15 Minutes Correlation Matrix

CurrencyAUDCADAUDJPYAUDNZDEURAUDEURJPYEURUSDGBPJPYGBPUSDUSDCADUSDJPY
AUDCAD10.1050.733-0.743-0.692-0.57-0.1710.2830.767-0.299
AUDCHF0.5970.8080.579-0.926-0.073-0.4660.4070.1510.0630.354
AUDJPY0.10510.145-0.5980.509-0.1310.7340.03-0.3920.74
AUDNZD0.7330.1451-0.69-0.601-0.439-0.2230.1920.426-0.302
AUDSGD0.6480.6730.582-0.752-0.053-0.1940.2130.1990.0990.138
AUDUSD0.4770.70.536-0.7210.0380.0290.1350.232-0.1980.039
AUS2000.3760.070.182-0.394-0.343-0.6370.139-0.050.4590.159
CADCHF-0.5570.717-0.263-0.0860.7410.1790.627-0.189-0.8320.728
CADJPY-0.6680.669-0.440.1110.90.3260.679-0.192-0.8630.781
CHFJPY-0.5920.593-0.4860.2560.9430.3920.695-0.156-0.6930.78
CHFSGD-0.108-0.438-0.1440.540.0440.476-0.3690.0040.07-0.368
CN50-0.30.673-0.293-0.1590.604-0.1290.738-0.188-0.4140.837
EURAUD-0.743-0.598-0.6910.3760.668-0.215-0.142-0.302-0.162
EURCAD0.497-0.6440.1630.207-0.5390.036-0.5530.2360.73-0.674
EURCHF-0.5190.495-0.4350.3010.8860.6460.4770.001-0.7350.484
EURCZK0.306-0.222-0.262-0.471-0.807-0.179-0.7520.303-0.107-0.83
EURGBP-0.594-0.057-0.430.630.590.861-0.239-0.41-0.643-0.062
EURHUF-0.7790.033-0.7150.5720.7240.4130.406-0.179-0.6110.487
EURJPY-0.6920.509-0.6010.37610.5730.61-0.119-0.7970.674
EURMXN0.717-0.480.574-0.253-0.848-0.301-0.5790.3180.75-0.729
EURNOK0.439-0.6630.4570.002-0.771-0.046-0.8390.0380.53-0.873
EURNZD-0.621-0.714-0.450.9510.1910.648-0.397-0.099-0.198-0.366
EURPLN-0.5450.281-0.5210.3580.6910.2920.423-0.284-0.4750.563
EURSEK0.42-0.1090.31-0.21-0.386-0.339-0.0460.2260.478-0.137
EURSGD-0.485-0.216-0.4710.7440.5320.843-0.121-0.009-0.395-0.118
EURTRY-0.730.006-0.5570.6030.6880.901-0.024-0.065-0.818-0.002
EURUSD-0.57-0.131-0.4390.6680.5731-0.1830.054-0.656-0.216
EURX-0.664-0.133-0.5420.7460.6560.971-0.139-0.113-0.666-0.096
EURZAR-0.6790.112-0.5550.5830.7550.8290.07-0.19-0.7510.158
FRA40-0.3540.3660.3720.320.6380.1650.71-0.262-0.1520.762
GBPAUD-0.315-0.663-0.4170.626-0.108-0.0390.0170.2520.29-0.101
GBPCAD0.782-0.3430.447-0.317-0.757-0.576-0.1720.4520.948-0.379
GBPCHF0.510.4420.358-0.651-0.215-0.7050.6160.5170.3980.399
GBPJPY-0.1710.734-0.223-0.2150.61-0.18310.267-0.2870.901
GBPMXN0.793-0.3750.622-0.401-0.885-0.498-0.420.3830.823-0.596
GBPNOK0.664-0.5140.616-0.297-0.923-0.438-0.5710.2670.753-0.7
GBPNZD-0.007-0.7040.0060.365-0.431-0.233-0.1410.3720.512-0.312
GBPSEK0.593-0.0320.454-0.515-0.604-0.7310.1480.4620.654-0.052
GBPSGD0.416-0.0350.167-0.147-0.225-0.3310.3080.6230.5330.042
GBPTRY-0.5490.218-0.4180.2770.5860.5870.3260.356-0.7160.166
GBPUSD0.2830.030.192-0.142-0.1190.0540.26710.146-0.177
GER300.1990.5880.163-0.570.054-0.6630.592-0.1310.10.665
HK50-0.0550.673-0.129-0.3310.415-0.3720.777-0.085-0.1450.83
IT400.1160.6010.4250.2680.7960.7610.093-0.494-0.4570.62
JPN2250.010.718-0.048-0.4730.309-0.460.675-0.218-0.1560.79
