| Currency | AUDCAD | AUDJPY | AUDNZD | EURAUD | EURJPY | EURUSD | GBPJPY | GBPUSD | USDCAD | USDJPY |
| AUDCAD | 1.00 | 0.81 | 0.81 | -0.85 | 0.24 | 0.36 | 0.80 | 0.92 | -0.83 | -0.18 |
| AUDCHF | 0.84 | 0.99 | 0.86 | -1.00 | 0.49 | -0.08 | 0.97 | 0.88 | -0.96 | 0.29 |
| AUDJPY | 0.81 | 1.00 | 0.85 | -0.99 | 0.59 | -0.11 | 0.98 | 0.86 | -0.95 | 0.36 |
| AUDNZD | 0.81 | 0.85 | 1.00 | -0.88 | 0.32 | 0.07 | 0.83 | 0.83 | -0.85 | 0.09 |
| AUDSGD | 0.92 | 0.95 | 0.90 | -0.97 | 0.43 | 0.12 | 0.95 | 0.95 | -0.96 | 0.10 |
| AUDUSD | 0.93 | 0.94 | 0.87 | -0.96 | 0.41 | 0.21 | 0.93 | 0.97 | -0.97 | 0.02 |
| AUS200 | 0.78 | 0.98 | 0.82 | -0.98 | 0.54 | -0.12 | 0.96 | 0.84 | -0.95 | 0.35 |
| CADCHF | 0.64 | 0.96 | 0.77 | -0.95 | 0.57 | -0.31 | 0.95 | 0.74 | -0.90 | 0.51 |
| CADJPY | 0.59 | 0.95 | 0.74 | -0.91 | 0.68 | -0.34 | 0.94 | 0.69 | -0.88 | 0.59 |
| CHFJPY | -0.14 | 0.23 | 0.02 | -0.10 | 0.85 | -0.29 | 0.24 | -0.05 | -0.11 | 0.63 |
| CHFSGD | -0.62 | -0.92 | -0.69 | 0.90 | -0.52 | 0.35 | -0.88 | -0.66 | 0.83 | -0.53 |
| CN50 | 0.75 | 0.75 | 0.84 | -0.77 | 0.34 | 0.23 | 0.74 | 0.80 | -0.81 | -0.03 |
| EURAUD | -0.85 | -0.99 | -0.88 | 1.00 | -0.47 | 0.06 | -0.98 | -0.89 | 0.96 | -0.27 |
| EURCAD | -0.62 | -0.95 | -0.77 | 0.94 | -0.54 | 0.34 | -0.94 | -0.72 | 0.89 | -0.52 |
| EURCHF | 0.66 | 0.78 | 0.58 | -0.74 | 0.66 | 0.09 | 0.74 | 0.66 | -0.75 | 0.23 |
| EURCZK | -0.80 | -0.84 | -0.78 | 0.88 | -0.23 | -0.18 | -0.83 | -0.89 | 0.92 | 0.04 |
| EURGBP | -0.84 | -0.96 | -0.86 | 0.98 | -0.41 | 0.02 | -0.98 | -0.93 | 0.95 | -0.20 |
| EURHUF | -0.67 | -0.67 | -0.64 | 0.71 | -0.18 | -0.27 | -0.63 | -0.72 | 0.78 | 0.14 |
| EURJPY | 0.24 | 0.59 | 0.32 | -0.47 | 1.00 | -0.18 | 0.58 | 0.31 | -0.48 | 0.60 |
| EURMXN | -0.76 | -0.96 | -0.82 | 0.97 | -0.46 | 0.07 | -0.94 | -0.85 | 0.96 | -0.27 |
| EURNOK | -0.85 | -0.95 | -0.85 | 0.96 | -0.46 | -0.11 | -0.95 | -0.93 | 0.98 | -0.12 |
| EURNZD | -0.82 | -0.99 | -0.80 | 0.99 | -0.49 | 0.11 | -0.97 | -0.87 | 0.95 | -0.31 |
