Weekly Correlation Matrix

CurrencyAUDCADAUDJPYAUDNZDEURAUDEURJPYEURUSDGBPJPYGBPUSDUSDCADUSDJPY
AUDCAD10.8880.468-0.7930.6550.6220.3620.356-0.3820.22
AUDCHF0.9310.940.596-0.9260.5430.4470.3690.356-0.5880.239
AUDJPY0.88810.412-0.9110.7080.4450.6090.573-0.6220.433
AUDNZD0.4680.4121-0.569-0.0430.064-0.0350.004-0.359-0.11
AUDSGD0.9060.8770.547-0.9120.430.5390.2330.277-0.6520.033
AUDUSD0.8930.9330.5-0.9460.5030.5830.3780.445-0.7570.079
AUS2000.3420.6130.34-0.80.0430.0260.3730.467-0.8930.025
CADCHF0.7090.8480.645-0.9330.3230.1920.3180.307-0.7350.202
CADJPY0.4650.8190.222-0.7770.5320.0820.7150.662-0.7390.54
CHFJPY-0.494-0.256-0.70.4410.183-0.1890.4230.3720.1850.377
CHFSGD-0.84-0.896-0.5870.858-0.555-0.297-0.446-0.390.502-0.38
CN500.1850.4650.341-0.5480.1140.0410.4080.482-0.7040.092
EURAUD-0.793-0.911-0.5691-0.356-0.291-0.406-0.4430.795-0.157
EURCAD0.036-0.313-0.3040.580.280.371-0.189-0.2470.7820.009
EURCHF0.8990.7550.509-0.620.6460.5670.2210.157-0.1940.257
EURCZK-0.318-0.591-0.1420.685-0.196-0.099-0.559-0.6530.779-0.143
EURGBP-0.113-0.4030.0090.335-0.3580.18-0.918-0.9190.298-0.564
EURHUF-0.835-0.735-0.4190.717-0.442-0.641-0.076-0.1090.4880.038
EURJPY0.6550.708-0.043-0.35610.5350.6990.567-0.0690.696
EURMXN-0.516-0.758-0.4180.884-0.223-0.068-0.506-0.5560.828-0.195
EURNOK-0.794-0.84-0.4690.922-0.343-0.495-0.276-0.3640.790.03
EURNZD-0.687-0.863-0.1020.876-0.461-0.313-0.513-0.5330.747-0.261
EURPLN-0.579-0.777-0.1990.773-0.461-0.416-0.569-0.650.783-0.177
EURSEK-0.41-0.6160.0490.625-0.338-0.243-0.534-0.6020.655-0.182
EURSGD-0.209-0.537-0.3230.663-0.0730.318-0.523-0.5080.632-0.35
EURTRY-0.257-0.328-0.5680.6160.3180.0640.2470.1750.6430.316
EURUSD0.6220.4450.064-0.2910.53510.0840.221-0.288-0.234
EURX
EURZAR-0.674-0.872-0.3820.921-0.401-0.213-0.465-0.4640.776-0.276
FRA400.3780.6860.347-0.8140.177-0.0150.5850.651-0.8440.213
GBPAUD-0.63-0.495-0.5270.626-0.037-0.4140.3870.3590.4640.313
GBPCAD0.1470.218-0.2180.0330.5650.0610.8430.8070.210.6
GBPCHF0.6330.790.292-0.6510.6880.1830.9030.864-0.3610.632
GBPJPY0.3620.609-0.035-0.4060.6990.08410.943-0.2560.732
GBPMXN-0.535-0.634-0.5020.826-0.032-0.190.003-0.0490.7810.129
GBPNOK-0.695-0.579-0.4490.688-0.142-0.5640.2330.1570.5740.32
GBPNZD-0.502-0.372-0.1080.447-0.066-0.4590.4320.4150.3670.317
GBPSEK-0.0810.1560.004-0.0770.236-0.3370.7930.763-0.0240.557
GBPSGD0.0150.196-0.207-0.0410.401-0.0550.8580.869-0.0150.51
GBPTRY-0.120.001-0.4240.2450.437-0.0610.7220.6720.2830.558
GBPUSD0.3560.5730.004-0.4430.5670.2210.9431-0.4080.464
GER300.3770.6890.319-0.7930.225-0.0030.6420.705-0.8180.259
HK500.780.9290.24-0.8210.7020.4510.6010.568-0.6240.422
IT400.2540.5950.277-0.7190.135-0.1260.620.676-0.7810.26
