% share of depreciated currencies | |||||
---|---|---|---|---|---|
Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
Australian dollar | 65.5 | 37.9 | 10.3 | 17.2 | 9.26 |
Brazilian real | 41.4 | 48.3 | 17.2 | 27.6 | 12.02 |
British pound | 86.2 | 55.2 | 62.1 | 93.1 | 7.56 |
Canadian dollar | 13.8 | 65.5 | 27.6 | 31.0 | 7.50 |
Chilean peso | 37.9 | 3.4 | 20.7 | 13.8 | 13.38 |
Chinese yuan renminbi | 44.8 | 24.1 | 48.3 | 24.1 | 7.73 |
Czech koruna | 72.4 | 93.1 | 75.9 | 82.8 | 8.29 |
Danish krone | 82.8 | 82.8 | 72.4 | 86.2 | 8.03 |
Euro | 79.3 | 75.9 | 69.0 | 89.7 | 7.70 |
Hong Kong dollar | 31.0 | 6.9 | 24.1 | 55.2 | 7.79 |
Hungarian forint | 93.1 | 72.4 | 58.6 | 72.4 | 10.45 |
Indian rupee | 44.8 | 10.3 | 3.4 | 6.9 | 7.75 |
Indonesian rupiah | 10.3 | 20.7 | 37.9 | 10.3 | 8.17 |
Israeli shekel | 37.9 | 86.2 | 65.5 | 44.8 | 13.14 |
Japanese yen | 20.7 | 31.0 | 82.8 | 20.7 | 10.37 |
Malaysian ringgit | 51.7 | 44.8 | 96.6 | 62.1 | 8.22 |
Mexican peso | 51.7 | 79.3 | 6.9 | 69.0 | 10.71 |
New Zealand dollar | 62.1 | 51.7 | 13.8 | 37.9 | 9.08 |
Norwegian krone | 3.4 | 58.6 | 51.7 | 41.4 | 10.27 |
Polish zloty | 96.6 | 69.0 | 86.2 | 100.0 | 9.03 |
Saudi riyal | 20.7 | 13.8 | 31.0 | 48.3 | 7.75 |
Singapore dollar | 62.1 | 41.4 | 55.2 | 75.9 | 6.70 |
South African rand | 89.7 | 27.6 | 41.4 | 3.4 | 10.90 |
South Korean won | 100.0 | 89.7 | 44.8 | 34.5 | 8.77 |
Swedish krona | 6.9 | 62.1 | 79.3 | 65.5 | 10.14 |
Swiss franc | 58.6 | 96.6 | 89.7 | 96.6 | 8.83 |
Taiwan new dollar | 75.9 | 100.0 | 93.1 | 58.6 | 10.97 |
Thai baht | 31.0 | 34.5 | 100.0 | 79.3 | 8.50 |
Turkish lira | 0.0 | 0.0 | 0.0 | 0.0 | 9.16 |
US dollar | 27.6 | 17.2 | 34.5 | 51.7 | 7.77 |
Page updated: 2025-06-21 03:13 EST DST (2025-06-21 07:13 UTC)