| Currency | AUDCAD | AUDJPY | AUDNZD | EURAUD | EURJPY | EURUSD | GBPJPY | GBPUSD | USDCAD | USDJPY |
| AUDCAD | 1 | 0.105 | 0.733 | -0.743 | -0.692 | -0.57 | -0.171 | 0.283 | 0.767 | -0.299 |
| AUDCHF | 0.597 | 0.808 | 0.579 | -0.926 | -0.073 | -0.466 | 0.407 | 0.151 | 0.063 | 0.354 |
| AUDJPY | 0.105 | 1 | 0.145 | -0.598 | 0.509 | -0.131 | 0.734 | 0.03 | -0.392 | 0.74 |
| AUDNZD | 0.733 | 0.145 | 1 | -0.69 | -0.601 | -0.439 | -0.223 | 0.192 | 0.426 | -0.302 |
| AUDSGD | 0.648 | 0.673 | 0.582 | -0.752 | -0.053 | -0.194 | 0.213 | 0.199 | 0.099 | 0.138 |
| AUDUSD | 0.477 | 0.7 | 0.536 | -0.721 | 0.038 | 0.029 | 0.135 | 0.232 | -0.198 | 0.039 |
| AUS200 | 0.376 | 0.07 | 0.182 | -0.394 | -0.343 | -0.637 | 0.139 | -0.05 | 0.459 | 0.159 |
| CADCHF | -0.557 | 0.717 | -0.263 | -0.086 | 0.741 | 0.179 | 0.627 | -0.189 | -0.832 | 0.728 |
| CADJPY | -0.668 | 0.669 | -0.44 | 0.111 | 0.9 | 0.326 | 0.679 | -0.192 | -0.863 | 0.781 |
| CHFJPY | -0.592 | 0.593 | -0.486 | 0.256 | 0.943 | 0.392 | 0.695 | -0.156 | -0.693 | 0.78 |
| CHFSGD | -0.108 | -0.438 | -0.144 | 0.54 | 0.044 | 0.476 | -0.369 | 0.004 | 0.07 | -0.368 |
| CN50 | -0.3 | 0.673 | -0.293 | -0.159 | 0.604 | -0.129 | 0.738 | -0.188 | -0.414 | 0.837 |
| EURAUD | -0.743 | -0.598 | -0.69 | 1 | 0.376 | 0.668 | -0.215 | -0.142 | -0.302 | -0.162 |
| EURCAD | 0.497 | -0.644 | 0.163 | 0.207 | -0.539 | 0.036 | -0.553 | 0.236 | 0.73 | -0.674 |
| EURCHF | -0.519 | 0.495 | -0.435 | 0.301 | 0.886 | 0.646 | 0.477 | 0.001 | -0.735 | 0.484 |
| EURCZK | 0.306 | -0.222 | -0.262 | -0.471 | -0.807 | -0.179 | -0.752 | 0.303 | -0.107 | -0.83 |
| EURGBP | -0.594 | -0.057 | -0.43 | 0.63 | 0.59 | 0.861 | -0.239 | -0.41 | -0.643 | -0.062 |
| EURHUF | -0.779 | 0.033 | -0.715 | 0.572 | 0.724 | 0.413 | 0.406 | -0.179 | -0.611 | 0.487 |
| EURJPY | -0.692 | 0.509 | -0.601 | 0.376 | 1 | 0.573 | 0.61 | -0.119 | -0.797 | 0.674 |
| EURMXN | 0.717 | -0.48 | 0.574 | -0.253 | -0.848 | -0.301 | -0.579 | 0.318 | 0.75 | -0.729 |
| EURNOK | 0.439 | -0.663 | 0.457 | 0.002 | -0.771 | -0.046 | -0.839 | 0.038 | 0.53 | -0.873 |
| EURNZD | -0.621 | -0.714 | -0.45 | 0.951 | 0.191 | 0.648 | -0.397 | -0.099 | -0.198 | -0.366 |