JPN2250.3250.660.265-0.7180.281-0.0680.7330.765-0.7230.379
JPYX
NAS100-0.2240.145-0.256-0.1990.007-0.3140.6010.646-0.4360.276
NOKJPY0.8940.9420.374-0.8880.6260.590.4330.45-0.6640.215
NOKSEK0.8140.8020.553-0.8860.3160.4980.1410.206-0.702-0.064
NZDCAD0.8120.726-0.135-0.5190.7590.6570.4280.399-0.2020.313
NZDCHF0.9150.9510.316-0.8790.650.5020.4490.421-0.5660.317
NZDJPY0.7770.9250.035-0.7670.7860.460.6790.628-0.5430.512
NZDUSD0.7920.8680.085-0.8110.5910.6350.450.511-0.7020.138
SCI25
SEKJPY0.6880.832-0.028-0.5980.870.4970.7660.71-0.4050.578
SGDJPY0.6170.8550.158-0.6630.7990.2130.8430.734-0.430.736
SPA350.5880.8340.413-0.910.3510.1390.6040.641-0.8190.282
UK1000.6660.8490.449-0.9570.2980.2660.3950.45-0.8760.113
US20000.510.7740.311-0.8650.2960.1320.6050.67-0.8460.224
US300.3260.6340.245-0.770.1410.020.5510.642-0.8620.142
US5000.1370.4880.081-0.6090.087-0.1080.5990.682-0.7660.19
USDCAD-0.382-0.622-0.3590.795-0.069-0.288-0.256-0.40810.167
USDCHF0.6570.6060.577-0.5510.408-0.010.2080.036-0.0370.472
USDCNH-0.664-0.6650.1310.385-0.848-0.563-0.54-0.4560.124-0.498
USDCZK-0.597-0.711-0.1550.702-0.447-0.63-0.482-0.6330.7710.021
USDHKD0.6060.4110.751-0.5040.0650.274-0.201-0.189-0.2-0.164
USDHUF-0.832-0.693-0.3230.622-0.518-0.843-0.088-0.1670.4620.122
USDJPY0.220.433-0.11-0.1570.696-0.2340.7320.4640.1671
USDMXN-0.632-0.824-0.4160.912-0.329-0.289-0.505-0.5860.859-0.13
USDNOK-0.823-0.828-0.4290.873-0.405-0.639-0.264-0.3730.760.081
USDPLN-0.709-0.743-0.160.655-0.59-0.808-0.416-0.5410.6590.007
USDRUB-0.581-0.799-0.4060.906-0.28-0.272-0.458-0.5470.909-0.088
USDSEK-0.653-0.676-0.0110.586-0.551-0.781-0.399-0.5290.6040.03
USDSGD-0.691-0.84-0.340.829-0.497-0.532-0.538-0.6380.803-0.116
USDTHB-0.074-0.282-0.4060.5260.25-0.019-0.059-0.2250.7910.309
USDTRY-0.46-0.468-0.5720.6960.128-0.2710.2050.0890.7170.383
USDX-0.588-0.579-0.170.556-0.398-0.852-0.294-0.5080.680.267
USDZAR-0.77-0.909-0.3690.92-0.494-0.438-0.451-0.4860.789-0.193
VIX
XAGEUR-0.2640.0030.257-0.297-0.489-0.4190.1060.237-0.58-0.209
XAGUSD-0.1990.0570.276-0.345-0.445-0.3080.1180.274-0.643-0.254
XAUAUD-0.931-0.812-0.430.695-0.647-0.572-0.239-0.1810.28-0.254
XAUEUR-0.816-0.612-0.2820.42-0.661-0.589-0.123-0.032-0.014-0.256
XAUUSD-0.783-0.591-0.2940.407-0.632-0.468-0.1220.004-0.068-0.326
XBRUSD0.8340.9240.505-0.9420.4880.3870.4280.437-0.7040.227
XNGUSD0.6750.6030.805-0.6220.2920.2620.1190.099-0.3040.106
XPDUSD-0.549-0.276-0.4140.254-0.17-0.3960.3920.443-0.0590.145
XPTUSD0.1330.4190.277-0.583-0.035-0.1610.4760.568-0.6940.092
XTIUSD0.770.8930.519-0.9490.4040.3340.4140.444-0.7690.175
ZARJPY0.7660.9480.28-0.8650.670.3510.6160.567-0.6510.469

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