| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 55.2 | 17.2 | 24.1 | 17.2 | 18.01 |
| Brazilian real | 41.4 | 3.4 | 0.0 | 3.4 | 19.28 |
| British pound | 24.1 | 51.7 | 55.2 | 58.6 | 13.02 |
| Canadian dollar | 86.2 | 44.8 | 62.1 | 48.3 | 11.10 |
| Chilean peso | 89.7 | 37.9 | 6.9 | 13.8 | 17.20 |
| Chinese yuan renminbi | 79.3 | 79.3 | 65.5 | 51.7 | 10.44 |
| Czech koruna | 31.0 | 31.0 | 34.5 | 62.1 | 12.48 |
| Danish krone | 20.7 | 72.4 | 69.0 | 82.8 | 11.62 |
| Euro | 34.5 | 75.9 | 72.4 | 86.2 | 10.95 |
| Hong Kong dollar | 72.4 | 100.0 | 89.7 | 72.4 | 10.62 |
| Hungarian forint | 6.9 | 20.7 | 20.7 | 34.5 | 13.50 |
| Indian rupee | 82.8 | 65.5 | 41.4 | 31.0 | 11.28 |
| Indonesian rupiah | 93.1 | 13.8 | 27.6 | 20.7 | 13.51 |
| Israeli shekel | 69.0 | 69.0 | 79.3 | 75.9 | 17.16 |
| Japanese yen | 48.3 | 96.6 | 100.0 | 93.1 | 14.24 |
| Malaysian ringgit | 100.0 | 55.2 | 51.7 | 89.7 | 11.00 |
| Mexican peso | 3.4 | 6.9 | 10.3 | 10.3 | 21.73 |
| New Zealand dollar | 44.8 | 24.1 | 31.0 | 27.6 | 12.54 |
| Norwegian krone | 10.3 | 10.3 | 13.8 | 24.1 | 18.45 |
| Polish zloty | 17.2 | 34.5 | 37.9 | 44.8 | 12.03 |
| Saudi riyal | 58.6 | 89.7 | 82.8 | 65.5 | 10.69 |
| Singapore dollar | 62.1 | 58.6 | 58.6 | 55.2 | 9.51 |
| South African rand | 0.0 | 0.0 | 3.4 | 6.9 | 16.61 |
| South Korean won | 51.7 | 62.1 | 48.3 | 41.4 | 10.79 |
| Swedish krona | 13.8 | 48.3 | 44.8 | 37.9 | 11.86 |
| Swiss franc | 37.9 | 86.2 | 96.6 | 96.6 | 11.42 |
| Taiwan new dollar | 65.5 | 82.8 | 93.1 | 79.3 | 10.39 |
| Thai baht | 96.6 | 41.4 | 75.9 | 100.0 | 10.50 |
| Turkish lira | 27.6 | 27.6 | 17.2 | 0.0 | 15.30 |
| US dollar | 75.9 | 93.1 | 86.2 | 69.0 | 10.63 |
Page updated: 2020-04-03 19:10 EST DST (2020-04-03 23:10 UTC)