| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 100.0 | 86.2 | 86.2 | 69.0 | 7.94 |
| Brazilian real | 86.2 | 100.0 | 93.1 | 41.4 | 8.89 |
| British pound | 55.2 | 55.2 | 44.8 | 72.4 | 6.13 |
| Canadian dollar | 89.7 | 48.3 | 34.5 | 27.6 | 6.52 |
| Chilean peso | 13.8 | 3.4 | 62.1 | 13.8 | 13.74 |
| Chinese yuan renminbi | 93.1 | 82.8 | 65.5 | 44.8 | 6.13 |
| Czech koruna | 48.3 | 34.5 | 72.4 | 51.7 | 6.25 |
| Danish krone | 75.9 | 41.4 | 48.3 | 62.1 | 6.13 |
| Euro | 82.8 | 44.8 | 55.2 | 65.5 | 5.81 |
| Hong Kong dollar | 58.6 | 62.1 | 20.7 | 37.9 | 6.74 |
| Hungarian forint | 96.6 | 93.1 | 96.6 | 79.3 | 12.07 |
| Indian rupee | 0.0 | 0.0 | 3.4 | 10.3 | 7.05 |
| Indonesian rupiah | 10.3 | 10.3 | 10.3 | 3.4 | 6.99 |
| Israeli shekel | 41.4 | 96.6 | 100.0 | 100.0 | 9.61 |
| Japanese yen | 20.7 | 37.9 | 6.9 | 6.9 | 7.91 |
| Malaysian ringgit | 31.0 | 65.5 | 75.9 | 82.8 | 6.61 |
| Mexican peso | 79.3 | 75.9 | 89.7 | 48.3 | 7.95 |
| New Zealand dollar | 62.1 | 27.6 | 31.0 | 20.7 | 7.44 |
| Norwegian krone | 72.4 | 89.7 | 82.8 | 93.1 | 8.50 |
| Polish zloty | 24.1 | 24.1 | 51.7 | 89.7 | 7.19 |
| Saudi riyal | 65.5 | 72.4 | 27.6 | 34.5 | 6.67 |
| Singapore dollar | 34.5 | 58.6 | 41.4 | 58.6 | 5.51 |
| South African rand | 27.6 | 20.7 | 79.3 | 96.6 | 10.18 |
| South Korean won | 3.4 | 51.7 | 13.8 | 17.2 | 7.19 |
| Swedish krona | 17.2 | 17.2 | 58.6 | 75.9 | 8.39 |
| Swiss franc | 51.7 | 31.0 | 69.0 | 86.2 | 6.68 |
| Taiwan new dollar | 37.9 | 79.3 | 17.2 | 24.1 | 6.55 |
| Thai baht | 6.9 | 13.8 | 37.9 | 55.2 | 7.19 |
| Turkish lira | 44.8 | 6.9 | 0.0 | 0.0 | 7.34 |
| US dollar | 65.5 | 69.0 | 24.1 | 31.0 | 6.67 |
Page updated: 2026-05-12 01:08 EST DST (2026-05-12 05:08 UTC)