| Currency | AUDCAD | AUDJPY | AUDNZD | EURAUD | EURJPY | EURUSD | GBPJPY | GBPUSD | USDCAD | USDJPY |
| AUDCAD | 1 | 0.752 | 0.417 | -0.744 | 0.135 | 0.779 | -0.084 | 0.5 | -0.109 | -0.478 |
| AUDCHF | 0.689 | 0.837 | 0.467 | -0.977 | -0.1 | 0.314 | -0.215 | 0.057 | -0.684 | -0.299 |
| AUDJPY | 0.752 | 1 | 0.27 | -0.819 | 0.431 | 0.38 | 0.259 | 0.345 | -0.349 | 0.06 |
| AUDNZD | 0.417 | 0.27 | 1 | -0.488 | -0.311 | 0.202 | -0.37 | -0.05 | -0.25 | -0.409 |
| AUDSGD | 0.911 | 0.691 | 0.4 | -0.665 | 0.154 | 0.748 | -0.125 | 0.389 | -0.121 | -0.444 |
| AUDUSD | 0.917 | 0.797 | 0.469 | -0.903 | -0.047 | 0.703 | -0.256 | 0.323 | -0.494 | -0.554 |
| AUS200 | -0.712 | -0.263 | -0.12 | 0.144 | -0.226 | -0.784 | -0.01 | -0.567 | -0.375 | 0.419 |
| CADCHF | -0.526 | -0.02 | -0.026 | -0.155 | -0.295 | -0.675 | -0.14 | -0.604 | -0.661 | 0.289 |
| CADJPY | -0.396 | 0.305 | -0.237 | -0.063 | 0.41 | -0.582 | 0.488 | -0.222 | -0.341 | 0.767 |
| CHFJPY | 0.202 | 0.431 | -0.296 | 0.13 | 0.951 | 0.139 | 0.838 | 0.52 | 0.482 | 0.63 |
| CHFSGD | 0.378 | -0.057 | -0.011 | 0.237 | 0.294 | 0.595 | 0.071 | 0.417 | 0.586 | -0.231 |
| CN50 | -0.665 | -0.138 | -0.135 | 0.141 | -0.023 | -0.781 | 0.175 | -0.462 | -0.302 | 0.568 |
| EURAUD | -0.744 | -0.819 | -0.488 | 1 | 0.162 | -0.343 | 0.277 | -0.045 | 0.629 | 0.367 |
| EURCAD | 0.516 | 0.044 | 0.003 | 0.187 | 0.385 | 0.714 | 0.213 | 0.668 | 0.649 | -0.248 |
| EURCHF | -0.196 | 0.13 | -0.059 | 0.087 | 0.344 | -0.094 | 0.315 | 0.085 | -0.205 | 0.324 |
| EURCZK | 0.68 | 0.572 | 0.524 | -0.813 | -0.765 | -0.735 | 0.481 | 0.249 | 0.596 | 0.266 |
| EURGBP | 0.337 | 0.052 | 0.317 | -0.339 | -0.455 | 0.414 | -0.812 | -0.436 | -0.349 | -0.661 |
| EURHUF | -0.445 | 0.075 | 0.026 | 0.109 | 0.27 | -0.565 | 0.357 | -0.2 | -0.146 | 0.606 |
| EURJPY | 0.135 | 0.431 | -0.311 | 0.162 | 1 | 0.12 | 0.887 | 0.539 | 0.403 | 0.676 |
| EURMXN | 0.667 | 0.218 | 0.181 | -0.235 | 0.013 | 0.912 | -0.261 | 0.426 | -0.02 | -0.647 |
| EURNOK | 0.411 | -0.02 | 0.335 | -0.235 | -0.377 | 0.287 | -0.442 | -0.007 | 0.14 | -0.535 |
| EURNZD | -0.693 | -0.84 | -0.163 | 0.937 | 0.026 | -0.338 | 0.141 | -0.104 | 0.609 | 0.247 |
