| % share of depreciated currencies | |||||
|---|---|---|---|---|---|
| Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
| Australian dollar | 86.2 | 62.1 | 89.7 | 69.0 | 6.61 |
| Brazilian real | 62.1 | 65.5 | 100.0 | 20.7 | 8.21 |
| British pound | 55.2 | 75.9 | 48.3 | 65.5 | 5.85 |
| Canadian dollar | 93.1 | 37.9 | 31.0 | 24.1 | 5.79 |
| Chilean peso | 3.4 | 3.4 | 69.0 | 17.2 | 11.44 |
| Chinese yuan renminbi | 82.8 | 100.0 | 79.3 | 82.8 | 5.41 |
| Czech koruna | 24.1 | 58.6 | 51.7 | 55.2 | 5.81 |
| Danish krone | 34.5 | 27.6 | 34.5 | 51.7 | 5.49 |
| Euro | 41.4 | 41.4 | 37.9 | 58.6 | 5.22 |
| Hong Kong dollar | 65.5 | 82.8 | 65.5 | 37.9 | 5.86 |
| Hungarian forint | 20.7 | 48.3 | 82.8 | 86.2 | 9.83 |
| Indian rupee | 58.6 | 51.7 | 3.4 | 6.9 | 6.57 |
| Indonesian rupiah | 44.8 | 17.2 | 13.8 | 3.4 | 6.72 |
| Israeli shekel | 13.8 | 34.5 | 96.6 | 100.0 | 9.58 |
| Japanese yen | 37.9 | 55.2 | 6.9 | 10.3 | 6.80 |
| Malaysian ringgit | 89.7 | 24.1 | 72.4 | 96.6 | 6.26 |
| Mexican peso | 0.0 | 79.3 | 93.1 | 31.0 | 7.36 |
| New Zealand dollar | 10.3 | 69.0 | 27.6 | 27.6 | 6.81 |
| Norwegian krone | 31.0 | 31.0 | 75.9 | 72.4 | 7.86 |
| Polish zloty | 51.7 | 10.3 | 24.1 | 75.9 | 6.71 |
| Saudi riyal | 69.0 | 89.7 | 62.1 | 44.8 | 5.87 |
| Singapore dollar | 79.3 | 72.4 | 55.2 | 62.1 | 4.93 |
| South African rand | 27.6 | 96.6 | 86.2 | 93.1 | 8.45 |
| South Korean won | 100.0 | 93.1 | 17.2 | 13.8 | 7.21 |
| Swedish krona | 6.9 | 0.0 | 44.8 | 89.7 | 7.13 |
| Swiss franc | 17.2 | 20.7 | 41.4 | 79.3 | 6.06 |
| Taiwan new dollar | 96.6 | 44.8 | 10.3 | 34.5 | 6.34 |
| Thai baht | 48.3 | 13.8 | 20.7 | 48.3 | 6.28 |
| Turkish lira | 75.9 | 6.9 | 0.0 | 0.0 | 6.31 |
| US dollar | 69.0 | 86.2 | 58.6 | 41.4 | 5.88 |
Page updated: 2026-07-23 19:10 EST DST (2026-07-23 23:10 UTC)