| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 41.4 | 69.0 | 24.1 | 41.4 | 8.41 |
| Brazilian real | 6.9 | 10.3 | 3.4 | 13.8 | 13.55 |
| British pound | 79.3 | 17.2 | 62.1 | 3.4 | 8.76 |
| Canadian dollar | 51.7 | 79.3 | 37.9 | 48.3 | 8.31 |
| Chilean peso | 17.2 | 27.6 | 75.9 | 89.7 | 11.14 |
| Chinese yuan renminbi | 37.9 | 6.9 | 58.6 | 17.2 | 7.75 |
| Czech koruna | 31.0 | 34.5 | 69.0 | 96.6 | 8.55 |
| Danish krone | 44.8 | 41.4 | 41.4 | 79.3 | 7.98 |
| Euro | 48.3 | 44.8 | 55.2 | 75.9 | 7.78 |
| Hong Kong dollar | 89.7 | 86.2 | 82.8 | 44.8 | 8.04 |
| Hungarian forint | 24.1 | 13.8 | 13.8 | 31.0 | 9.95 |
| Indian rupee | 10.3 | 65.5 | 20.7 | 24.1 | 8.22 |
| Indonesian rupiah | 20.7 | 51.7 | 17.2 | 27.6 | 8.47 |
| Israeli shekel | 96.6 | 72.4 | 51.7 | 72.4 | 8.32 |
| Japanese yen | 100.0 | 82.8 | 72.4 | 100.0 | 9.85 |
| Malaysian ringgit | 75.9 | 58.6 | 100.0 | 51.7 | 7.88 |
| Mexican peso | 13.8 | 100.0 | 27.6 | 6.9 | 12.15 |
| New Zealand dollar | 65.5 | 31.0 | 10.3 | 65.5 | 8.89 |
| Norwegian krone | 55.2 | 55.2 | 34.5 | 37.9 | 8.75 |
| Polish zloty | 27.6 | 37.9 | 44.8 | 55.2 | 9.46 |
| Saudi riyal | 82.8 | 93.1 | 89.7 | 62.1 | 8.10 |
| Singapore dollar | 58.6 | 75.9 | 79.3 | 69.0 | 6.92 |
| South African rand | 3.4 | 3.4 | 31.0 | 10.3 | 15.28 |
| South Korean won | 34.5 | 20.7 | 96.6 | 82.8 | 8.20 |
| Swedish krona | 72.4 | 24.1 | 6.9 | 20.7 | 9.39 |
| Swiss franc | 93.1 | 96.6 | 48.3 | 34.5 | 8.04 |
| Taiwan new dollar | 62.1 | 62.1 | 65.5 | 86.2 | 7.68 |
| Thai baht | 69.0 | 48.3 | 86.2 | 93.1 | 7.45 |
| Turkish lira | 0.0 | 0.0 | 0.0 | 0.0 | 32.42 |
| US dollar | 86.2 | 89.7 | 93.1 | 58.6 | 8.05 |
Page updated: 2018-08-14 01:43 EST DST (2018-08-14 05:43 UTC)