5 Minutes Correlation Matrix

CurrencyAUDCADAUDJPYAUDNZDEURAUDEURJPYEURUSDGBPJPYGBPUSDUSDCADUSDJPY
AUDCAD10.7520.417-0.7440.1350.779-0.0840.5-0.109-0.478
AUDCHF0.6890.8370.467-0.977-0.10.314-0.2150.057-0.684-0.299
AUDJPY0.75210.27-0.8190.4310.380.2590.345-0.3490.06
AUDNZD0.4170.271-0.488-0.3110.202-0.37-0.05-0.25-0.409
AUDSGD0.9110.6910.4-0.6650.1540.748-0.1250.389-0.121-0.444
AUDUSD0.9170.7970.469-0.903-0.0470.703-0.2560.323-0.494-0.554
AUS200-0.712-0.263-0.120.144-0.226-0.784-0.01-0.567-0.3750.419
CADCHF-0.526-0.02-0.026-0.155-0.295-0.675-0.14-0.604-0.6610.289
CADJPY-0.3960.305-0.237-0.0630.41-0.5820.488-0.222-0.3410.767
CHFJPY0.2020.431-0.2960.130.9510.1390.8380.520.4820.63
CHFSGD0.378-0.057-0.0110.2370.2940.5950.0710.4170.586-0.231
CN50-0.665-0.138-0.1350.141-0.023-0.7810.175-0.462-0.3020.568
EURAUD-0.744-0.819-0.48810.162-0.3430.277-0.0450.6290.367
EURCAD0.5160.0440.0030.1870.3850.7140.2130.6680.649-0.248
EURCHF-0.1960.13-0.0590.0870.344-0.0940.3150.085-0.2050.324
EURCZK0.680.5720.524-0.813-0.765-0.7350.4810.2490.5960.266
EURGBP0.3370.0520.317-0.339-0.4550.414-0.812-0.436-0.349-0.661
EURHUF-0.4450.0750.0260.1090.27-0.5650.357-0.2-0.1460.606
EURJPY0.1350.431-0.3110.16210.120.8870.5390.4030.676
EURMXN0.6670.2180.181-0.2350.0130.912-0.2610.426-0.02-0.647
EURNOK0.411-0.020.335-0.235-0.3770.287-0.442-0.0070.14-0.535
EURNZD-0.693-0.84-0.1630.9370.026-0.3380.141-0.1040.6090.247
EURPLN-0.5190.055-0.1590.1050.243-0.6150.37-0.23-0.2550.638
EURSEK0.3950.2330.1-0.2420.0330.1690.0920.3090.198-0.125
EURSGD0.34-0.02-0.1110.2510.3680.6170.130.4360.507-0.162
EURTRY0.6850.3130.2-0.443-0.1510.733-0.3790.232-0.16-0.646
EURUSD0.7790.380.202-0.3430.121-0.140.599-0.079-0.624
EURX0.6380.2620.015-0.1040.2940.874-0.0310.4810.211-0.4
EURZAR0.4950.0880.090.0580.2470.7750.0780.6330.313-0.385
FRA400.2070.4980.534-0.522-0.385-0.6360.5270.0480.0820.526
GBPAUD-0.717-0.667-0.5160.9260.313-0.4350.5460.1430.6460.554
GBPCAD0.2530.008-0.1840.3530.5890.3380.6460.8220.7620.165
GBPCHF-0.3270.034-0.3440.3220.553-0.3810.8430.4670.2890.708
GBPJPY-0.0840.259-0.370.2770.887-0.1410.5760.4420.784
GBPMXN0.6740.3320.112-0.2250.2280.8450.1370.8120.074-0.45
GBPNOK0.228-0.1970.240.002-0.3040.097-0.2250.1130.371-0.36
GBPNZD-0.685-0.671-0.2880.890.248-0.4440.4980.140.6460.499
GBPSEK0.2830.044-0.0340.0730.2120.1630.3780.5920.5380.011
GBPSGD0.161-0.043-0.1850.4180.6020.320.5730.6730.7070.189
GBPTRY0.6020.359-0.029-0.2620.2130.5880.1870.660.144-0.257
GBPUSD0.50.345-0.05-0.0450.5390.5990.57610.262-0.054
GER30-0.612-0.094-0.024-0.003-0.18-0.7860.044-0.52-0.4510.452
HK50-0.682-0.154-0.1750.2490.117-0.7250.327-0.307-0.2050.636
IT40
JPN225-0.448-0.0950.096-0.137-0.381-0.695-0.118-0.477-0.440.22
JPYX-0.027-0.4850.319-0.081-0.9390.148-0.929-0.429-0.336-0.845
