| Currency | AUDCAD | AUDJPY | AUDNZD | EURAUD | EURJPY | EURUSD | GBPJPY | GBPUSD | USDCAD | USDJPY |
| AUDCAD | 1 | 0.888 | 0.468 | -0.793 | 0.655 | 0.622 | 0.362 | 0.356 | -0.382 | 0.22 |
| AUDCHF | 0.931 | 0.94 | 0.596 | -0.926 | 0.543 | 0.447 | 0.369 | 0.356 | -0.588 | 0.239 |
| AUDJPY | 0.888 | 1 | 0.412 | -0.911 | 0.708 | 0.445 | 0.609 | 0.573 | -0.622 | 0.433 |
| AUDNZD | 0.468 | 0.412 | 1 | -0.569 | -0.043 | 0.064 | -0.035 | 0.004 | -0.359 | -0.11 |
| AUDSGD | 0.906 | 0.877 | 0.547 | -0.912 | 0.43 | 0.539 | 0.233 | 0.277 | -0.652 | 0.033 |
| AUDUSD | 0.893 | 0.933 | 0.5 | -0.946 | 0.503 | 0.583 | 0.378 | 0.445 | -0.757 | 0.079 |
| AUS200 | 0.342 | 0.613 | 0.34 | -0.8 | 0.043 | 0.026 | 0.373 | 0.467 | -0.893 | 0.025 |
| CADCHF | 0.709 | 0.848 | 0.645 | -0.933 | 0.323 | 0.192 | 0.318 | 0.307 | -0.735 | 0.202 |
| CADJPY | 0.465 | 0.819 | 0.222 | -0.777 | 0.532 | 0.082 | 0.715 | 0.662 | -0.739 | 0.54 |
| CHFJPY | -0.494 | -0.256 | -0.7 | 0.441 | 0.183 | -0.189 | 0.423 | 0.372 | 0.185 | 0.377 |
| CHFSGD | -0.84 | -0.896 | -0.587 | 0.858 | -0.555 | -0.297 | -0.446 | -0.39 | 0.502 | -0.38 |
| CN50 | 0.185 | 0.465 | 0.341 | -0.548 | 0.114 | 0.041 | 0.408 | 0.482 | -0.704 | 0.092 |
| EURAUD | -0.793 | -0.911 | -0.569 | 1 | -0.356 | -0.291 | -0.406 | -0.443 | 0.795 | -0.157 |
| EURCAD | 0.036 | -0.313 | -0.304 | 0.58 | 0.28 | 0.371 | -0.189 | -0.247 | 0.782 | 0.009 |
| EURCHF | 0.899 | 0.755 | 0.509 | -0.62 | 0.646 | 0.567 | 0.221 | 0.157 | -0.194 | 0.257 |
| EURCZK | -0.318 | -0.591 | -0.142 | 0.685 | -0.196 | -0.099 | -0.559 | -0.653 | 0.779 | -0.143 |
| EURGBP | -0.113 | -0.403 | 0.009 | 0.335 | -0.358 | 0.18 | -0.918 | -0.919 | 0.298 | -0.564 |
| EURHUF | -0.835 | -0.735 | -0.419 | 0.717 | -0.442 | -0.641 | -0.076 | -0.109 | 0.488 | 0.038 |
| EURJPY | 0.655 | 0.708 | -0.043 | -0.356 | 1 | 0.535 | 0.699 | 0.567 | -0.069 | 0.696 |
| EURMXN | -0.516 | -0.758 | -0.418 | 0.884 | -0.223 | -0.068 | -0.506 | -0.556 | 0.828 | -0.195 |
| EURNOK | -0.794 | -0.84 | -0.469 | 0.922 | -0.343 | -0.495 | -0.276 | -0.364 | 0.79 | 0.03 |
| EURNZD | -0.687 | -0.863 | -0.102 | 0.876 | -0.461 | -0.313 | -0.513 | -0.533 | 0.747 | -0.261 |
| EURPLN | -0.579 | -0.777 | -0.199 | 0.773 | -0.461 | -0.416 | -0.569 | -0.65 | 0.783 | -0.177 |
| EURSEK | -0.41 | -0.616 | 0.049 | 0.625 | -0.338 | -0.243 | -0.534 | -0.602 | 0.655 | -0.182 |
| EURSGD | -0.209 | -0.537 | -0.323 | 0.663 | -0.073 | 0.318 | -0.523 | -0.508 | 0.632 | -0.35 |
| EURTRY | -0.257 | -0.328 | -0.568 | 0.616 | 0.318 | 0.064 | 0.247 | 0.175 | 0.643 | 0.316 |
| EURUSD | 0.622 | 0.445 | 0.064 | -0.291 | 0.535 | 1 | 0.084 | 0.221 | -0.288 | -0.234 |
| EURX | – | – | – | – | – | – | – | – | – | – |
| EURZAR | -0.674 | -0.872 | -0.382 | 0.921 | -0.401 | -0.213 | -0.465 | -0.464 | 0.776 | -0.276 |