| EURPLN | -0.519 | 0.055 | -0.159 | 0.105 | 0.243 | -0.615 | 0.37 | -0.23 | -0.255 | 0.638 |
| EURSEK | 0.395 | 0.233 | 0.1 | -0.242 | 0.033 | 0.169 | 0.092 | 0.309 | 0.198 | -0.125 |
| EURSGD | 0.34 | -0.02 | -0.111 | 0.251 | 0.368 | 0.617 | 0.13 | 0.436 | 0.507 | -0.162 |
| EURTRY | 0.685 | 0.313 | 0.2 | -0.443 | -0.151 | 0.733 | -0.379 | 0.232 | -0.16 | -0.646 |
| EURUSD | 0.779 | 0.38 | 0.202 | -0.343 | 0.12 | 1 | -0.14 | 0.599 | -0.079 | -0.624 |
| EURX | 0.638 | 0.262 | 0.015 | -0.104 | 0.294 | 0.874 | -0.031 | 0.481 | 0.211 | -0.4 |
| EURZAR | 0.495 | 0.088 | 0.09 | 0.058 | 0.247 | 0.775 | 0.078 | 0.633 | 0.313 | -0.385 |
| FRA40 | 0.207 | 0.498 | 0.534 | -0.522 | -0.385 | -0.636 | 0.527 | 0.048 | 0.082 | 0.526 |
| GBPAUD | -0.717 | -0.667 | -0.516 | 0.926 | 0.313 | -0.435 | 0.546 | 0.143 | 0.646 | 0.554 |
| GBPCAD | 0.253 | 0.008 | -0.184 | 0.353 | 0.589 | 0.338 | 0.646 | 0.822 | 0.762 | 0.165 |
| GBPCHF | -0.327 | 0.034 | -0.344 | 0.322 | 0.553 | -0.381 | 0.843 | 0.467 | 0.289 | 0.708 |
| GBPJPY | -0.084 | 0.259 | -0.37 | 0.277 | 0.887 | -0.14 | 1 | 0.576 | 0.442 | 0.784 |
| GBPMXN | 0.674 | 0.332 | 0.112 | -0.225 | 0.228 | 0.845 | 0.137 | 0.812 | 0.074 | -0.45 |
| GBPNOK | 0.228 | -0.197 | 0.24 | 0.002 | -0.304 | 0.097 | -0.225 | 0.113 | 0.371 | -0.36 |
| GBPNZD | -0.685 | -0.671 | -0.288 | 0.89 | 0.248 | -0.444 | 0.498 | 0.14 | 0.646 | 0.499 |
| GBPSEK | 0.283 | 0.044 | -0.034 | 0.073 | 0.212 | 0.163 | 0.378 | 0.592 | 0.538 | 0.011 |
| GBPSGD | 0.161 | -0.043 | -0.185 | 0.418 | 0.602 | 0.32 | 0.573 | 0.673 | 0.707 | 0.189 |
| GBPTRY | 0.602 | 0.359 | -0.029 | -0.262 | 0.213 | 0.588 | 0.187 | 0.66 | 0.144 | -0.257 |
| GBPUSD | 0.5 | 0.345 | -0.05 | -0.045 | 0.539 | 0.599 | 0.576 | 1 | 0.262 | -0.054 |
| GER30 | -0.612 | -0.094 | -0.024 | -0.003 | -0.18 | -0.786 | 0.044 | -0.52 | -0.451 | 0.452 |
| HK50 | -0.682 | -0.154 | -0.175 | 0.249 | 0.117 | -0.725 | 0.327 | -0.307 | -0.205 | 0.636 |
| IT40 | – | – | – | – | – | – | – | – | – | – |
| JPN225 | -0.448 | -0.095 | 0.096 | -0.137 | -0.381 | -0.695 | -0.118 | -0.477 | -0.44 | 0.22 |