| EURPLN | -0.81 | -0.87 | -0.81 | 0.90 | -0.30 | -0.17 | -0.84 | -0.88 | 0.94 | -0.01 |
| EURSEK | -0.81 | -0.92 | -0.87 | 0.94 | -0.42 | -0.07 | -0.90 | -0.87 | 0.95 | -0.14 |
| EURSGD | -0.57 | -0.89 | -0.67 | 0.88 | -0.46 | 0.44 | -0.85 | -0.62 | 0.79 | -0.56 |
| EURTRY | -0.64 | -0.91 | -0.70 | 0.90 | -0.52 | 0.31 | -0.86 | -0.66 | 0.83 | -0.49 |
| EURUSD | 0.36 | -0.11 | 0.07 | 0.06 | -0.18 | 1.00 | -0.08 | 0.36 | -0.12 | -0.89 |
| EURX | -0.77 | -0.96 | -0.84 | 0.98 | -0.39 | 0.15 | -0.95 | -0.84 | 0.94 | -0.30 |
| EURZAR | -0.68 | -0.92 | -0.74 | 0.92 | -0.47 | 0.18 | -0.87 | -0.74 | 0.90 | -0.36 |
| FRA40 | 0.84 | 0.96 | 0.85 | -0.98 | 0.44 | 0.02 | 0.97 | 0.92 | -0.97 | 0.18 |
| GBPAUD | -0.73 | -0.90 | -0.78 | 0.89 | -0.53 | 0.16 | -0.81 | -0.67 | 0.82 | -0.37 |
| GBPCAD | 0.63 | 0.16 | 0.32 | -0.24 | -0.24 | 0.71 | 0.25 | 0.60 | -0.28 | -0.69 |
| GBPCHF | 0.84 | 0.97 | 0.85 | -0.99 | 0.45 | -0.03 | 0.99 | 0.92 | -0.96 | 0.23 |
| GBPJPY | 0.80 | 0.98 | 0.83 | -0.98 | 0.58 | -0.08 | 1.00 | 0.89 | -0.95 | 0.33 |
| GBPMXN | -0.69 | -0.92 | -0.77 | 0.92 | -0.47 | 0.11 | -0.88 | -0.77 | 0.92 | -0.30 |
| GBPNOK | -0.78 | -0.87 | -0.78 | 0.87 | -0.48 | -0.20 | -0.84 | -0.85 | 0.93 | -0.05 |
| GBPNZD | -0.27 | -0.49 | -0.12 | 0.43 | -0.48 | 0.31 | -0.36 | -0.15 | 0.36 | -0.47 |
| GBPSEK | 0.72 | 0.83 | 0.69 | -0.85 | 0.33 | -0.12 | 0.89 | 0.81 | -0.79 | 0.25 |
| GBPSGD | 0.86 | 0.78 | 0.80 | -0.82 | 0.26 | 0.31 | 0.85 | 0.95 | -0.85 | -0.13 |
| GBPTRY | 0.37 | 0.12 | 0.30 | -0.18 | -0.17 | 0.46 | 0.25 | 0.48 | -0.24 | -0.45 |
| GBPUSD | 0.92 | 0.86 | 0.83 | -0.89 | 0.31 | 0.36 | 0.89 | 1.00 | -0.94 | -0.15 |
| GER30 | 0.80 | 0.99 | 0.84 | -0.99 | 0.56 | -0.14 | 0.97 | 0.84 | -0.94 | 0.37 |
| HK50 | 0.82 | 0.97 | 0.87 | -0.97 | 0.52 | -0.04 | 0.95 | 0.86 | -0.95 | 0.27 |
| IT40 | 0.82 | 0.96 | 0.88 | -0.97 | 0.44 | -0.01 | 0.96 | 0.90 | -0.96 | 0.20 |
| JPN225 | 0.78 | 0.99 | 0.81 | -0.97 | 0.61 | -0.17 | 0.96 | 0.80 | -0.90 | 0.42 |
