| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 79.3 | 55.2 | 24.1 | 41.4 | 8.49 |
| Brazilian real | 89.7 | 6.9 | 3.4 | 6.9 | 14.07 |
| British pound | 20.7 | 27.6 | 86.2 | 10.3 | 8.30 |
| Canadian dollar | 10.3 | 75.9 | 44.8 | 20.7 | 8.03 |
| Chilean peso | 0.0 | 37.9 | 72.4 | 48.3 | 10.38 |
| Chinese yuan renminbi | 34.5 | 86.2 | 93.1 | 44.8 | 7.01 |
| Czech koruna | 55.2 | 20.7 | 96.6 | 96.6 | 8.41 |
| Danish krone | 72.4 | 34.5 | 75.9 | 86.2 | 7.63 |
| Euro | 51.7 | 31.0 | 82.8 | 82.8 | 7.41 |
| Hong Kong dollar | 31.0 | 96.6 | 41.4 | 58.6 | 7.46 |
| Hungarian forint | 75.9 | 10.3 | 37.9 | 55.2 | 9.17 |
| Indian rupee | 62.1 | 58.6 | 10.3 | 31.0 | 7.55 |
| Indonesian rupiah | 48.3 | 89.7 | 13.8 | 34.5 | 7.71 |
| Israeli shekel | 58.6 | 62.1 | 27.6 | 93.1 | 8.16 |
| Japanese yen | 6.9 | 65.5 | 58.6 | 100.0 | 9.65 |
| Malaysian ringgit | 17.2 | 82.8 | 100.0 | 27.6 | 7.60 |
| Mexican peso | 96.6 | 13.8 | 6.9 | 3.4 | 11.76 |
| New Zealand dollar | 3.4 | 44.8 | 17.2 | 65.5 | 8.33 |
| Norwegian krone | 82.8 | 41.4 | 89.7 | 37.9 | 8.74 |
| Polish zloty | 69.0 | 17.2 | 62.1 | 62.1 | 9.08 |
| Saudi riyal | 24.1 | 93.1 | 48.3 | 72.4 | 7.53 |
| Singapore dollar | 37.9 | 72.4 | 65.5 | 51.7 | 6.47 |
| South African rand | 100.0 | 3.4 | 20.7 | 13.8 | 14.68 |
| South Korean won | 86.2 | 79.3 | 69.0 | 69.0 | 7.94 |
| Swedish krona | 93.1 | 24.1 | 34.5 | 17.2 | 9.51 |
| Swiss franc | 13.8 | 48.3 | 31.0 | 24.1 | 7.80 |
| Taiwan new dollar | 44.8 | 69.0 | 55.2 | 79.3 | 7.18 |
| Thai baht | 41.4 | 51.7 | 79.3 | 89.7 | 6.98 |
| Turkish lira | 65.5 | 0.0 | 0.0 | 0.0 | 17.55 |
| US dollar | 27.6 | 100.0 | 51.7 | 75.9 | 7.47 |
Page updated: 2018-06-21 01:48 EST DST (2018-06-21 05:48 UTC)