| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 17.2 | 3.4 | 24.1 | 37.9 | 8.26 |
| Brazilian real | 100.0 | 65.5 | 13.8 | 93.1 | 12.63 |
| British pound | 34.5 | 27.6 | 44.8 | 3.4 | 8.28 |
| Canadian dollar | 27.6 | 17.2 | 58.6 | 72.4 | 7.37 |
| Chilean peso | 0.0 | 75.9 | 31.0 | 75.9 | 10.10 |
| Chinese yuan renminbi | 51.7 | 86.2 | 55.2 | 17.2 | 6.70 |
| Czech koruna | 79.3 | 48.3 | 20.7 | 79.3 | 6.99 |
| Danish krone | 24.1 | 20.7 | 37.9 | 51.7 | 6.57 |
| Euro | 31.0 | 13.8 | 41.4 | 48.3 | 6.37 |
| Hong Kong dollar | 41.4 | 24.1 | 89.7 | 31.0 | 6.76 |
| Hungarian forint | 69.0 | 58.6 | 17.2 | 27.6 | 8.21 |
| Indian rupee | 3.4 | 62.1 | 27.6 | 13.8 | 8.03 |
| Indonesian rupiah | 10.3 | 93.1 | 75.9 | 10.3 | 7.56 |
| Israeli shekel | 96.6 | 79.3 | 86.2 | 82.8 | 7.23 |
| Japanese yen | 86.2 | 82.8 | 79.3 | 62.1 | 8.56 |
| Malaysian ringgit | 6.9 | 89.7 | 69.0 | 55.2 | 6.81 |
| Mexican peso | 89.7 | 96.6 | 72.4 | 20.7 | 10.43 |
| New Zealand dollar | 72.4 | 55.2 | 51.7 | 69.0 | 8.75 |
| Norwegian krone | 13.8 | 6.9 | 34.5 | 34.5 | 7.63 |
| Polish zloty | 62.1 | 10.3 | 10.3 | 58.6 | 7.48 |
| Saudi riyal | 37.9 | 41.4 | 93.1 | 41.4 | 6.79 |
| Singapore dollar | 58.6 | 69.0 | 82.8 | 65.5 | 5.85 |
| South African rand | 82.8 | 51.7 | 3.4 | 96.6 | 13.67 |
| South Korean won | 44.8 | 44.8 | 65.5 | 89.7 | 7.04 |
| Swedish krona | 20.7 | 0.0 | 6.9 | 6.9 | 7.83 |
| Swiss franc | 65.5 | 31.0 | 48.3 | 24.1 | 6.98 |
| Taiwan new dollar | 48.3 | 37.9 | 62.1 | 86.2 | 6.53 |
| Thai baht | 75.9 | 100.0 | 100.0 | 100.0 | 6.73 |
| Turkish lira | 93.1 | 72.4 | 0.0 | 0.0 | 16.84 |
| US dollar | 55.2 | 34.5 | 96.6 | 44.8 | 6.77 |
Page updated: 2019-02-18 04:02 EST (2019-02-18 09:02 UTC)