| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 89.7 | 27.6 | 0.0 | 17.2 | 7.54 |
| Brazilian real | 3.4 | 58.6 | 48.3 | 3.4 | 11.30 |
| British pound | 24.1 | 3.4 | 17.2 | 34.5 | 8.13 |
| Canadian dollar | 20.7 | 79.3 | 65.5 | 62.1 | 6.76 |
| Chilean peso | 17.2 | 20.7 | 6.9 | 37.9 | 11.02 |
| Chinese yuan renminbi | 51.7 | 17.2 | 51.7 | 48.3 | 7.03 |
| Czech koruna | 31.0 | 41.4 | 34.5 | 93.1 | 7.08 |
| Danish krone | 37.9 | 48.3 | 44.8 | 69.0 | 6.82 |
| Euro | 48.3 | 44.8 | 41.4 | 72.4 | 6.69 |
| Hong Kong dollar | 79.3 | 69.0 | 79.3 | 79.3 | 6.37 |
| Hungarian forint | 6.9 | 37.9 | 31.0 | 41.4 | 7.81 |
| Indian rupee | 13.8 | 13.8 | 55.2 | 44.8 | 7.55 |
| Indonesian rupiah | 27.6 | 82.8 | 86.2 | 24.1 | 6.96 |
| Israeli shekel | 100.0 | 86.2 | 93.1 | 96.6 | 7.60 |
| Japanese yen | 82.8 | 93.1 | 89.7 | 51.7 | 8.71 |
| Malaysian ringgit | 41.4 | 72.4 | 62.1 | 55.2 | 6.18 |
| Mexican peso | 44.8 | 6.9 | 27.6 | 31.0 | 10.44 |
| New Zealand dollar | 58.6 | 31.0 | 37.9 | 13.8 | 7.91 |
| Norwegian krone | 34.5 | 10.3 | 10.3 | 20.7 | 7.66 |
| Polish zloty | 55.2 | 24.1 | 24.1 | 58.6 | 7.27 |
| Saudi riyal | 72.4 | 62.1 | 75.9 | 82.8 | 6.38 |
| Singapore dollar | 65.5 | 55.2 | 69.0 | 65.5 | 5.74 |
| South African rand | 86.2 | 0.0 | 20.7 | 10.3 | 13.13 |
| South Korean won | 96.6 | 34.5 | 3.4 | 27.6 | 7.14 |
| Swedish krona | 10.3 | 51.7 | 13.8 | 6.9 | 7.47 |
| Swiss franc | 69.0 | 89.7 | 82.8 | 75.9 | 7.42 |
| Taiwan new dollar | 62.1 | 75.9 | 58.6 | 89.7 | 6.47 |
| Thai baht | 93.1 | 96.6 | 100.0 | 100.0 | 6.37 |
| Turkish lira | 0.0 | 100.0 | 96.6 | 0.0 | 15.13 |
| US dollar | 75.9 | 65.5 | 72.4 | 86.2 | 6.36 |
Page updated: 2019-08-20 19:10 EST DST (2019-08-20 23:10 UTC)