| JPYX | -0.64 | -0.96 | -0.75 | 0.92 | -0.73 | 0.30 | -0.95 | -0.72 | 0.87 | -0.58 |
| NAS100 | 0.80 | 0.98 | 0.83 | -0.97 | 0.53 | -0.12 | 0.96 | 0.84 | -0.92 | 0.34 |
| NOKJPY | 0.82 | 0.97 | 0.84 | -0.97 | 0.56 | 0.04 | 0.97 | 0.90 | -0.98 | 0.22 |
| NOKSEK | 0.84 | 0.96 | 0.84 | -0.96 | 0.48 | 0.08 | 0.96 | 0.93 | -0.98 | 0.15 |
| NZDCAD | 0.87 | 0.55 | 0.42 | -0.59 | 0.11 | 0.51 | 0.54 | 0.74 | -0.57 | -0.36 |
| NZDCHF | 0.81 | 0.99 | 0.79 | -0.98 | 0.52 | -0.11 | 0.97 | 0.86 | -0.94 | 0.32 |
| NZDJPY | 0.77 | 0.99 | 0.77 | -0.97 | 0.62 | -0.15 | 0.98 | 0.82 | -0.93 | 0.41 |
| NZDUSD | 0.93 | 0.92 | 0.80 | -0.94 | 0.41 | 0.25 | 0.92 | 0.97 | -0.96 | -0.01 |
| SCI25 | 0.83 | 0.98 | 0.85 | -0.98 | 0.51 | 0.01 | 0.96 | 0.89 | -0.98 | 0.23 |
| SEKJPY | 0.74 | 0.95 | 0.82 | -0.92 | 0.69 | -0.01 | 0.93 | 0.81 | -0.93 | 0.33 |
| SGDJPY | 0.54 | 0.91 | 0.64 | -0.86 | 0.71 | -0.40 | 0.88 | 0.60 | -0.79 | 0.65 |
| SPA35 | 0.78 | 0.99 | 0.85 | -0.98 | 0.54 | -0.16 | 0.96 | 0.82 | -0.94 | 0.38 |
| UK100 | 0.79 | 0.99 | 0.82 | -0.98 | 0.57 | -0.12 | 0.97 | 0.84 | -0.94 | 0.36 |
| US2000 | 0.82 | 0.99 | 0.85 | -0.99 | 0.53 | -0.08 | 0.97 | 0.87 | -0.96 | 0.31 |
| US30 | 0.83 | 0.98 | 0.83 | -0.98 | 0.52 | -0.04 | 0.97 | 0.88 | -0.96 | 0.27 |
| US500 | 0.82 | 0.98 | 0.83 | -0.98 | 0.52 | -0.07 | 0.97 | 0.87 | -0.95 | 0.29 |
| USDCAD | -0.83 | -0.95 | -0.85 | 0.96 | -0.48 | -0.12 | -0.95 | -0.94 | 1.00 | -0.12 |
| USDCHF | -0.16 | 0.34 | 0.11 | -0.28 | 0.37 | -0.96 | 0.30 | -0.15 | -0.10 | 0.94 |
| USDCNH | -0.80 | -0.64 | -0.70 | 0.68 | -0.15 | -0.53 | -0.59 | -0.80 | 0.77 | 0.36 |
| USDCZK | -0.77 | -0.68 | -0.63 | 0.73 | -0.06 | -0.41 | -0.67 | -0.85 | 0.82 | 0.31 |
| USDHKD | 0.37 | 0.52 | 0.56 | -0.55 | 0.19 | 0.04 | 0.54 | 0.54 | -0.62 | 0.06 |
| USDHUF | -0.71 | -0.50 | -0.58 | 0.55 | -0.09 | -0.67 | -0.49 | -0.76 | 0.69 | 0.50 |
| USDJPY | -0.18 | 0.36 | 0.09 | -0.27 | 0.60 | -0.89 | 0.33 | -0.15 | -0.12 | 1.00 |
