| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 10.3 | 31.0 | 44.8 | 48.3 | 8.20 |
| Brazilian real | 0.0 | 3.4 | 0.0 | 55.2 | 13.70 |
| British pound | 75.9 | 51.7 | 86.2 | 72.4 | 7.33 |
| Canadian dollar | 20.7 | 37.9 | 31.0 | 44.8 | 7.43 |
| Chilean peso | 31.0 | 48.3 | 10.3 | 24.1 | 14.30 |
| Chinese yuan renminbi | 48.3 | 62.1 | 62.1 | 31.0 | 6.99 |
| Czech koruna | 89.7 | 17.2 | 24.1 | 65.5 | 8.23 |
| Danish krone | 86.2 | 27.6 | 51.7 | 58.6 | 7.33 |
| Euro | 79.3 | 24.1 | 55.2 | 62.1 | 7.01 |
| Hong Kong dollar | 44.8 | 96.6 | 82.8 | 86.2 | 7.32 |
| Hungarian forint | 24.1 | 0.0 | 13.8 | 10.3 | 11.28 |
| Indian rupee | 41.4 | 86.2 | 58.6 | 41.4 | 7.30 |
| Indonesian rupiah | 37.9 | 58.6 | 41.4 | 51.7 | 7.71 |
| Israeli shekel | 69.0 | 100.0 | 89.7 | 34.5 | 10.68 |
| Japanese yen | 65.5 | 20.7 | 34.5 | 3.4 | 10.10 |
| Malaysian ringgit | 72.4 | 69.0 | 100.0 | 69.0 | 7.83 |
| Mexican peso | 82.8 | 82.8 | 6.9 | 96.6 | 13.56 |
| New Zealand dollar | 13.8 | 13.8 | 20.7 | 27.6 | 7.86 |
| Norwegian krone | 3.4 | 41.4 | 48.3 | 6.9 | 10.02 |
| Polish zloty | 93.1 | 34.5 | 65.5 | 89.7 | 8.89 |
| Saudi riyal | 27.6 | 89.7 | 69.0 | 79.3 | 7.59 |
| Singapore dollar | 55.2 | 55.2 | 79.3 | 93.1 | 6.36 |
| South African rand | 62.1 | 72.4 | 96.6 | 37.9 | 10.78 |
| South Korean won | 6.9 | 6.9 | 17.2 | 13.8 | 7.57 |
| Swedish krona | 58.6 | 10.3 | 27.6 | 17.2 | 8.64 |
| Swiss franc | 96.6 | 44.8 | 72.4 | 100.0 | 7.89 |
| Taiwan new dollar | 51.7 | 75.9 | 37.9 | 20.7 | 7.26 |
| Thai baht | 100.0 | 79.3 | 93.1 | 75.9 | 8.38 |
| Turkish lira | 17.2 | 65.5 | 3.4 | 0.0 | 11.85 |
| US dollar | 34.5 | 93.1 | 75.9 | 82.8 | 7.40 |
Page updated: 2024-12-07 03:18 EST (2024-12-07 08:18 UTC)