| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 27.6 | 48.3 | 44.8 | 27.6 | 7.30 |
| Brazilian real | 72.4 | 34.5 | 72.4 | 24.1 | 9.84 |
| British pound | 55.2 | 27.6 | 48.3 | 69.0 | 6.19 |
| Canadian dollar | 48.3 | 69.0 | 31.0 | 37.9 | 6.08 |
| Chilean peso | 44.8 | 96.6 | 55.2 | 17.2 | 11.31 |
| Chinese yuan renminbi | 24.1 | 75.9 | 34.5 | 34.5 | 5.83 |
| Czech koruna | 96.6 | 65.5 | 93.1 | 86.2 | 6.48 |
| Danish krone | 86.2 | 41.4 | 75.9 | 79.3 | 6.09 |
| Euro | 89.7 | 37.9 | 79.3 | 82.8 | 5.79 |
| Hong Kong dollar | 20.7 | 55.2 | 17.2 | 44.8 | 6.02 |
| Hungarian forint | 69.0 | 82.8 | 100.0 | 96.6 | 8.09 |
| Indian rupee | 0.0 | 17.2 | 3.4 | 13.8 | 6.64 |
| Indonesian rupiah | 31.0 | 24.1 | 6.9 | 20.7 | 6.28 |
| Israeli shekel | 62.1 | 100.0 | 86.2 | 62.1 | 9.73 |
| Japanese yen | 82.8 | 3.4 | 13.8 | 3.4 | 8.14 |
| Malaysian ringgit | 41.4 | 89.7 | 62.1 | 65.5 | 6.33 |
| Mexican peso | 51.7 | 86.2 | 82.8 | 72.4 | 7.96 |
| New Zealand dollar | 58.6 | 13.8 | 27.6 | 10.3 | 7.29 |
| Norwegian krone | 65.5 | 20.7 | 65.5 | 41.4 | 7.63 |
| Polish zloty | 79.3 | 72.4 | 89.7 | 100.0 | 6.86 |
| Saudi riyal | 13.8 | 58.6 | 24.1 | 51.7 | 6.01 |
| Singapore dollar | 34.5 | 31.0 | 37.9 | 58.6 | 5.22 |
| South African rand | 75.9 | 93.1 | 51.7 | 55.2 | 8.79 |
| South Korean won | 6.9 | 0.0 | 10.3 | 6.9 | 6.89 |
| Swedish krona | 93.1 | 79.3 | 96.6 | 89.7 | 7.49 |
| Swiss franc | 100.0 | 62.1 | 69.0 | 93.1 | 7.09 |
| Taiwan new dollar | 10.3 | 10.3 | 41.4 | 31.0 | 7.44 |
| Thai baht | 37.9 | 44.8 | 58.6 | 75.9 | 6.71 |
| Turkish lira | 3.4 | 6.9 | 0.0 | 0.0 | 7.05 |
| US dollar | 17.2 | 51.7 | 20.7 | 48.3 | 6.02 |
Page updated: 2025-12-12 03:20 EST (2025-12-12 08:20 UTC)