| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 72.4 | 96.6 | 58.6 | 31.0 | 11.32 |
| Brazilian real | 93.1 | 3.4 | 0.0 | 3.4 | 18.40 |
| British pound | 89.7 | 6.9 | 55.2 | 48.3 | 9.55 |
| Canadian dollar | 75.9 | 55.2 | 34.5 | 51.7 | 8.41 |
| Chilean peso | 0.0 | 58.6 | 10.3 | 13.8 | 17.34 |
| Chinese yuan renminbi | 41.4 | 24.1 | 51.7 | 55.2 | 8.01 |
| Czech koruna | 69.0 | 75.9 | 31.0 | 58.6 | 9.70 |
| Danish krone | 34.5 | 51.7 | 69.0 | 62.1 | 8.81 |
| Euro | 48.3 | 48.3 | 72.4 | 65.5 | 8.37 |
| Hong Kong dollar | 24.1 | 17.2 | 86.2 | 82.8 | 8.30 |
| Hungarian forint | 82.8 | 65.5 | 20.7 | 17.2 | 10.99 |
| Indian rupee | 13.8 | 27.6 | 24.1 | 20.7 | 8.61 |
| Indonesian rupiah | 51.7 | 100.0 | 65.5 | 41.4 | 10.88 |
| Israeli shekel | 65.5 | 62.1 | 93.1 | 89.7 | 9.97 |
| Japanese yen | 55.2 | 10.3 | 89.7 | 96.6 | 10.51 |
| Malaysian ringgit | 6.9 | 31.0 | 37.9 | 79.3 | 8.29 |
| Mexican peso | 96.6 | 72.4 | 13.8 | 10.3 | 15.25 |
| New Zealand dollar | 79.3 | 93.1 | 41.4 | 27.6 | 9.73 |
| Norwegian krone | 100.0 | 86.2 | 17.2 | 24.1 | 13.12 |
| Polish zloty | 58.6 | 69.0 | 27.6 | 37.9 | 9.44 |
| Saudi riyal | 31.0 | 20.7 | 82.8 | 75.9 | 8.38 |
| Singapore dollar | 44.8 | 44.8 | 48.3 | 69.0 | 7.46 |
| South African rand | 86.2 | 82.8 | 3.4 | 6.9 | 14.33 |
| South Korean won | 10.3 | 37.9 | 44.8 | 44.8 | 8.46 |
| Swedish krona | 37.9 | 89.7 | 75.9 | 34.5 | 9.11 |
| Swiss franc | 62.1 | 34.5 | 96.6 | 86.2 | 8.87 |
| Taiwan new dollar | 27.6 | 41.4 | 100.0 | 93.1 | 8.05 |
| Thai baht | 3.4 | 79.3 | 62.1 | 100.0 | 8.57 |
| Turkish lira | 17.2 | 0.0 | 6.9 | 0.0 | 12.42 |
| US dollar | 20.7 | 13.8 | 79.3 | 72.4 | 8.31 |
Page updated: 2020-07-02 01:59 EST DST (2020-07-02 05:59 UTC)