| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 31.0 | 24.1 | 82.8 | 34.5 | 10.00 |
| Brazilian real | 100.0 | 58.6 | 3.4 | 3.4 | 16.80 |
| British pound | 34.5 | 20.7 | 48.3 | 51.7 | 9.15 |
| Canadian dollar | 65.5 | 31.0 | 44.8 | 48.3 | 7.83 |
| Chilean peso | 96.6 | 34.5 | 65.5 | 6.9 | 14.27 |
| Chinese yuan renminbi | 48.3 | 82.8 | 75.9 | 69.0 | 7.65 |
| Czech koruna | 58.6 | 48.3 | 62.1 | 37.9 | 9.01 |
| Danish krone | 86.2 | 62.1 | 93.1 | 75.9 | 8.10 |
| Euro | 82.8 | 55.2 | 89.7 | 79.3 | 7.83 |
| Hong Kong dollar | 17.2 | 6.9 | 31.0 | 72.4 | 7.87 |
| Hungarian forint | 79.3 | 65.5 | 34.5 | 13.8 | 11.08 |
| Indian rupee | 10.3 | 3.4 | 10.3 | 10.3 | 8.12 |
| Indonesian rupiah | 27.6 | 86.2 | 17.2 | 31.0 | 9.11 |
| Israeli shekel | 75.9 | 69.0 | 69.0 | 89.7 | 9.18 |
| Japanese yen | 3.4 | 44.8 | 55.2 | 93.1 | 9.45 |
| Malaysian ringgit | 51.7 | 41.4 | 41.4 | 62.1 | 7.66 |
| Mexican peso | 13.8 | 96.6 | 13.8 | 20.7 | 13.11 |
| New Zealand dollar | 69.0 | 89.7 | 86.2 | 82.8 | 8.79 |
| Norwegian krone | 6.9 | 17.2 | 51.7 | 24.1 | 12.22 |
| Polish zloty | 93.1 | 27.6 | 58.6 | 27.6 | 9.44 |
| Saudi riyal | 24.1 | 10.3 | 20.7 | 55.2 | 7.89 |
| Singapore dollar | 37.9 | 51.7 | 37.9 | 65.5 | 6.96 |
| South African rand | 0.0 | 100.0 | 6.9 | 17.2 | 14.12 |
| South Korean won | 72.4 | 93.1 | 79.3 | 44.8 | 7.95 |
| Swedish krona | 41.4 | 72.4 | 100.0 | 41.4 | 8.73 |
| Swiss franc | 89.7 | 37.9 | 96.6 | 100.0 | 8.42 |
| Taiwan new dollar | 55.2 | 75.9 | 72.4 | 86.2 | 7.80 |
| Thai baht | 44.8 | 79.3 | 27.6 | 96.6 | 8.00 |
| Turkish lira | 62.1 | 0.0 | 0.0 | 0.0 | 21.17 |
| US dollar | 20.7 | 13.8 | 24.1 | 58.6 | 7.87 |
Page updated: 2020-12-02 18:10 EST (2020-12-02 23:10 UTC)