| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 34.5 | 51.7 | 82.8 | 51.7 | 8.38 |
| Brazilian real | 17.2 | 27.6 | 6.9 | 72.4 | 12.51 |
| British pound | 96.6 | 69.0 | 86.2 | 65.5 | 7.41 |
| Canadian dollar | 86.2 | 34.5 | 51.7 | 48.3 | 7.35 |
| Chilean peso | 0.0 | 58.6 | 13.8 | 27.6 | 14.91 |
| Chinese yuan renminbi | 72.4 | 75.9 | 58.6 | 41.4 | 7.21 |
| Czech koruna | 55.2 | 48.3 | 34.5 | 58.6 | 8.15 |
| Danish krone | 58.6 | 62.1 | 65.5 | 55.2 | 7.04 |
| Euro | 48.3 | 65.5 | 69.0 | 62.1 | 6.97 |
| Hong Kong dollar | 79.3 | 31.0 | 31.0 | 82.8 | 7.34 |
| Hungarian forint | 65.5 | 17.2 | 37.9 | 10.3 | 10.02 |
| Indian rupee | 69.0 | 10.3 | 10.3 | 31.0 | 7.34 |
| Indonesian rupiah | 10.3 | 86.2 | 27.6 | 44.8 | 7.87 |
| Israeli shekel | 6.9 | 6.9 | 41.4 | 13.8 | 11.95 |
| Japanese yen | 82.8 | 93.1 | 44.8 | 3.4 | 11.52 |
| Malaysian ringgit | 37.9 | 100.0 | 96.6 | 69.0 | 8.62 |
| Mexican peso | 100.0 | 0.0 | 3.4 | 96.6 | 13.73 |
| New Zealand dollar | 13.8 | 44.8 | 62.1 | 37.9 | 8.20 |
| Norwegian krone | 89.7 | 13.8 | 55.2 | 6.9 | 10.47 |
| Polish zloty | 20.7 | 41.4 | 93.1 | 86.2 | 8.51 |
| Saudi riyal | 51.7 | 20.7 | 17.2 | 75.9 | 7.48 |
| Singapore dollar | 44.8 | 79.3 | 72.4 | 93.1 | 6.44 |
| South African rand | 24.1 | 82.8 | 89.7 | 20.7 | 10.59 |
| South Korean won | 41.4 | 72.4 | 48.3 | 34.5 | 7.69 |
| Swedish krona | 62.1 | 55.2 | 75.9 | 17.2 | 8.80 |
| Swiss franc | 31.0 | 89.7 | 79.3 | 100.0 | 8.57 |
| Taiwan new dollar | 3.4 | 37.9 | 24.1 | 24.1 | 7.30 |
| Thai baht | 93.1 | 96.6 | 100.0 | 89.7 | 8.65 |
| Turkish lira | 27.6 | 3.4 | 0.0 | 0.0 | 12.17 |
| US dollar | 75.9 | 24.1 | 20.7 | 79.3 | 7.43 |
Page updated: 2024-10-05 02:51 EST DST (2024-10-05 06:51 UTC)