| FRA40 | 0.378 | 0.686 | 0.347 | -0.814 | 0.177 | -0.015 | 0.585 | 0.651 | -0.844 | 0.213 |
| GBPAUD | -0.63 | -0.495 | -0.527 | 0.626 | -0.037 | -0.414 | 0.387 | 0.359 | 0.464 | 0.313 |
| GBPCAD | 0.147 | 0.218 | -0.218 | 0.033 | 0.565 | 0.061 | 0.843 | 0.807 | 0.21 | 0.6 |
| GBPCHF | 0.633 | 0.79 | 0.292 | -0.651 | 0.688 | 0.183 | 0.903 | 0.864 | -0.361 | 0.632 |
| GBPJPY | 0.362 | 0.609 | -0.035 | -0.406 | 0.699 | 0.084 | 1 | 0.943 | -0.256 | 0.732 |
| GBPMXN | -0.535 | -0.634 | -0.502 | 0.826 | -0.032 | -0.19 | 0.003 | -0.049 | 0.781 | 0.129 |
| GBPNOK | -0.695 | -0.579 | -0.449 | 0.688 | -0.142 | -0.564 | 0.233 | 0.157 | 0.574 | 0.32 |
| GBPNZD | -0.502 | -0.372 | -0.108 | 0.447 | -0.066 | -0.459 | 0.432 | 0.415 | 0.367 | 0.317 |
| GBPSEK | -0.081 | 0.156 | 0.004 | -0.077 | 0.236 | -0.337 | 0.793 | 0.763 | -0.024 | 0.557 |
| GBPSGD | 0.015 | 0.196 | -0.207 | -0.041 | 0.401 | -0.055 | 0.858 | 0.869 | -0.015 | 0.51 |
| GBPTRY | -0.12 | 0.001 | -0.424 | 0.245 | 0.437 | -0.061 | 0.722 | 0.672 | 0.283 | 0.558 |
| GBPUSD | 0.356 | 0.573 | 0.004 | -0.443 | 0.567 | 0.221 | 0.943 | 1 | -0.408 | 0.464 |
| GER30 | 0.377 | 0.689 | 0.319 | -0.793 | 0.225 | -0.003 | 0.642 | 0.705 | -0.818 | 0.259 |
| HK50 | 0.78 | 0.929 | 0.24 | -0.821 | 0.702 | 0.451 | 0.601 | 0.568 | -0.624 | 0.422 |
| IT40 | 0.254 | 0.595 | 0.277 | -0.719 | 0.135 | -0.126 | 0.62 | 0.676 | -0.781 | 0.26 |
| JPN225 | 0.325 | 0.66 | 0.265 | -0.718 | 0.281 | -0.068 | 0.733 | 0.765 | -0.723 | 0.379 |
| JPYX | – | – | – | – | – | – | – | – | – | – |
| NAS100 | -0.224 | 0.145 | -0.256 | -0.199 | 0.007 | -0.314 | 0.601 | 0.646 | -0.436 | 0.276 |
| NOKJPY | 0.894 | 0.942 | 0.374 | -0.888 | 0.626 | 0.59 | 0.433 | 0.45 | -0.664 | 0.215 |
| NOKSEK | 0.814 | 0.802 | 0.553 | -0.886 | 0.316 | 0.498 | 0.141 | 0.206 | -0.702 | -0.064 |
| NZDCAD | 0.812 | 0.726 | -0.135 | -0.519 | 0.759 | 0.657 | 0.428 | 0.399 | -0.202 | 0.313 |
| NZDCHF | 0.915 | 0.951 | 0.316 | -0.879 | 0.65 | 0.502 | 0.449 | 0.421 | -0.566 | 0.317 |
| NZDJPY | 0.777 | 0.925 | 0.035 | -0.767 | 0.786 | 0.46 | 0.679 | 0.628 | -0.543 | 0.512 |
| NZDUSD | 0.792 | 0.868 | 0.085 | -0.811 | 0.591 | 0.635 | 0.45 | 0.511 | -0.702 | 0.138 |
| SCI25 | – | – | – | – | – | – | – | – | – | – |
| SEKJPY | 0.688 | 0.832 | -0.028 | -0.598 | 0.87 | 0.497 | 0.766 | 0.71 | -0.405 | 0.578 |
| SGDJPY | 0.617 | 0.855 | 0.158 | -0.663 | 0.799 | 0.213 | 0.843 | 0.734 | -0.43 | 0.736 |
| SPA35 | 0.588 | 0.834 | 0.413 | -0.91 | 0.351 | 0.139 | 0.604 | 0.641 | -0.819 | 0.282 |
| UK100 | 0.666 | 0.849 | 0.449 | -0.957 | 0.298 | 0.266 | 0.395 | 0.45 | -0.876 | 0.113 |
| US2000 | 0.51 | 0.774 | 0.311 | -0.865 | 0.296 | 0.132 | 0.605 | 0.67 | -0.846 | 0.224 |
| US30 | 0.326 | 0.634 | 0.245 | -0.77 | 0.141 | 0.02 | 0.551 | 0.642 | -0.862 | 0.142 |
| US500 | 0.137 | 0.488 | 0.081 | -0.609 | 0.087 | -0.108 | 0.599 | 0.682 | -0.766 | 0.19 |
