| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 48.3 | 96.6 | 96.6 | 44.8 | 9.68 |
| Brazilian real | 41.4 | 75.9 | 3.4 | 3.4 | 16.92 |
| British pound | 37.9 | 65.5 | 55.2 | 58.6 | 9.68 |
| Canadian dollar | 20.7 | 44.8 | 48.3 | 48.3 | 7.75 |
| Chilean peso | 100.0 | 93.1 | 69.0 | 10.3 | 15.40 |
| Chinese yuan renminbi | 34.5 | 37.9 | 72.4 | 69.0 | 7.92 |
| Czech koruna | 86.2 | 82.8 | 58.6 | 41.4 | 8.94 |
| Danish krone | 62.1 | 31.0 | 93.1 | 65.5 | 7.96 |
| Euro | 51.7 | 34.5 | 89.7 | 62.1 | 7.65 |
| Hong Kong dollar | 58.6 | 0.0 | 27.6 | 82.8 | 7.92 |
| Hungarian forint | 31.0 | 58.6 | 31.0 | 13.8 | 10.51 |
| Indian rupee | 82.8 | 10.3 | 13.8 | 17.2 | 7.87 |
| Indonesian rupiah | 96.6 | 62.1 | 17.2 | 31.0 | 9.16 |
| Israeli shekel | 0.0 | 55.2 | 75.9 | 86.2 | 12.21 |
| Japanese yen | 93.1 | 13.8 | 65.5 | 96.6 | 8.98 |
| Malaysian ringgit | 79.3 | 24.1 | 34.5 | 51.7 | 7.75 |
| Mexican peso | 72.4 | 79.3 | 10.3 | 27.6 | 12.97 |
| New Zealand dollar | 27.6 | 89.7 | 82.8 | 55.2 | 8.86 |
| Norwegian krone | 17.2 | 100.0 | 51.7 | 24.1 | 11.93 |
| Polish zloty | 24.1 | 41.4 | 41.4 | 20.7 | 9.40 |
| Saudi riyal | 55.2 | 3.4 | 20.7 | 75.9 | 8.00 |
| Singapore dollar | 44.8 | 17.2 | 44.8 | 72.4 | 6.98 |
| South African rand | 6.9 | 86.2 | 6.9 | 6.9 | 14.79 |
| South Korean won | 13.8 | 48.3 | 62.1 | 37.9 | 7.92 |
| Swedish krona | 10.3 | 69.0 | 100.0 | 34.5 | 8.59 |
| Swiss franc | 89.7 | 27.6 | 86.2 | 100.0 | 7.95 |
| Taiwan new dollar | 65.5 | 20.7 | 79.3 | 89.7 | 8.01 |
| Thai baht | 75.9 | 51.7 | 37.9 | 93.1 | 7.85 |
| Turkish lira | 3.4 | 72.4 | 0.0 | 0.0 | 16.59 |
| US dollar | 69.0 | 6.9 | 24.1 | 79.3 | 7.95 |
Page updated: 2021-01-16 04:13 EST (2021-01-16 09:13 UTC)