JPYX0.396-0.8090.3560.079-0.851-0.097-0.8970.0340.595-0.931
NAS1000.7630.2230.555-0.757-0.569-0.7270.0810.2230.596-0.014
NOKJPY-0.5330.615-0.4690.0990.8120.1390.751-0.174-0.6050.844
NOKSEK-0.450.508-0.3840.0060.591-0.1060.722-0.139-0.4320.798
NZDCAD0.9670.1170.553-0.688-0.617-0.566-0.0840.2940.781-0.216
NZDCHF0.4050.8890.274-0.8140.151-0.40.5920.117-0.0820.556
NZDJPY-0.0880.959-0.13-0.410.67-0.030.807-0.02-0.490.835
NZDUSD0.2210.7980.158-0.5440.3490.1870.3290.169-0.4150.264
SCI250.0760.1580.301-0.396-0.247-0.430.01-0.188-0.0110.093
SEKJPY-0.40.651-0.3930.10.8450.260.719-0.096-0.5450.78
SGDJPY-0.3020.843-0.2-0.2710.679-0.1050.841-0.122-0.5430.913
SPA350.2030.5720.163-0.5730.034-0.6930.603-0.1140.1230.667
UK1000.2320.540.143-0.5520.018-0.6990.57-0.1540.1790.652
US20000.0170.6740.046-0.450.297-0.4270.703-0.046-0.140.736
US300.170.6930.253-0.6280.117-0.5710.619-0.057-0.050.659
US500-0.0110.7290.079-0.4930.314-0.4150.706-0.064-0.2210.747
USDCAD0.767-0.3920.426-0.302-0.797-0.656-0.2870.1461-0.359
USDCHF0.4040.4850.29-0.671-0.18-0.8730.542-0.0490.3720.58
USDCNH0.268-0.0460.018-0.037-0.121-0.2820.102-0.0170.440.118
USDCZK0.374-0.147-0.184-0.605-0.899-0.464-0.6090.375-0.043-0.778
USDHKD0.5370.2530.491-0.629-0.372-0.3940.0120.2150.26-0.086
USDHUF0.0140.268-0.096-0.285-0.011-0.7050.551-0.1410.2090.624
USDJPY-0.2990.74-0.302-0.1620.674-0.2160.901-0.177-0.3591
USDMXN0.797-0.3810.628-0.416-0.908-0.544-0.4640.2550.844-0.583
USDNOK0.624-0.5190.609-0.274-0.916-0.443-0.6610.0230.728-0.683
USDPLN0.2610.3210.137-0.449-0.143-0.8160.474-0.180.3820.572
USDRUB-0.235-0.110.0410.5250.4850.391-0.042-0.5110.1820.392
USDSEK0.530.0290.44-0.522-0.57-0.8160.0950.0560.620.077
USDSGD0.239-0.0920.0340.005-0.148-0.4150.143-0.1140.5250.208
USDTHB-0.2110.321-0.4680.130.5150.0490.504-0.126-0.1460.564
USDTRY-0.7620.154-0.5880.4310.6830.60.171-0.195-0.8130.256
USDX-0.287-0.409-0.4530.5340.0950.133-0.079-0.1580.106-0.02
USDZAR-0.6010.274-0.5090.3970.730.5410.238-0.316-0.6590.391
VIX-0.298-0.64-0.1130.597-0.10.477-0.598-0.13-0.064-0.551
XAGEUR0.3120.4210.519-0.634-0.192-0.410.1840.1010.0030.149
XAGUSD0.1070.4150.342-0.47-0.005-0.1510.1980.157-0.230.132
XAUAUD-0.575-0.421-0.240.5940.1570.531-0.346-0.137-0.41-0.294
XAUEUR0.268-0.1570.523-0.234-0.452-0.069-0.4550.0040.112-0.459
XAUUSD-0.093-0.1160.2110.023-0.0980.337-0.3810.056-0.3-0.414
XBRUSD-0.2160.805-0.247-0.2760.637-0.1170.794-0.126-0.4410.866
XNGUSD0.0260.738-0.064-0.3990.435-0.1810.7160.107-0.2410.68
XPDUSD-0.2150.585-0.343-0.0620.593-0.0970.781-0.032-0.2720.812
XPTUSD0.3480.0930.485-0.521-0.452-0.48-0.0630.0870.203-0.102
XTIUSD-0.6190.508-0.4360.1420.7840.4210.481-0.112-0.8220.539
ZARJPY0.5180.2870.399-0.593-0.329-0.7890.3430.0590.5130.325

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