| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 34.5 | 20.7 | 17.2 | 13.8 | 6.92 |
| Brazilian real | 100.0 | 10.3 | 10.3 | 6.9 | 10.66 |
| British pound | 89.7 | 100.0 | 82.8 | 69.0 | 7.71 |
| Canadian dollar | 62.1 | 13.8 | 75.9 | 44.8 | 6.44 |
| Chilean peso | 0.0 | 0.0 | 0.0 | 3.4 | 19.45 |
| Chinese yuan renminbi | 41.4 | 62.1 | 44.8 | 34.5 | 5.97 |
| Czech koruna | 48.3 | 82.8 | 48.3 | 96.6 | 6.33 |
| Danish krone | 17.2 | 41.4 | 37.9 | 65.5 | 6.11 |
| Euro | 31.0 | 51.7 | 34.5 | 72.4 | 5.89 |
| Hong Kong dollar | 58.6 | 37.9 | 55.2 | 41.4 | 5.72 |
| Hungarian forint | 6.9 | 55.2 | 24.1 | 48.3 | 7.56 |
| Indian rupee | 93.1 | 69.0 | 51.7 | 27.6 | 6.63 |
| Indonesian rupiah | 86.2 | 31.0 | 86.2 | 24.1 | 6.04 |
| Israeli shekel | 27.6 | 86.2 | 96.6 | 93.1 | 6.96 |
| Japanese yen | 82.8 | 6.9 | 89.7 | 82.8 | 7.19 |
| Malaysian ringgit | 65.5 | 48.3 | 65.5 | 86.2 | 5.76 |
| Mexican peso | 96.6 | 72.4 | 93.1 | 79.3 | 8.83 |
| New Zealand dollar | 44.8 | 89.7 | 27.6 | 10.3 | 7.44 |
| Norwegian krone | 20.7 | 3.4 | 6.9 | 17.2 | 7.52 |
| Polish zloty | 13.8 | 79.3 | 41.4 | 89.7 | 6.95 |
| Saudi riyal | 51.7 | 27.6 | 62.1 | 51.7 | 5.75 |
| Singapore dollar | 69.0 | 75.9 | 72.4 | 75.9 | 5.25 |
| South African rand | 75.9 | 58.6 | 31.0 | 20.7 | 11.43 |
| South Korean won | 24.1 | 34.5 | 13.8 | 37.9 | 6.39 |
| Swedish krona | 10.3 | 93.1 | 20.7 | 31.0 | 7.22 |
| Swiss franc | 37.9 | 44.8 | 69.0 | 58.6 | 6.82 |
| Taiwan new dollar | 72.4 | 96.6 | 79.3 | 62.1 | 5.85 |
| Thai baht | 79.3 | 65.5 | 100.0 | 100.0 | 6.04 |
| Turkish lira | 3.4 | 17.2 | 3.4 | 0.0 | 11.75 |
| US dollar | 55.2 | 24.1 | 58.6 | 55.2 | 5.73 |
Page updated: 2019-12-10 02:20 EST (2019-12-10 07:20 UTC)