| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 58.6 | 13.8 | 6.9 | 17.2 | 7.11 |
| Brazilian real | 6.9 | 93.1 | 55.2 | 3.4 | 11.24 |
| British pound | 20.7 | 3.4 | 24.1 | 10.3 | 7.31 |
| Canadian dollar | 79.3 | 75.9 | 86.2 | 37.9 | 6.68 |
| Chilean peso | 75.9 | 27.6 | 3.4 | 41.4 | 10.36 |
| Chinese yuan renminbi | 27.6 | 6.9 | 13.8 | 27.6 | 6.37 |
| Czech koruna | 65.5 | 89.7 | 58.6 | 96.6 | 6.64 |
| Danish krone | 24.1 | 69.0 | 37.9 | 75.9 | 6.15 |
| Euro | 31.0 | 65.5 | 41.4 | 79.3 | 5.98 |
| Hong Kong dollar | 51.7 | 55.2 | 79.3 | 48.3 | 6.33 |
| Hungarian forint | 13.8 | 34.5 | 44.8 | 69.0 | 7.64 |
| Indian rupee | 62.1 | 31.0 | 51.7 | 31.0 | 7.08 |
| Indonesian rupiah | 72.4 | 58.6 | 72.4 | 20.7 | 6.71 |
| Israeli shekel | 44.8 | 62.1 | 75.9 | 93.1 | 6.80 |
| Japanese yen | 89.7 | 96.6 | 93.1 | 24.1 | 7.52 |
| Malaysian ringgit | 34.5 | 20.7 | 34.5 | 44.8 | 5.98 |
| Mexican peso | 0.0 | 51.7 | 96.6 | 34.5 | 12.11 |
| New Zealand dollar | 100.0 | 10.3 | 27.6 | 13.8 | 7.40 |
| Norwegian krone | 3.4 | 72.4 | 17.2 | 51.7 | 7.77 |
| Polish zloty | 17.2 | 82.8 | 62.1 | 89.7 | 6.92 |
| Saudi riyal | 41.4 | 44.8 | 69.0 | 58.6 | 6.44 |
| Singapore dollar | 55.2 | 48.3 | 82.8 | 65.5 | 5.55 |
| South African rand | 86.2 | 79.3 | 10.3 | 86.2 | 13.29 |
| South Korean won | 82.8 | 17.2 | 31.0 | 72.4 | 6.60 |
| Swedish krona | 93.1 | 37.9 | 20.7 | 6.9 | 7.53 |
| Swiss franc | 48.3 | 86.2 | 89.7 | 55.2 | 6.53 |
| Taiwan new dollar | 10.3 | 24.1 | 48.3 | 82.8 | 6.21 |
| Thai baht | 69.0 | 100.0 | 100.0 | 100.0 | 6.27 |
| Turkish lira | 96.6 | 0.0 | 0.0 | 0.0 | 17.95 |
| US dollar | 37.9 | 41.4 | 65.5 | 62.1 | 6.41 |
Page updated: 2019-06-25 19:10 EST DST (2019-06-25 23:10 UTC)