| JPYX | -0.027 | -0.485 | 0.319 | -0.081 | -0.939 | 0.148 | -0.929 | -0.429 | -0.336 | -0.845 |
| NAS100 | -0.654 | -0.305 | 0.034 | 0.109 | -0.36 | -0.816 | -0.102 | -0.581 | -0.301 | 0.316 |
| NOKJPY | -0.525 | -0.086 | -0.046 | 0.096 | -0.02 | -0.648 | 0.172 | -0.352 | -0.248 | 0.48 |
| NOKSEK | -0.481 | -0.229 | 0.003 | 0.113 | -0.244 | -0.657 | 0.027 | -0.372 | -0.092 | 0.313 |
| NZDCAD | 0.955 | 0.734 | 0.136 | -0.646 | 0.26 | 0.79 | 0.033 | 0.569 | -0.039 | -0.388 |
| NZDCHF | 0.611 | 0.853 | 0.135 | -0.896 | 0.058 | 0.28 | -0.053 | 0.112 | -0.662 | -0.145 |
| NZDJPY | 0.632 | 0.944 | -0.054 | -0.67 | 0.573 | 0.327 | 0.416 | 0.392 | -0.271 | 0.215 |
| NZDUSD | 0.892 | 0.802 | 0.23 | -0.845 | 0.056 | 0.736 | -0.16 | 0.391 | -0.467 | -0.489 |
| SCI25 | -0.462 | -0.104 | 0.15 | -0.122 | -0.369 | -0.577 | -0.194 | -0.49 | -0.571 | 0.128 |
| SEKJPY | -0.204 | 0.285 | -0.366 | 0.181 | 0.756 | -0.19 | 0.683 | 0.137 | 0.059 | 0.731 |
| SGDJPY | -0.273 | 0.324 | -0.191 | -0.144 | 0.317 | -0.528 | 0.48 | -0.096 | -0.274 | 0.66 |
| SPA35 | -0.616 | -0.089 | -0.022 | 0.03 | -0.118 | -0.793 | 0.1 | -0.475 | -0.393 | 0.484 |
| UK100 | -0.667 | -0.165 | -0.046 | 0.09 | -0.154 | -0.818 | 0.087 | -0.504 | -0.361 | 0.491 |
| US2000 | -0.723 | -0.273 | -0.039 | 0.234 | -0.112 | -0.819 | 0.162 | -0.416 | -0.225 | 0.515 |
| US30 | -0.665 | -0.235 | 0.029 | 0.097 | -0.264 | -0.81 | 0.01 | -0.506 | -0.353 | 0.396 |
| US500 | -0.694 | -0.285 | 0.022 | 0.154 | -0.258 | -0.826 | 0.023 | -0.502 | -0.294 | 0.409 |
| USDCAD | -0.109 | -0.349 | -0.25 | 0.629 | 0.403 | -0.079 | 0.442 | 0.262 | 1 | 0.339 |
| USDCHF | -0.792 | -0.321 | -0.225 | 0.329 | -0.046 | -0.952 | 0.196 | -0.57 | -0.033 | 0.673 |
| USDCNH | 0.121 | -0.109 | -0.2 | 0.425 | 0.497 | 0.232 | 0.372 | 0.347 | 0.776 | 0.19 |
| USDCZK | 0.714 | 0.527 | 0.5 | -0.902 | -0.924 | -0.983 | 0.452 | -0.07 | 0.8 | 0.552 |
| USDHKD | 0.518 | 0.433 | 0.051 | -0.529 | -0.069 | 0.318 | -0.309 | -0.146 | -0.205 | -0.283 |
| USDHUF | -0.71 | -0.199 | -0.176 | 0.209 | -0.031 | -0.843 | 0.228 | -0.403 | -0.208 | 0.586 |
| USDJPY | -0.478 | 0.06 | -0.409 | 0.367 | 0.676 | -0.624 | 0.784 | -0.054 | 0.339 | 1 |
