| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 10.3 | 62.1 | 62.1 | 24.1 | 8.14 |
| Brazilian real | 41.4 | 69.0 | 51.7 | 6.9 | 10.17 |
| British pound | 27.6 | 75.9 | 41.4 | 17.2 | 8.94 |
| Canadian dollar | 6.9 | 93.1 | 82.8 | 27.6 | 7.76 |
| Chilean peso | 96.6 | 65.5 | 93.1 | 69.0 | 8.72 |
| Chinese yuan renminbi | 13.8 | 58.6 | 34.5 | 51.7 | 6.85 |
| Czech koruna | 69.0 | 89.7 | 100.0 | 82.8 | 7.67 |
| Danish krone | 86.2 | 79.3 | 72.4 | 55.2 | 7.61 |
| Euro | 89.7 | 82.8 | 75.9 | 48.3 | 7.30 |
| Hong Kong dollar | 75.9 | 6.9 | 17.2 | 86.2 | 6.59 |
| Hungarian forint | 100.0 | 86.2 | 69.0 | 58.6 | 8.30 |
| Indian rupee | 24.1 | 20.7 | 48.3 | 65.5 | 6.59 |
| Indonesian rupiah | 31.0 | 17.2 | 13.8 | 37.9 | 7.03 |
| Israeli shekel | 79.3 | 24.1 | 79.3 | 100.0 | 7.34 |
| Japanese yen | 34.5 | 3.4 | 3.4 | 75.9 | 8.78 |
| Malaysian ringgit | 51.7 | 48.3 | 6.9 | 10.3 | 6.89 |
| Mexican peso | 17.2 | 44.8 | 96.6 | 3.4 | 10.98 |
| New Zealand dollar | 48.3 | 27.6 | 20.7 | 31.0 | 8.72 |
| Norwegian krone | 82.8 | 96.6 | 65.5 | 13.8 | 8.54 |
| Polish zloty | 93.1 | 72.4 | 86.2 | 41.4 | 7.85 |
| Saudi riyal | 62.1 | 13.8 | 27.6 | 93.1 | 6.83 |
| Singapore dollar | 37.9 | 55.2 | 31.0 | 62.1 | 5.99 |
| South African rand | 0.0 | 0.0 | 55.2 | 20.7 | 11.73 |
| South Korean won | 65.5 | 31.0 | 10.3 | 44.8 | 7.51 |
| Swedish krona | 72.4 | 100.0 | 89.7 | 34.5 | 7.27 |
| Swiss franc | 20.7 | 41.4 | 37.9 | 79.3 | 8.71 |
| Taiwan new dollar | 44.8 | 37.9 | 44.8 | 96.6 | 6.70 |
| Thai baht | 58.6 | 51.7 | 58.6 | 72.4 | 6.35 |
| Turkish lira | 3.4 | 34.5 | 0.0 | 0.0 | 9.60 |
| US dollar | 55.2 | 10.3 | 24.1 | 89.7 | 6.63 |
Page updated: 2017-09-20 01:49 EST DST (2017-09-20 05:49 UTC)