| EURPLN | -0.545 | 0.281 | -0.521 | 0.358 | 0.691 | 0.292 | 0.423 | -0.284 | -0.475 | 0.563 |
| EURSEK | 0.42 | -0.109 | 0.31 | -0.21 | -0.386 | -0.339 | -0.046 | 0.226 | 0.478 | -0.137 |
| EURSGD | -0.485 | -0.216 | -0.471 | 0.744 | 0.532 | 0.843 | -0.121 | -0.009 | -0.395 | -0.118 |
| EURTRY | -0.73 | 0.006 | -0.557 | 0.603 | 0.688 | 0.901 | -0.024 | -0.065 | -0.818 | -0.002 |
| EURUSD | -0.57 | -0.131 | -0.439 | 0.668 | 0.573 | 1 | -0.183 | 0.054 | -0.656 | -0.216 |
| EURX | -0.664 | -0.133 | -0.542 | 0.746 | 0.656 | 0.971 | -0.139 | -0.113 | -0.666 | -0.096 |
| EURZAR | -0.679 | 0.112 | -0.555 | 0.583 | 0.755 | 0.829 | 0.07 | -0.19 | -0.751 | 0.158 |
| FRA40 | -0.354 | 0.366 | 0.372 | 0.32 | 0.638 | 0.165 | 0.71 | -0.262 | -0.152 | 0.762 |
| GBPAUD | -0.315 | -0.663 | -0.417 | 0.626 | -0.108 | -0.039 | 0.017 | 0.252 | 0.29 | -0.101 |
| GBPCAD | 0.782 | -0.343 | 0.447 | -0.317 | -0.757 | -0.576 | -0.172 | 0.452 | 0.948 | -0.379 |
| GBPCHF | 0.51 | 0.442 | 0.358 | -0.651 | -0.215 | -0.705 | 0.616 | 0.517 | 0.398 | 0.399 |
| GBPJPY | -0.171 | 0.734 | -0.223 | -0.215 | 0.61 | -0.183 | 1 | 0.267 | -0.287 | 0.901 |
| GBPMXN | 0.793 | -0.375 | 0.622 | -0.401 | -0.885 | -0.498 | -0.42 | 0.383 | 0.823 | -0.596 |
| GBPNOK | 0.664 | -0.514 | 0.616 | -0.297 | -0.923 | -0.438 | -0.571 | 0.267 | 0.753 | -0.7 |
| GBPNZD | -0.007 | -0.704 | 0.006 | 0.365 | -0.431 | -0.233 | -0.141 | 0.372 | 0.512 | -0.312 |
| GBPSEK | 0.593 | -0.032 | 0.454 | -0.515 | -0.604 | -0.731 | 0.148 | 0.462 | 0.654 | -0.052 |
| GBPSGD | 0.416 | -0.035 | 0.167 | -0.147 | -0.225 | -0.331 | 0.308 | 0.623 | 0.533 | 0.042 |
| GBPTRY | -0.549 | 0.218 | -0.418 | 0.277 | 0.586 | 0.587 | 0.326 | 0.356 | -0.716 | 0.166 |
| GBPUSD | 0.283 | 0.03 | 0.192 | -0.142 | -0.119 | 0.054 | 0.267 | 1 | 0.146 | -0.177 |
| GER30 | 0.199 | 0.588 | 0.163 | -0.57 | 0.054 | -0.663 | 0.592 | -0.131 | 0.1 | 0.665 |
| HK50 | -0.055 | 0.673 | -0.129 | -0.331 | 0.415 | -0.372 | 0.777 | -0.085 | -0.145 | 0.83 |
| IT40 | 0.116 | 0.601 | 0.425 | 0.268 | 0.796 | 0.761 | 0.093 | -0.494 | -0.457 | 0.62 |
| JPN225 | 0.01 | 0.718 | -0.048 | -0.473 | 0.309 | -0.46 | 0.675 | -0.218 | -0.156 | 0.79 |