NAS100-0.654-0.3050.0340.109-0.36-0.816-0.102-0.581-0.3010.316
NOKJPY-0.525-0.086-0.0460.096-0.02-0.6480.172-0.352-0.2480.48
NOKSEK-0.481-0.2290.0030.113-0.244-0.6570.027-0.372-0.0920.313
NZDCAD0.9550.7340.136-0.6460.260.790.0330.569-0.039-0.388
NZDCHF0.6110.8530.135-0.8960.0580.28-0.0530.112-0.662-0.145
NZDJPY0.6320.944-0.054-0.670.5730.3270.4160.392-0.2710.215
NZDUSD0.8920.8020.23-0.8450.0560.736-0.160.391-0.467-0.489
SCI25-0.462-0.1040.15-0.122-0.369-0.577-0.194-0.49-0.5710.128
SEKJPY-0.2040.285-0.3660.1810.756-0.190.6830.1370.0590.731
SGDJPY-0.2730.324-0.191-0.1440.317-0.5280.48-0.096-0.2740.66
SPA35-0.616-0.089-0.0220.03-0.118-0.7930.1-0.475-0.3930.484
UK100-0.667-0.165-0.0460.09-0.154-0.8180.087-0.504-0.3610.491
US2000-0.723-0.273-0.0390.234-0.112-0.8190.162-0.416-0.2250.515
US30-0.665-0.2350.0290.097-0.264-0.810.01-0.506-0.3530.396
US500-0.694-0.2850.0220.154-0.258-0.8260.023-0.502-0.2940.409
USDCAD-0.109-0.349-0.250.6290.403-0.0790.4420.26210.339
USDCHF-0.792-0.321-0.2250.329-0.046-0.9520.196-0.57-0.0330.673
USDCNH0.121-0.109-0.20.4250.4970.2320.3720.3470.7760.19
USDCZK0.7140.5270.5-0.902-0.924-0.9830.452-0.070.80.552
USDHKD0.5180.4330.051-0.529-0.0690.318-0.309-0.146-0.205-0.283
USDHUF-0.71-0.199-0.1760.209-0.031-0.8430.228-0.403-0.2080.586
USDJPY-0.4780.06-0.4090.3670.676-0.6240.784-0.0540.3391
USDMXN0.414-0.040.188-0.147-0.2840.59-0.5160.004-0.03-0.651
USDNOK-0.009-0.2890.233-0.112-0.63-0.212-0.55-0.4530.057-0.348
USDPLN-0.733-0.198-0.2070.2720.073-0.9170.312-0.438-0.060.72
USDRUB0.123-0.161-0.1380.2220.2380.434-0.2480.229-0.005-0.504
USDSEK-0.04-0.2210.0660.097-0.215-0.322-0.041-0.1230.4460.039
USDSGD-0.242-0.351-0.3110.6120.361-0.0920.2930.040.7190.34
USDTHB0.036-0.17-0.3580.4450.4050.1520.2840.2080.7350.2
USDTRY0.2290.1320.15-0.315-0.2770.122-0.37-0.207-0.221-0.302
USDX-0.803-0.364-0.2850.4320.042-0.9710.266-0.5310.1580.732
USDZAR0.084-0.171-0.0420.330.2190.2820.2050.4130.454-0.065
VIX0.7250.3050.07-0.2410.1530.812-0.1430.3830.21-0.467
XAGEUR-0.3960.0870.024-0.18-0.142-0.597-0.018-0.461-0.5230.326
XAGUSD-0.2970.1620.054-0.238-0.103-0.465-0.016-0.372-0.5690.261
XAUAUD-0.607-0.861-0.2020.64-0.462-0.374-0.345-0.4790.382-0.06
XAUEUR-0.019-0.270.235-0.201-0.763-0.14-0.728-0.572-0.153-0.454
XAUUSD0.462-0.0210.362-0.376-0.610.417-0.743-0.137-0.151-0.801
XBRUSD-0.72-0.232-0.2690.3830.18-0.7050.413-0.177-0.0640.654
XNGUSD-0.4710.028-0.4230.30.497-0.4890.6140.0390.060.742
XPDUSD-0.3810.064-0.3360.3710.646-0.4080.7730.2720.2960.788
XPTUSD-0.463-0.0250.15-0.148-0.275-0.627-0.087-0.46-0.5730.241
XTIUSD-0.5130.048-0.3080.1930.367-0.5890.549-0.033-0.1080.716
ZARJPY-0.603-0.1-0.4720.2080.157-0.7410.273-0.456-0.0820.679

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