| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 6.9 | 62.1 | 55.2 | 24.1 | 8.33 |
| Brazilian real | 31.0 | 72.4 | 44.8 | 6.9 | 10.22 |
| British pound | 86.2 | 75.9 | 51.7 | 17.2 | 8.86 |
| Canadian dollar | 48.3 | 89.7 | 72.4 | 27.6 | 7.78 |
| Chilean peso | 3.4 | 69.0 | 75.9 | 69.0 | 9.01 |
| Chinese yuan renminbi | 37.9 | 58.6 | 37.9 | 55.2 | 6.89 |
| Czech koruna | 69.0 | 93.1 | 100.0 | 82.8 | 7.71 |
| Danish krone | 79.3 | 82.8 | 82.8 | 51.7 | 7.67 |
| Euro | 82.8 | 86.2 | 79.3 | 48.3 | 7.38 |
| Hong Kong dollar | 20.7 | 10.3 | 17.2 | 86.2 | 6.69 |
| Hungarian forint | 89.7 | 79.3 | 69.0 | 58.6 | 8.54 |
| Indian rupee | 0.0 | 6.9 | 48.3 | 62.1 | 6.77 |
| Indonesian rupiah | 13.8 | 20.7 | 13.8 | 34.5 | 7.21 |
| Israeli shekel | 100.0 | 44.8 | 93.1 | 100.0 | 7.50 |
| Japanese yen | 65.5 | 3.4 | 3.4 | 75.9 | 8.83 |
| Malaysian ringgit | 34.5 | 48.3 | 10.3 | 10.3 | 6.97 |
| Mexican peso | 72.4 | 41.4 | 96.6 | 3.4 | 10.78 |
| New Zealand dollar | 10.3 | 31.0 | 20.7 | 37.9 | 8.74 |
| Norwegian krone | 51.7 | 96.6 | 62.1 | 13.8 | 8.50 |
| Polish zloty | 96.6 | 65.5 | 86.2 | 41.4 | 8.04 |
| Saudi riyal | 24.1 | 13.8 | 27.6 | 89.7 | 6.94 |
| Singapore dollar | 55.2 | 55.2 | 34.5 | 65.5 | 6.05 |
| South African rand | 93.1 | 0.0 | 41.4 | 20.7 | 11.86 |
| South Korean won | 17.2 | 34.5 | 6.9 | 44.8 | 7.52 |
| Swedish krona | 75.9 | 100.0 | 89.7 | 31.0 | 7.33 |
| Swiss franc | 62.1 | 24.1 | 24.1 | 72.4 | 8.79 |
| Taiwan new dollar | 41.4 | 37.9 | 58.6 | 96.6 | 6.74 |
| Thai baht | 44.8 | 51.7 | 65.5 | 79.3 | 6.41 |
| Turkish lira | 58.6 | 27.6 | 0.0 | 0.0 | 9.69 |
| US dollar | 27.6 | 17.2 | 31.0 | 93.1 | 6.75 |
Page updated: 2017-09-22 19:10 EST DST (2017-09-22 23:10 UTC)