| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 10.3 | 31.0 | 10.3 | 31.0 | 9.82 |
| Brazilian real | 17.2 | 44.8 | 6.9 | 13.8 | 13.02 |
| British pound | 31.0 | 72.4 | 79.3 | 93.1 | 8.16 |
| Canadian dollar | 17.2 | 37.9 | 27.6 | 27.6 | 8.01 |
| Chilean peso | 55.2 | 31.0 | 27.6 | 24.1 | 14.58 |
| Chinese yuan renminbi | 51.7 | 20.7 | 48.3 | 41.4 | 8.62 |
| Czech koruna | 37.9 | 89.7 | 55.2 | 79.3 | 8.98 |
| Danish krone | 24.1 | 82.8 | 62.1 | 82.8 | 8.57 |
| Euro | 41.4 | 86.2 | 65.5 | 89.7 | 8.31 |
| Hong Kong dollar | 58.6 | 6.9 | 44.8 | 58.6 | 8.21 |
| Hungarian forint | 48.3 | 75.9 | 34.5 | 65.5 | 10.87 |
| Indian rupee | 31.0 | 31.0 | 24.1 | 17.2 | 8.61 |
| Indonesian rupiah | 82.8 | 3.4 | 17.2 | 6.9 | 9.25 |
| Israeli shekel | 75.9 | 17.2 | 75.9 | 44.8 | 12.37 |
| Japanese yen | 93.1 | 62.1 | 86.2 | 3.4 | 11.36 |
| Malaysian ringgit | 79.3 | 58.6 | 96.6 | 62.1 | 9.40 |
| Mexican peso | 51.7 | 69.0 | 3.4 | 72.4 | 12.16 |
| New Zealand dollar | 3.4 | 48.3 | 17.2 | 34.5 | 9.55 |
| Norwegian krone | 6.9 | 79.3 | 58.6 | 37.9 | 10.76 |
| Polish zloty | 27.6 | 65.5 | 69.0 | 96.6 | 9.74 |
| Saudi riyal | 55.2 | 10.3 | 37.9 | 51.7 | 8.31 |
| Singapore dollar | 69.0 | 55.2 | 72.4 | 86.2 | 7.34 |
| South African rand | 96.6 | 37.9 | 51.7 | 10.3 | 11.40 |
| South Korean won | 89.7 | 51.7 | 20.7 | 20.7 | 9.88 |
| Swedish krona | 13.8 | 100.0 | 100.0 | 69.0 | 10.83 |
| Swiss franc | 65.5 | 93.1 | 89.7 | 100.0 | 9.75 |
| Taiwan new dollar | 93.1 | 96.6 | 82.8 | 48.3 | 14.76 |
| Thai baht | 37.9 | 27.6 | 93.1 | 75.9 | 9.36 |
| Turkish lira | 72.4 | 0.0 | 0.0 | 0.0 | 10.28 |
| US dollar | 62.1 | 13.8 | 41.4 | 55.2 | 8.29 |
Page updated: 2025-05-15 19:11 EST DST (2025-05-15 23:11 UTC)