| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 86.2 | 27.6 | 17.2 | 55.2 | 9.47 |
| Brazilian real | 89.7 | 96.6 | 48.3 | 93.1 | 13.32 |
| British pound | 44.8 | 93.1 | 58.6 | 69.0 | 8.45 |
| Canadian dollar | 69.0 | 75.9 | 27.6 | 82.8 | 8.09 |
| Chilean peso | 75.9 | 65.5 | 86.2 | 65.5 | 15.47 |
| Chinese yuan renminbi | 51.7 | 13.8 | 34.5 | 79.3 | 7.61 |
| Czech koruna | 55.2 | 62.1 | 89.7 | 96.6 | 9.07 |
| Danish krone | 58.6 | 69.0 | 72.4 | 44.8 | 8.13 |
| Euro | 37.9 | 72.4 | 75.9 | 41.4 | 7.69 |
| Hong Kong dollar | 6.9 | 55.2 | 69.0 | 62.1 | 8.10 |
| Hungarian forint | 27.6 | 86.2 | 96.6 | 17.2 | 13.42 |
| Indian rupee | 17.2 | 34.5 | 31.0 | 24.1 | 7.81 |
| Indonesian rupiah | 20.7 | 79.3 | 51.7 | 51.7 | 8.08 |
| Israeli shekel | 3.4 | 24.1 | 10.3 | 27.6 | 10.93 |
| Japanese yen | 34.5 | 31.0 | 20.7 | 3.4 | 10.55 |
| Malaysian ringgit | 62.1 | 17.2 | 44.8 | 34.5 | 7.92 |
| Mexican peso | 65.5 | 82.8 | 100.0 | 100.0 | 11.64 |
| New Zealand dollar | 82.8 | 20.7 | 24.1 | 48.3 | 10.48 |
| Norwegian krone | 93.1 | 6.9 | 6.9 | 6.9 | 11.86 |
| Polish zloty | 96.6 | 100.0 | 82.8 | 37.9 | 9.97 |
| Saudi riyal | 10.3 | 48.3 | 62.1 | 75.9 | 8.11 |
| Singapore dollar | 41.4 | 51.7 | 79.3 | 86.2 | 7.05 |
| South African rand | 100.0 | 3.4 | 3.4 | 13.8 | 13.16 |
| South Korean won | 79.3 | 37.9 | 37.9 | 31.0 | 8.55 |
| Swedish krona | 72.4 | 10.3 | 13.8 | 10.3 | 9.29 |
| Swiss franc | 31.0 | 89.7 | 93.1 | 89.7 | 8.59 |
| Taiwan new dollar | 24.1 | 41.4 | 41.4 | 58.6 | 7.81 |
| Thai baht | 48.3 | 58.6 | 55.2 | 20.7 | 9.02 |
| Turkish lira | 0.0 | 0.0 | 0.0 | 0.0 | 13.86 |
| US dollar | 13.8 | 44.8 | 65.5 | 72.4 | 8.07 |
Page updated: 2023-06-03 03:11 EST DST (2023-06-03 07:11 UTC)