| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 82.8 | 72.4 | 79.3 | 31.0 | 9.94 |
| Brazilian real | 89.7 | 6.9 | 3.4 | 3.4 | 15.43 |
| British pound | 27.6 | 79.3 | 72.4 | 48.3 | 9.36 |
| Canadian dollar | 72.4 | 58.6 | 34.5 | 41.4 | 7.76 |
| Chilean peso | 0.0 | 89.7 | 13.8 | 10.3 | 13.99 |
| Chinese yuan renminbi | 79.3 | 93.1 | 82.8 | 58.6 | 7.42 |
| Czech koruna | 13.8 | 82.8 | 58.6 | 51.7 | 9.17 |
| Danish krone | 31.0 | 96.6 | 93.1 | 65.5 | 7.96 |
| Euro | 41.4 | 100.0 | 89.7 | 69.0 | 7.66 |
| Hong Kong dollar | 55.2 | 17.2 | 51.7 | 79.3 | 7.80 |
| Hungarian forint | 93.1 | 44.8 | 31.0 | 20.7 | 10.96 |
| Indian rupee | 100.0 | 75.9 | 24.1 | 27.6 | 8.06 |
| Indonesian rupiah | 65.5 | 3.4 | 20.7 | 34.5 | 9.23 |
| Israeli shekel | 75.9 | 13.8 | 55.2 | 86.2 | 9.46 |
| Japanese yen | 37.9 | 41.4 | 62.1 | 100.0 | 8.89 |
| Malaysian ringgit | 51.7 | 86.2 | 48.3 | 82.8 | 7.68 |
| Mexican peso | 69.0 | 62.1 | 10.3 | 13.8 | 14.21 |
| New Zealand dollar | 96.6 | 51.7 | 75.9 | 37.9 | 9.19 |
| Norwegian krone | 10.3 | 37.9 | 17.2 | 17.2 | 11.58 |
| Polish zloty | 3.4 | 48.3 | 69.0 | 44.8 | 8.84 |
| Saudi riyal | 62.1 | 24.1 | 37.9 | 72.4 | 7.84 |
| Singapore dollar | 44.8 | 34.5 | 44.8 | 62.1 | 6.82 |
| South African rand | 20.7 | 31.0 | 6.9 | 6.9 | 15.38 |
| South Korean won | 24.1 | 65.5 | 65.5 | 55.2 | 7.87 |
| Swedish krona | 6.9 | 69.0 | 96.6 | 24.1 | 8.58 |
| Swiss franc | 17.2 | 55.2 | 100.0 | 93.1 | 7.86 |
| Taiwan new dollar | 48.3 | 27.6 | 86.2 | 89.7 | 7.67 |
| Thai baht | 86.2 | 10.3 | 27.6 | 96.6 | 7.67 |
| Turkish lira | 34.5 | 0.0 | 0.0 | 0.0 | 12.46 |
| US dollar | 58.6 | 20.7 | 41.4 | 75.9 | 7.80 |
Page updated: 2020-09-26 02:55 EST DST (2020-09-26 06:55 UTC)