| JPYX | 0.396 | -0.809 | 0.356 | 0.079 | -0.851 | -0.097 | -0.897 | 0.034 | 0.595 | -0.931 |
| NAS100 | 0.763 | 0.223 | 0.555 | -0.757 | -0.569 | -0.727 | 0.081 | 0.223 | 0.596 | -0.014 |
| NOKJPY | -0.533 | 0.615 | -0.469 | 0.099 | 0.812 | 0.139 | 0.751 | -0.174 | -0.605 | 0.844 |
| NOKSEK | -0.45 | 0.508 | -0.384 | 0.006 | 0.591 | -0.106 | 0.722 | -0.139 | -0.432 | 0.798 |
| NZDCAD | 0.967 | 0.117 | 0.553 | -0.688 | -0.617 | -0.566 | -0.084 | 0.294 | 0.781 | -0.216 |
| NZDCHF | 0.405 | 0.889 | 0.274 | -0.814 | 0.151 | -0.4 | 0.592 | 0.117 | -0.082 | 0.556 |
| NZDJPY | -0.088 | 0.959 | -0.13 | -0.41 | 0.67 | -0.03 | 0.807 | -0.02 | -0.49 | 0.835 |
| NZDUSD | 0.221 | 0.798 | 0.158 | -0.544 | 0.349 | 0.187 | 0.329 | 0.169 | -0.415 | 0.264 |
| SCI25 | 0.076 | 0.158 | 0.301 | -0.396 | -0.247 | -0.43 | 0.01 | -0.188 | -0.011 | 0.093 |
| SEKJPY | -0.4 | 0.651 | -0.393 | 0.1 | 0.845 | 0.26 | 0.719 | -0.096 | -0.545 | 0.78 |
| SGDJPY | -0.302 | 0.843 | -0.2 | -0.271 | 0.679 | -0.105 | 0.841 | -0.122 | -0.543 | 0.913 |
| SPA35 | 0.203 | 0.572 | 0.163 | -0.573 | 0.034 | -0.693 | 0.603 | -0.114 | 0.123 | 0.667 |
| UK100 | 0.232 | 0.54 | 0.143 | -0.552 | 0.018 | -0.699 | 0.57 | -0.154 | 0.179 | 0.652 |
| US2000 | 0.017 | 0.674 | 0.046 | -0.45 | 0.297 | -0.427 | 0.703 | -0.046 | -0.14 | 0.736 |
| US30 | 0.17 | 0.693 | 0.253 | -0.628 | 0.117 | -0.571 | 0.619 | -0.057 | -0.05 | 0.659 |
| US500 | -0.011 | 0.729 | 0.079 | -0.493 | 0.314 | -0.415 | 0.706 | -0.064 | -0.221 | 0.747 |
| USDCAD | 0.767 | -0.392 | 0.426 | -0.302 | -0.797 | -0.656 | -0.287 | 0.146 | 1 | -0.359 |
| USDCHF | 0.404 | 0.485 | 0.29 | -0.671 | -0.18 | -0.873 | 0.542 | -0.049 | 0.372 | 0.58 |
| USDCNH | 0.268 | -0.046 | 0.018 | -0.037 | -0.121 | -0.282 | 0.102 | -0.017 | 0.44 | 0.118 |
| USDCZK | 0.374 | -0.147 | -0.184 | -0.605 | -0.899 | -0.464 | -0.609 | 0.375 | -0.043 | -0.778 |
| USDHKD | 0.537 | 0.253 | 0.491 | -0.629 | -0.372 | -0.394 | 0.012 | 0.215 | 0.26 | -0.086 |
| USDHUF | 0.014 | 0.268 | -0.096 | -0.285 | -0.011 | -0.705 | 0.551 | -0.141 | 0.209 | 0.624 |
| USDJPY | -0.299 | 0.74 | -0.302 | -0.162 | 0.674 | -0.216 | 0.901 | -0.177 | -0.359 | 1 |
