14 EST DST (2026-04-21 05:14 UTC)