| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 79.3 | 72.4 | 89.7 | 65.5 | 6.77 |
| Brazilian real | 86.2 | 96.6 | 100.0 | 44.8 | 12.40 |
| British pound | 58.6 | 41.4 | 51.7 | 62.1 | 5.77 |
| Canadian dollar | 10.3 | 51.7 | 48.3 | 20.7 | 5.89 |
| Chilean peso | 3.4 | 0.0 | 37.9 | 13.8 | 12.27 |
| Chinese yuan renminbi | 55.2 | 86.2 | 96.6 | 69.0 | 5.61 |
| Czech koruna | 69.0 | 27.6 | 20.7 | 55.2 | 6.17 |
| Danish krone | 65.5 | 34.5 | 24.1 | 48.3 | 5.83 |
| Euro | 44.8 | 31.0 | 27.6 | 51.7 | 5.60 |
| Hong Kong dollar | 27.6 | 62.1 | 55.2 | 27.6 | 5.85 |
| Hungarian forint | 93.1 | 10.3 | 75.9 | 86.2 | 9.88 |
| Indian rupee | 48.3 | 44.8 | 3.4 | 3.4 | 6.32 |
| Indonesian rupiah | 44.8 | 82.8 | 6.9 | 6.9 | 6.68 |
| Israeli shekel | 96.6 | 37.9 | 93.1 | 100.0 | 9.07 |
| Japanese yen | 17.2 | 93.1 | 34.5 | 17.2 | 8.04 |
| Malaysian ringgit | 34.5 | 58.6 | 72.4 | 96.6 | 6.07 |
| Mexican peso | 3.4 | 6.9 | 65.5 | 27.6 | 8.68 |
| New Zealand dollar | 72.4 | 24.1 | 41.4 | 10.3 | 6.49 |
| Norwegian krone | 58.6 | 89.7 | 82.8 | 89.7 | 7.38 |
| Polish zloty | 31.0 | 20.7 | 10.3 | 82.8 | 6.90 |
| Saudi riyal | 48.3 | 65.5 | 62.1 | 27.6 | 5.93 |
| Singapore dollar | 37.9 | 79.3 | 69.0 | 58.6 | 5.14 |
| South African rand | 96.6 | 48.3 | 79.3 | 93.1 | 9.09 |
| South Korean won | 10.3 | 100.0 | 86.2 | 37.9 | 8.05 |
| Swedish krona | 72.4 | 13.8 | 13.8 | 79.3 | 7.18 |
| Swiss franc | 75.9 | 17.2 | 31.0 | 72.4 | 6.83 |
| Taiwan new dollar | 31.0 | 75.9 | 17.2 | 41.4 | 6.44 |
| Thai baht | 86.2 | 55.2 | 44.8 | 75.9 | 6.41 |
| Turkish lira | 17.2 | 3.4 | 0.0 | 0.0 | 6.13 |
| US dollar | 20.7 | 65.5 | 58.6 | 31.0 | 5.94 |
Page updated: 2026-10-09 19:10 EST DST (2026-10-09 23:10 UTC)