| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 41.4 | 48.3 | 27.6 | 41.4 | 8.15 |
| Brazilian real | 44.8 | 96.6 | 3.4 | 37.9 | 13.13 |
| British pound | 79.3 | 13.8 | 34.5 | 6.9 | 8.64 |
| Canadian dollar | 3.4 | 17.2 | 48.3 | 69.0 | 8.19 |
| Chilean peso | 17.2 | 75.9 | 31.0 | 65.5 | 10.78 |
| Chinese yuan renminbi | 24.1 | 55.2 | 44.8 | 13.8 | 7.14 |
| Czech koruna | 82.8 | 10.3 | 58.6 | 96.6 | 7.56 |
| Danish krone | 69.0 | 24.1 | 55.2 | 75.9 | 7.35 |
| Euro | 58.6 | 20.7 | 65.5 | 82.8 | 7.02 |
| Hong Kong dollar | 6.9 | 79.3 | 89.7 | 24.1 | 7.15 |
| Hungarian forint | 72.4 | 31.0 | 20.7 | 51.7 | 8.48 |
| Indian rupee | 100.0 | 86.2 | 10.3 | 10.3 | 9.36 |
| Indonesian rupiah | 89.7 | 89.7 | 24.1 | 20.7 | 8.12 |
| Israeli shekel | 72.4 | 6.9 | 13.8 | 62.1 | 7.61 |
| Japanese yen | 93.1 | 62.1 | 100.0 | 93.1 | 8.63 |
| Malaysian ringgit | 13.8 | 44.8 | 72.4 | 55.2 | 6.92 |
| Mexican peso | 51.7 | 0.0 | 41.4 | 3.4 | 12.10 |
| New Zealand dollar | 96.6 | 93.1 | 75.9 | 48.3 | 8.19 |
| Norwegian krone | 0.0 | 3.4 | 51.7 | 44.8 | 8.17 |
| Polish zloty | 65.5 | 34.5 | 37.9 | 79.3 | 8.17 |
| Saudi riyal | 17.2 | 69.0 | 93.1 | 27.6 | 7.25 |
| Singapore dollar | 62.1 | 65.5 | 79.3 | 58.6 | 6.21 |
| South African rand | 55.2 | 82.8 | 6.9 | 86.2 | 14.46 |
| South Korean won | 34.5 | 51.7 | 62.1 | 72.4 | 7.58 |
| Swedish krona | 48.3 | 37.9 | 17.2 | 17.2 | 8.32 |
| Swiss franc | 37.9 | 27.6 | 86.2 | 34.5 | 7.58 |
| Taiwan new dollar | 31.0 | 58.6 | 69.0 | 89.7 | 7.13 |
| Thai baht | 27.6 | 41.4 | 82.8 | 100.0 | 6.84 |
| Turkish lira | 86.2 | 100.0 | 0.0 | 0.0 | 18.65 |
| US dollar | 13.8 | 72.4 | 96.6 | 31.0 | 7.21 |
Page updated: 2018-12-18 18:10 EST (2018-12-18 23:10 UTC)