| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 65.5 | 37.9 | 10.3 | 17.2 | 9.26 |
| Brazilian real | 41.4 | 48.3 | 17.2 | 27.6 | 12.02 |
| British pound | 86.2 | 55.2 | 62.1 | 93.1 | 7.56 |
| Canadian dollar | 13.8 | 65.5 | 27.6 | 31.0 | 7.50 |
| Chilean peso | 37.9 | 3.4 | 20.7 | 13.8 | 13.38 |
| Chinese yuan renminbi | 44.8 | 24.1 | 48.3 | 24.1 | 7.73 |
| Czech koruna | 72.4 | 93.1 | 75.9 | 82.8 | 8.29 |
| Danish krone | 82.8 | 82.8 | 72.4 | 86.2 | 8.03 |
| Euro | 79.3 | 75.9 | 69.0 | 89.7 | 7.70 |
| Hong Kong dollar | 31.0 | 6.9 | 24.1 | 55.2 | 7.79 |
| Hungarian forint | 93.1 | 72.4 | 58.6 | 72.4 | 10.45 |
| Indian rupee | 44.8 | 10.3 | 3.4 | 6.9 | 7.75 |
| Indonesian rupiah | 10.3 | 20.7 | 37.9 | 10.3 | 8.17 |
| Israeli shekel | 37.9 | 86.2 | 65.5 | 44.8 | 13.14 |
| Japanese yen | 20.7 | 31.0 | 82.8 | 20.7 | 10.37 |
| Malaysian ringgit | 51.7 | 44.8 | 96.6 | 62.1 | 8.22 |
| Mexican peso | 51.7 | 79.3 | 6.9 | 69.0 | 10.71 |
| New Zealand dollar | 62.1 | 51.7 | 13.8 | 37.9 | 9.08 |
| Norwegian krone | 3.4 | 58.6 | 51.7 | 41.4 | 10.27 |
| Polish zloty | 96.6 | 69.0 | 86.2 | 100.0 | 9.03 |
| Saudi riyal | 20.7 | 13.8 | 31.0 | 48.3 | 7.75 |
| Singapore dollar | 62.1 | 41.4 | 55.2 | 75.9 | 6.70 |
| South African rand | 89.7 | 27.6 | 41.4 | 3.4 | 10.90 |
| South Korean won | 100.0 | 89.7 | 44.8 | 34.5 | 8.77 |
| Swedish krona | 6.9 | 62.1 | 79.3 | 65.5 | 10.14 |
| Swiss franc | 58.6 | 96.6 | 89.7 | 96.6 | 8.83 |
| Taiwan new dollar | 75.9 | 100.0 | 93.1 | 58.6 | 10.97 |
| Thai baht | 31.0 | 34.5 | 100.0 | 79.3 | 8.50 |
| Turkish lira | 0.0 | 0.0 | 0.0 | 0.0 | 9.16 |
| US dollar | 27.6 | 17.2 | 34.5 | 51.7 | 7.77 |
Page updated: 2025-06-21 03:13 EST DST (2025-06-21 07:13 UTC)