| USDMXN | -0.82 | -0.94 | -0.83 | 0.96 | -0.44 | -0.08 | -0.93 | -0.90 | 0.98 | -0.14 |
| USDNOK | -0.88 | -0.89 | -0.82 | 0.91 | -0.41 | -0.31 | -0.89 | -0.96 | 0.96 | 0.06 |
| USDPLN | -0.83 | -0.66 | -0.69 | 0.70 | -0.17 | -0.59 | -0.65 | -0.88 | 0.82 | 0.40 |
| USDRUB | -0.81 | -0.91 | -0.79 | 0.93 | -0.35 | -0.08 | -0.89 | -0.88 | 0.94 | -0.09 |
| USDSEK | -0.83 | -0.64 | -0.70 | 0.68 | -0.22 | -0.65 | -0.64 | -0.88 | 0.80 | 0.42 |
| USDSGD | -0.88 | -0.83 | -0.74 | 0.85 | -0.33 | -0.38 | -0.81 | -0.93 | 0.92 | 0.16 |
| USDTHB | -0.84 | -0.85 | -0.74 | 0.88 | -0.32 | -0.22 | -0.81 | -0.86 | 0.91 | 0.03 |
| USDTRY | -0.83 | -0.90 | -0.76 | 0.91 | -0.46 | -0.14 | -0.86 | -0.85 | 0.93 | -0.10 |
| USDX | -0.58 | -0.31 | -0.30 | 0.37 | 0.12 | -0.66 | -0.32 | -0.62 | 0.51 | 0.60 |
| USDZAR | -0.77 | -0.92 | -0.77 | 0.92 | -0.44 | -0.04 | -0.87 | -0.83 | 0.94 | -0.17 |
| VIX | -0.84 | -0.98 | -0.87 | 0.98 | -0.56 | 0.04 | -0.97 | -0.88 | 0.95 | -0.29 |
| XAGEUR | 0.83 | 0.96 | 0.89 | -0.96 | 0.49 | -0.01 | 0.96 | 0.89 | -0.94 | 0.24 |
| XAGUSD | 0.87 | 0.94 | 0.90 | -0.95 | 0.47 | 0.11 | 0.94 | 0.92 | -0.95 | 0.13 |
| XAUAUD | -0.69 | -0.81 | -0.61 | 0.83 | -0.28 | 0.03 | -0.76 | -0.72 | 0.83 | -0.15 |
| XAUEUR | 0.37 | 0.41 | 0.55 | -0.41 | 0.35 | -0.08 | 0.47 | 0.38 | -0.34 | 0.24 |
| XAUUSD | 0.51 | 0.32 | 0.54 | -0.34 | 0.23 | 0.43 | 0.39 | 0.53 | -0.37 | -0.24 |
| XBRUSD | 0.80 | 0.92 | 0.82 | -0.93 | 0.44 | 0.06 | 0.90 | 0.87 | -0.95 | 0.16 |
| XNGUSD | 0.67 | 0.70 | 0.54 | -0.72 | 0.28 | 0.12 | 0.67 | 0.69 | -0.73 | 0.03 |
| XPDUSD | 0.71 | 0.77 | 0.83 | -0.77 | 0.48 | 0.11 | 0.82 | 0.79 | -0.76 | 0.13 |
| XPTUSD | 0.88 | 0.97 | 0.85 | -0.98 | 0.49 | 0.06 | 0.97 | 0.92 | -0.96 | 0.18 |
| XTIUSD | 0.75 | 0.96 | 0.83 | -0.96 | 0.50 | -0.09 | 0.93 | 0.83 | -0.96 | 0.31 |
| ZARJPY | 0.67 | 0.95 | 0.74 | -0.93 | 0.56 | -0.21 | 0.90 | 0.74 | -0.91 | 0.43 |
Daily Forex Correlation Matrix
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