Daily Forex Correlation Matrix

CurrencyAUDCADAUDJPYAUDNZDEURAUDEURJPYEURUSDGBPJPYGBPUSDUSDCADUSDJPY
AUDCAD1.000.810.81-0.850.240.360.800.92-0.83-0.18
AUDCHF0.840.990.86-1.000.49-0.080.970.88-0.960.29
AUDJPY0.811.000.85-0.990.59-0.110.980.86-0.950.36
AUDNZD0.810.851.00-0.880.320.070.830.83-0.850.09
AUDSGD0.920.950.90-0.970.430.120.950.95-0.960.10
AUDUSD0.930.940.87-0.960.410.210.930.97-0.970.02
AUS2000.780.980.82-0.980.54-0.120.960.84-0.950.35
CADCHF0.640.960.77-0.950.57-0.310.950.74-0.900.51
CADJPY0.590.950.74-0.910.68-0.340.940.69-0.880.59
CHFJPY-0.140.230.02-0.100.85-0.290.24-0.05-0.110.63
CHFSGD-0.62-0.92-0.690.90-0.520.35-0.88-0.660.83-0.53
CN500.750.750.84-0.770.340.230.740.80-0.81-0.03
EURAUD-0.85-0.99-0.881.00-0.470.06-0.98-0.890.96-0.27
EURCAD-0.62-0.95-0.770.94-0.540.34-0.94-0.720.89-0.52
EURCHF0.660.780.58-0.740.660.090.740.66-0.750.23
EURCZK-0.80-0.84-0.780.88-0.23-0.18-0.83-0.890.920.04
EURGBP-0.84-0.96-0.860.98-0.410.02-0.98-0.930.95-0.20
EURHUF-0.67-0.67-0.640.71-0.18-0.27-0.63-0.720.780.14
EURJPY0.240.590.32-0.471.00-0.180.580.31-0.480.60
EURMXN-0.76-0.96-0.820.97-0.460.07-0.94-0.850.96-0.27
EURNOK-0.85-0.95-0.850.96-0.46-0.11-0.95-0.930.98-0.12
EURNZD-0.82-0.99-0.800.99-0.490.11-0.97-0.870.95-0.31
EURPLN-0.81-0.87-0.810.90-0.30-0.17-0.84-0.880.94-0.01
EURSEK-0.81-0.92-0.870.94-0.42-0.07-0.90-0.870.95-0.14
EURSGD-0.57-0.89-0.670.88-0.460.44-0.85-0.620.79-0.56
EURTRY-0.64-0.91-0.700.90-0.520.31-0.86-0.660.83-0.49
EURUSD0.36-0.110.070.06-0.181.00-0.080.36-0.12-0.89
EURX-0.77-0.96-0.840.98-0.390.15-0.95-0.840.94-0.30
EURZAR-0.68-0.92-0.740.92-0.470.18-0.87-0.740.90-0.36
FRA400.840.960.85-0.980.440.020.970.92-0.970.18
GBPAUD-0.73-0.90-0.780.89-0.530.16-0.81-0.670.82-0.37
GBPCAD0.630.160.32-0.24-0.240.710.250.60-0.28-0.69
GBPCHF0.840.970.85-0.990.45-0.030.990.92-0.960.23
GBPJPY0.800.980.83-0.980.58-0.081.000.89-0.950.33
GBPMXN-0.69-0.92-0.770.92-0.470.11-0.88-0.770.92-0.30
GBPNOK-0.78-0.87-0.780.87-0.48-0.20-0.84-0.850.93-0.05
GBPNZD-0.27-0.49-0.120.43-0.480.31-0.36-0.150.36-0.47
GBPSEK0.720.830.69-0.850.33-0.120.890.81-0.790.25
GBPSGD0.860.780.80-0.820.260.310.850.95-0.85-0.13
GBPTRY0.370.120.30-0.18-0.170.460.250.48-0.24-0.45
GBPUSD0.920.860.83-0.890.310.360.891.00-0.94-0.15
GER300.800.990.84-0.990.56-0.140.970.84-0.940.37
HK500.820.970.87-0.970.52-0.040.950.86-0.950.27
IT400.820.960.88-0.970.44-0.010.960.90-0.960.20