| USDCAD | -0.382 | -0.622 | -0.359 | 0.795 | -0.069 | -0.288 | -0.256 | -0.408 | 1 | 0.167 |
| USDCHF | 0.657 | 0.606 | 0.577 | -0.551 | 0.408 | -0.01 | 0.208 | 0.036 | -0.037 | 0.472 |
| USDCNH | -0.664 | -0.665 | 0.131 | 0.385 | -0.848 | -0.563 | -0.54 | -0.456 | 0.124 | -0.498 |
| USDCZK | -0.597 | -0.711 | -0.155 | 0.702 | -0.447 | -0.63 | -0.482 | -0.633 | 0.771 | 0.021 |
| USDHKD | 0.606 | 0.411 | 0.751 | -0.504 | 0.065 | 0.274 | -0.201 | -0.189 | -0.2 | -0.164 |
| USDHUF | -0.832 | -0.693 | -0.323 | 0.622 | -0.518 | -0.843 | -0.088 | -0.167 | 0.462 | 0.122 |
| USDJPY | 0.22 | 0.433 | -0.11 | -0.157 | 0.696 | -0.234 | 0.732 | 0.464 | 0.167 | 1 |
| USDMXN | -0.632 | -0.824 | -0.416 | 0.912 | -0.329 | -0.289 | -0.505 | -0.586 | 0.859 | -0.13 |
| USDNOK | -0.823 | -0.828 | -0.429 | 0.873 | -0.405 | -0.639 | -0.264 | -0.373 | 0.76 | 0.081 |
| USDPLN | -0.709 | -0.743 | -0.16 | 0.655 | -0.59 | -0.808 | -0.416 | -0.541 | 0.659 | 0.007 |
| USDRUB | -0.581 | -0.799 | -0.406 | 0.906 | -0.28 | -0.272 | -0.458 | -0.547 | 0.909 | -0.088 |
| USDSEK | -0.653 | -0.676 | -0.011 | 0.586 | -0.551 | -0.781 | -0.399 | -0.529 | 0.604 | 0.03 |
| USDSGD | -0.691 | -0.84 | -0.34 | 0.829 | -0.497 | -0.532 | -0.538 | -0.638 | 0.803 | -0.116 |
| USDTHB | -0.074 | -0.282 | -0.406 | 0.526 | 0.25 | -0.019 | -0.059 | -0.225 | 0.791 | 0.309 |
| USDTRY | -0.46 | -0.468 | -0.572 | 0.696 | 0.128 | -0.271 | 0.205 | 0.089 | 0.717 | 0.383 |
| USDX | -0.588 | -0.579 | -0.17 | 0.556 | -0.398 | -0.852 | -0.294 | -0.508 | 0.68 | 0.267 |
| USDZAR | -0.77 | -0.909 | -0.369 | 0.92 | -0.494 | -0.438 | -0.451 | -0.486 | 0.789 | -0.193 |
| VIX | – | – | – | – | – | – | – | – | – | – |
| XAGEUR | -0.264 | 0.003 | 0.257 | -0.297 | -0.489 | -0.419 | 0.106 | 0.237 | -0.58 | -0.209 |
| XAGUSD | -0.199 | 0.057 | 0.276 | -0.345 | -0.445 | -0.308 | 0.118 | 0.274 | -0.643 | -0.254 |
| XAUAUD | -0.931 | -0.812 | -0.43 | 0.695 | -0.647 | -0.572 | -0.239 | -0.181 | 0.28 | -0.254 |
| XAUEUR | -0.816 | -0.612 | -0.282 | 0.42 | -0.661 | -0.589 | -0.123 | -0.032 | -0.014 | -0.256 |
| XAUUSD | -0.783 | -0.591 | -0.294 | 0.407 | -0.632 | -0.468 | -0.122 | 0.004 | -0.068 | -0.326 |
| XBRUSD | 0.834 | 0.924 | 0.505 | -0.942 | 0.488 | 0.387 | 0.428 | 0.437 | -0.704 | 0.227 |
| XNGUSD | 0.675 | 0.603 | 0.805 | -0.622 | 0.292 | 0.262 | 0.119 | 0.099 | -0.304 | 0.106 |
| XPDUSD | -0.549 | -0.276 | -0.414 | 0.254 | -0.17 | -0.396 | 0.392 | 0.443 | -0.059 | 0.145 |
| XPTUSD | 0.133 | 0.419 | 0.277 | -0.583 | -0.035 | -0.161 | 0.476 | 0.568 | -0.694 | 0.092 |
| XTIUSD | 0.77 | 0.893 | 0.519 | -0.949 | 0.404 | 0.334 | 0.414 | 0.444 | -0.769 | 0.175 |
| ZARJPY | 0.766 | 0.948 | 0.28 | -0.865 | 0.67 | 0.351 | 0.616 | 0.567 | -0.651 | 0.469 |
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