| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 58.6 | 79.3 | 48.3 | 86.2 | 11.80 |
| Brazilian real | 93.1 | 100.0 | 100.0 | 10.3 | 15.97 |
| British pound | 10.3 | 13.8 | 31.0 | 58.6 | 9.23 |
| Canadian dollar | 72.4 | 82.8 | 62.1 | 93.1 | 9.08 |
| Chilean peso | 100.0 | 51.7 | 13.8 | 6.9 | 16.15 |
| Chinese yuan renminbi | 31.0 | 44.8 | 72.4 | 89.7 | 8.40 |
| Czech koruna | 79.3 | 20.7 | 41.4 | 62.1 | 11.95 |
| Danish krone | 17.2 | 24.1 | 24.1 | 41.4 | 9.08 |
| Euro | 41.4 | 27.6 | 27.6 | 37.9 | 8.65 |
| Hong Kong dollar | 55.2 | 86.2 | 86.2 | 79.3 | 8.68 |
| Hungarian forint | 96.6 | 3.4 | 3.4 | 3.4 | 15.10 |
| Indian rupee | 34.5 | 69.0 | 69.0 | 27.6 | 8.53 |
| Indonesian rupiah | 6.9 | 75.9 | 79.3 | 65.5 | 8.90 |
| Israeli shekel | 82.8 | 62.1 | 82.8 | 100.0 | 10.82 |
| Japanese yen | 86.2 | 6.9 | 20.7 | 13.8 | 11.08 |
| Malaysian ringgit | 27.6 | 65.5 | 58.6 | 44.8 | 8.41 |
| Mexican peso | 75.9 | 96.6 | 89.7 | 48.3 | 10.87 |
| New Zealand dollar | 69.0 | 58.6 | 34.5 | 55.2 | 10.27 |
| Norwegian krone | 3.4 | 17.2 | 17.2 | 20.7 | 13.09 |
| Polish zloty | 62.1 | 10.3 | 10.3 | 17.2 | 12.43 |
| Saudi riyal | 44.8 | 93.1 | 93.1 | 72.4 | 8.74 |
| Singapore dollar | 37.9 | 72.4 | 75.9 | 69.0 | 7.73 |
| South African rand | 89.7 | 48.3 | 37.9 | 24.1 | 13.74 |
| South Korean won | 65.5 | 55.2 | 44.8 | 34.5 | 8.42 |
| Swedish krona | 13.8 | 37.9 | 6.9 | 51.7 | 10.76 |
| Swiss franc | 51.7 | 31.0 | 51.7 | 82.8 | 8.80 |
| Taiwan new dollar | 20.7 | 41.4 | 65.5 | 96.6 | 8.30 |
| Thai baht | 24.1 | 34.5 | 55.2 | 31.0 | 8.84 |
| Turkish lira | 0.0 | 0.0 | 0.0 | 0.0 | 23.76 |
| US dollar | 48.3 | 89.7 | 96.6 | 75.9 | 8.73 |
Page updated: 2022-05-18 19:10 EST DST (2022-05-18 23:10 UTC)