| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 82.8 | 86.2 | 82.8 | 31.0 | 10.16 |
| Brazilian real | 93.1 | 79.3 | 0.0 | 3.4 | 15.56 |
| British pound | 55.2 | 51.7 | 96.6 | 69.0 | 9.00 |
| Canadian dollar | 72.4 | 48.3 | 31.0 | 44.8 | 7.99 |
| Chilean peso | 3.4 | 65.5 | 13.8 | 13.8 | 15.12 |
| Chinese yuan renminbi | 44.8 | 20.7 | 58.6 | 51.7 | 7.64 |
| Czech koruna | 86.2 | 100.0 | 75.9 | 62.1 | 9.59 |
| Danish krone | 69.0 | 75.9 | 86.2 | 58.6 | 8.30 |
| Euro | 51.7 | 69.0 | 79.3 | 65.5 | 7.93 |
| Hong Kong dollar | 10.3 | 3.4 | 55.2 | 79.3 | 7.87 |
| Hungarian forint | 75.9 | 82.8 | 44.8 | 24.1 | 10.47 |
| Indian rupee | 20.7 | 13.8 | 17.2 | 17.2 | 7.89 |
| Indonesian rupiah | 65.5 | 37.9 | 20.7 | 34.5 | 9.75 |
| Israeli shekel | 31.0 | 34.5 | 69.0 | 93.1 | 9.13 |
| Japanese yen | 27.6 | 10.3 | 48.3 | 89.7 | 9.48 |
| Malaysian ringgit | 41.4 | 31.0 | 34.5 | 82.8 | 7.83 |
| Mexican peso | 96.6 | 58.6 | 10.3 | 10.3 | 13.99 |
| New Zealand dollar | 48.3 | 72.4 | 62.1 | 27.6 | 8.78 |
| Norwegian krone | 100.0 | 96.6 | 24.1 | 20.7 | 11.81 |
| Polish zloty | 79.3 | 93.1 | 72.4 | 48.3 | 9.02 |
| Saudi riyal | 13.8 | 6.9 | 37.9 | 72.4 | 7.93 |
| Singapore dollar | 34.5 | 41.4 | 51.7 | 55.2 | 6.92 |
| South African rand | 89.7 | 62.1 | 6.9 | 6.9 | 14.16 |
| South Korean won | 37.9 | 27.6 | 65.5 | 41.4 | 7.83 |
| Swedish krona | 58.6 | 89.7 | 100.0 | 37.9 | 8.59 |
| Swiss franc | 62.1 | 55.2 | 89.7 | 96.6 | 8.25 |
| Taiwan new dollar | 17.2 | 17.2 | 93.1 | 86.2 | 7.61 |
| Thai baht | 24.1 | 44.8 | 27.6 | 100.0 | 7.99 |
| Turkish lira | 0.0 | 24.1 | 3.4 | 0.0 | 12.34 |
| US dollar | 6.9 | 0.0 | 41.4 | 75.9 | 7.89 |
Page updated: 2020-08-06 02:51 EST DST (2020-08-06 06:51 UTC)