JPN2250.780.990.81-0.970.61-0.170.960.80-0.900.42
JPYX-0.64-0.96-0.750.92-0.730.30-0.95-0.720.87-0.58
NAS1000.800.980.83-0.970.53-0.120.960.84-0.920.34
NOKJPY0.820.970.84-0.970.560.040.970.90-0.980.22
NOKSEK0.840.960.84-0.960.480.080.960.93-0.980.15
NZDCAD0.870.550.42-0.590.110.510.540.74-0.57-0.36
NZDCHF0.810.990.79-0.980.52-0.110.970.86-0.940.32
NZDJPY0.770.990.77-0.970.62-0.150.980.82-0.930.41
NZDUSD0.930.920.80-0.940.410.250.920.97-0.96-0.01
SCI250.830.980.85-0.980.510.010.960.89-0.980.23
SEKJPY0.740.950.82-0.920.69-0.010.930.81-0.930.33
SGDJPY0.540.910.64-0.860.71-0.400.880.60-0.790.65
SPA350.780.990.85-0.980.54-0.160.960.82-0.940.38
UK1000.790.990.82-0.980.57-0.120.970.84-0.940.36
US20000.820.990.85-0.990.53-0.080.970.87-0.960.31
US300.830.980.83-0.980.52-0.040.970.88-0.960.27
US5000.820.980.83-0.980.52-0.070.970.87-0.950.29
USDCAD-0.83-0.95-0.850.96-0.48-0.12-0.95-0.941.00-0.12
USDCHF-0.160.340.11-0.280.37-0.960.30-0.15-0.100.94
USDCNH-0.80-0.64-0.700.68-0.15-0.53-0.59-0.800.770.36
USDCZK-0.77-0.68-0.630.73-0.06-0.41-0.67-0.850.820.31
USDHKD0.370.520.56-0.550.190.040.540.54-0.620.06
USDHUF-0.71-0.50-0.580.55-0.09-0.67-0.49-0.760.690.50
USDJPY-0.180.360.09-0.270.60-0.890.33-0.15-0.121.00
USDMXN-0.82-0.94-0.830.96-0.44-0.08-0.93-0.900.98-0.14
USDNOK-0.88-0.89-0.820.91-0.41-0.31-0.89-0.960.960.06
USDPLN-0.83-0.66-0.690.70-0.17-0.59-0.65-0.880.820.40
USDRUB-0.81-0.91-0.790.93-0.35-0.08-0.89-0.880.94-0.09
USDSEK-0.83-0.64-0.700.68-0.22-0.65-0.64-0.880.800.42
USDSGD-0.88-0.83-0.740.85-0.33-0.38-0.81-0.930.920.16
USDTHB-0.84-0.85-0.740.88-0.32-0.22-0.81-0.860.910.03
USDTRY-0.83-0.90-0.760.91-0.46-0.14-0.86-0.850.93-0.10
USDX-0.58-0.31-0.300.370.12-0.66-0.32-0.620.510.60
USDZAR-0.77-0.92-0.770.92-0.44-0.04-0.87-0.830.94-0.17
VIX-0.84-0.98-0.870.98-0.560.04-0.97-0.880.95-0.29
XAGEUR0.830.960.89-0.960.49-0.010.960.89-0.940.24
XAGUSD0.870.940.90-0.950.470.110.940.92-0.950.13
XAUAUD-0.69-0.81-0.610.83-0.280.03-0.76-0.720.83-0.15
XAUEUR0.370.410.55-0.410.35-0.080.470.38-0.340.24
XAUUSD0.510.320.54-0.340.230.430.390.53-0.37-0.24
XBRUSD0.800.920.82-0.930.440.060.900.87-0.950.16
XNGUSD0.670.700.54-0.720.280.120.670.69-0.730.03
XPDUSD0.710.770.83-0.770.480.110.820.79-0.760.13
XPTUSD0.880.970.85-0.980.490.060.970.92-0.960.18
XTIUSD0.750.960.83-0.960.50-0.090.930.83-0.960.31
ZARJPY0.670.950.74-0.930.56-0.210.900.74-0.910.43

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