| USDMXN | 0.797 | -0.381 | 0.628 | -0.416 | -0.908 | -0.544 | -0.464 | 0.255 | 0.844 | -0.583 |
| USDNOK | 0.624 | -0.519 | 0.609 | -0.274 | -0.916 | -0.443 | -0.661 | 0.023 | 0.728 | -0.683 |
| USDPLN | 0.261 | 0.321 | 0.137 | -0.449 | -0.143 | -0.816 | 0.474 | -0.18 | 0.382 | 0.572 |
| USDRUB | -0.235 | -0.11 | 0.041 | 0.525 | 0.485 | 0.391 | -0.042 | -0.511 | 0.182 | 0.392 |
| USDSEK | 0.53 | 0.029 | 0.44 | -0.522 | -0.57 | -0.816 | 0.095 | 0.056 | 0.62 | 0.077 |
| USDSGD | 0.239 | -0.092 | 0.034 | 0.005 | -0.148 | -0.415 | 0.143 | -0.114 | 0.525 | 0.208 |
| USDTHB | -0.211 | 0.321 | -0.468 | 0.13 | 0.515 | 0.049 | 0.504 | -0.126 | -0.146 | 0.564 |
| USDTRY | -0.762 | 0.154 | -0.588 | 0.431 | 0.683 | 0.6 | 0.171 | -0.195 | -0.813 | 0.256 |
| USDX | -0.287 | -0.409 | -0.453 | 0.534 | 0.095 | 0.133 | -0.079 | -0.158 | 0.106 | -0.02 |
| USDZAR | -0.601 | 0.274 | -0.509 | 0.397 | 0.73 | 0.541 | 0.238 | -0.316 | -0.659 | 0.391 |
| VIX | -0.298 | -0.64 | -0.113 | 0.597 | -0.1 | 0.477 | -0.598 | -0.13 | -0.064 | -0.551 |
| XAGEUR | 0.312 | 0.421 | 0.519 | -0.634 | -0.192 | -0.41 | 0.184 | 0.101 | 0.003 | 0.149 |
| XAGUSD | 0.107 | 0.415 | 0.342 | -0.47 | -0.005 | -0.151 | 0.198 | 0.157 | -0.23 | 0.132 |
| XAUAUD | -0.575 | -0.421 | -0.24 | 0.594 | 0.157 | 0.531 | -0.346 | -0.137 | -0.41 | -0.294 |
| XAUEUR | 0.268 | -0.157 | 0.523 | -0.234 | -0.452 | -0.069 | -0.455 | 0.004 | 0.112 | -0.459 |
| XAUUSD | -0.093 | -0.116 | 0.211 | 0.023 | -0.098 | 0.337 | -0.381 | 0.056 | -0.3 | -0.414 |
| XBRUSD | -0.216 | 0.805 | -0.247 | -0.276 | 0.637 | -0.117 | 0.794 | -0.126 | -0.441 | 0.866 |
| XNGUSD | 0.026 | 0.738 | -0.064 | -0.399 | 0.435 | -0.181 | 0.716 | 0.107 | -0.241 | 0.68 |
| XPDUSD | -0.215 | 0.585 | -0.343 | -0.062 | 0.593 | -0.097 | 0.781 | -0.032 | -0.272 | 0.812 |
| XPTUSD | 0.348 | 0.093 | 0.485 | -0.521 | -0.452 | -0.48 | -0.063 | 0.087 | 0.203 | -0.102 |
| XTIUSD | -0.619 | 0.508 | -0.436 | 0.142 | 0.784 | 0.421 | 0.481 | -0.112 | -0.822 | 0.539 |
| ZARJPY | 0.518 | 0.287 | 0.399 | -0.593 | -0.329 | -0.789 | 0.343 | 0.059 | 0.513 | 0.325 |
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