| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 41.4 | 51.7 | 44.8 | 13.8 | 7.35 |
| Brazilian real | 10.3 | 3.4 | 6.9 | 6.9 | 12.73 |
| British pound | 55.2 | 79.3 | 41.4 | 10.3 | 8.47 |
| Canadian dollar | 51.7 | 44.8 | 58.6 | 34.5 | 6.97 |
| Chilean peso | 20.7 | 93.1 | 17.2 | 75.9 | 10.64 |
| Chinese yuan renminbi | 62.1 | 89.7 | 48.3 | 48.3 | 6.22 |
| Czech koruna | 31.0 | 24.1 | 20.7 | 89.7 | 6.77 |
| Danish krone | 37.9 | 27.6 | 27.6 | 58.6 | 6.28 |
| Euro | 44.8 | 34.5 | 34.5 | 62.1 | 6.08 |
| Hong Kong dollar | 82.8 | 58.6 | 100.0 | 55.2 | 6.51 |
| Hungarian forint | 24.1 | 17.2 | 10.3 | 37.9 | 8.10 |
| Indian rupee | 96.6 | 96.6 | 62.1 | 31.0 | 7.71 |
| Indonesian rupiah | 100.0 | 82.8 | 86.2 | 20.7 | 6.81 |
| Israeli shekel | 31.0 | 100.0 | 82.8 | 96.6 | 7.03 |
| Japanese yen | 93.1 | 10.3 | 75.9 | 51.7 | 8.26 |
| Malaysian ringgit | 65.5 | 48.3 | 55.2 | 24.1 | 6.42 |
| Mexican peso | 79.3 | 86.2 | 69.0 | 17.2 | 9.89 |
| New Zealand dollar | 24.1 | 37.9 | 37.9 | 41.4 | 8.30 |
| Norwegian krone | 17.2 | 69.0 | 31.0 | 44.8 | 7.80 |
| Polish zloty | 20.7 | 41.4 | 13.8 | 79.3 | 7.12 |
| Saudi riyal | 89.7 | 72.4 | 96.6 | 72.4 | 6.56 |
| Singapore dollar | 65.5 | 75.9 | 79.3 | 65.5 | 5.67 |
| South African rand | 10.3 | 13.8 | 3.4 | 86.2 | 13.15 |
| South Korean won | 55.2 | 31.0 | 51.7 | 82.8 | 6.74 |
| Swedish krona | 6.9 | 6.9 | 24.1 | 3.4 | 7.94 |
| Swiss franc | 44.8 | 20.7 | 72.4 | 27.6 | 6.57 |
| Taiwan new dollar | 72.4 | 65.5 | 65.5 | 93.1 | 6.29 |
| Thai baht | 75.9 | 55.2 | 89.7 | 100.0 | 6.63 |
| Turkish lira | 3.4 | 0.0 | 0.0 | 0.0 | 18.49 |
| US dollar | 86.2 | 62.1 | 93.1 | 69.0 | 6.52 |
Page updated: 2019-04-18 19:10 EST DST (2019-04-18 23:10 UTC)