| USDMXN | 0.414 | -0.04 | 0.188 | -0.147 | -0.284 | 0.59 | -0.516 | 0.004 | -0.03 | -0.651 |
| USDNOK | -0.009 | -0.289 | 0.233 | -0.112 | -0.63 | -0.212 | -0.55 | -0.453 | 0.057 | -0.348 |
| USDPLN | -0.733 | -0.198 | -0.207 | 0.272 | 0.073 | -0.917 | 0.312 | -0.438 | -0.06 | 0.72 |
| USDRUB | 0.123 | -0.161 | -0.138 | 0.222 | 0.238 | 0.434 | -0.248 | 0.229 | -0.005 | -0.504 |
| USDSEK | -0.04 | -0.221 | 0.066 | 0.097 | -0.215 | -0.322 | -0.041 | -0.123 | 0.446 | 0.039 |
| USDSGD | -0.242 | -0.351 | -0.311 | 0.612 | 0.361 | -0.092 | 0.293 | 0.04 | 0.719 | 0.34 |
| USDTHB | 0.036 | -0.17 | -0.358 | 0.445 | 0.405 | 0.152 | 0.284 | 0.208 | 0.735 | 0.2 |
| USDTRY | 0.229 | 0.132 | 0.15 | -0.315 | -0.277 | 0.122 | -0.37 | -0.207 | -0.221 | -0.302 |
| USDX | -0.803 | -0.364 | -0.285 | 0.432 | 0.042 | -0.971 | 0.266 | -0.531 | 0.158 | 0.732 |
| USDZAR | 0.084 | -0.171 | -0.042 | 0.33 | 0.219 | 0.282 | 0.205 | 0.413 | 0.454 | -0.065 |
| VIX | 0.725 | 0.305 | 0.07 | -0.241 | 0.153 | 0.812 | -0.143 | 0.383 | 0.21 | -0.467 |
| XAGEUR | -0.396 | 0.087 | 0.024 | -0.18 | -0.142 | -0.597 | -0.018 | -0.461 | -0.523 | 0.326 |
| XAGUSD | -0.297 | 0.162 | 0.054 | -0.238 | -0.103 | -0.465 | -0.016 | -0.372 | -0.569 | 0.261 |
| XAUAUD | -0.607 | -0.861 | -0.202 | 0.64 | -0.462 | -0.374 | -0.345 | -0.479 | 0.382 | -0.06 |
| XAUEUR | -0.019 | -0.27 | 0.235 | -0.201 | -0.763 | -0.14 | -0.728 | -0.572 | -0.153 | -0.454 |
| XAUUSD | 0.462 | -0.021 | 0.362 | -0.376 | -0.61 | 0.417 | -0.743 | -0.137 | -0.151 | -0.801 |
| XBRUSD | -0.72 | -0.232 | -0.269 | 0.383 | 0.18 | -0.705 | 0.413 | -0.177 | -0.064 | 0.654 |
| XNGUSD | -0.471 | 0.028 | -0.423 | 0.3 | 0.497 | -0.489 | 0.614 | 0.039 | 0.06 | 0.742 |
| XPDUSD | -0.381 | 0.064 | -0.336 | 0.371 | 0.646 | -0.408 | 0.773 | 0.272 | 0.296 | 0.788 |
| XPTUSD | -0.463 | -0.025 | 0.15 | -0.148 | -0.275 | -0.627 | -0.087 | -0.46 | -0.573 | 0.241 |
| XTIUSD | -0.513 | 0.048 | -0.308 | 0.193 | 0.367 | -0.589 | 0.549 | -0.033 | -0.108 | 0.716 |
| ZARJPY | -0.603 | -0.1 | -0.472 | 0.208 | 0.157 | -0.741 | 0.273 | -0.456 | -0.082 | 0.679 |
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