| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 89.7 | 79.3 | 89.7 | 79.3 | 6.66 |
| Brazilian real | 0.0 | 31.0 | 79.3 | 17.2 | 8.79 |
| British pound | 62.1 | 69.0 | 55.2 | 55.2 | 5.53 |
| Canadian dollar | 6.9 | 58.6 | 41.4 | 24.1 | 5.75 |
| Chilean peso | 72.4 | 3.4 | 69.0 | 10.3 | 10.97 |
| Chinese yuan renminbi | 44.8 | 75.9 | 75.9 | 69.0 | 5.36 |
| Czech koruna | 69.0 | 41.4 | 58.6 | 62.1 | 5.81 |
| Danish krone | 31.0 | 37.9 | 34.5 | 58.6 | 5.36 |
| Euro | 51.7 | 48.3 | 37.9 | 65.5 | 5.23 |
| Hong Kong dollar | 24.1 | 44.8 | 27.6 | 31.0 | 5.70 |
| Hungarian forint | 100.0 | 10.3 | 82.8 | 82.8 | 9.48 |
| Indian rupee | 13.8 | 72.4 | 6.9 | 6.9 | 6.34 |
| Indonesian rupiah | 37.9 | 89.7 | 3.4 | 3.4 | 6.42 |
| Israeli shekel | 86.2 | 6.9 | 100.0 | 100.0 | 9.25 |
| Japanese yen | 79.3 | 93.1 | 10.3 | 13.8 | 8.04 |
| Malaysian ringgit | 10.3 | 34.5 | 72.4 | 86.2 | 6.06 |
| Mexican peso | 93.1 | 96.6 | 93.1 | 44.8 | 7.11 |
| New Zealand dollar | 82.8 | 65.5 | 51.7 | 27.6 | 6.94 |
| Norwegian krone | 34.5 | 62.1 | 86.2 | 89.7 | 7.34 |
| Polish zloty | 65.5 | 20.7 | 20.7 | 75.9 | 6.41 |
| Saudi riyal | 17.2 | 51.7 | 48.3 | 37.9 | 5.80 |
| Singapore dollar | 48.3 | 82.8 | 62.1 | 48.3 | 4.88 |
| South African rand | 75.9 | 86.2 | 96.6 | 96.6 | 8.41 |
| South Korean won | 96.6 | 100.0 | 65.5 | 20.7 | 7.28 |
| Swedish krona | 58.6 | 17.2 | 24.1 | 93.1 | 7.06 |
| Swiss franc | 27.6 | 13.8 | 31.0 | 72.4 | 6.43 |
| Taiwan new dollar | 41.4 | 27.6 | 13.8 | 41.4 | 6.84 |
| Thai baht | 55.2 | 24.1 | 17.2 | 51.7 | 6.41 |
| Turkish lira | 3.4 | 0.0 | 0.0 | 0.0 | 6.13 |
| US dollar | 17.2 | 51.7 | 44.8 | 34.5 | 5.79 |
Page updated: 2026-09-05 03:17 EST DST (2026-09-05 07:17 UTC)