|
| YM | NQ | ES | ZB | AUD | CAD | EUR | GBP | JPY | CL | HO | NG | GC | SI | HG | ZC | ZL | ZM | ZS | ZW | YM | 1.00 | 0.97 | 1.00 | 0.75 | 0.94 | 0.97 | 0.90 | 0.96 | 0.80 | 0.90 | 0.89 | 0.90 | 0.27 | 0.76 | 0.94 | 0.87 | 0.93 | 0.53 | 0.84 | 0.90 | NQ | 0.97 | 1.00 | 0.98 | 0.78 | 0.96 | 0.96 | 0.91 | 0.95 | 0.88 | 0.93 | 0.92 | 0.88 | 0.31 | 0.78 | 0.96 | 0.91 | 0.94 | 0.66 | 0.90 | 0.87 | ES | 1.00 | 0.98 | 1.00 | 0.77 | 0.95 | 0.98 | 0.91 | 0.97 | 0.84 | 0.92 | 0.91 | 0.91 | 0.28 | 0.78 | 0.95 | 0.90 | 0.95 | 0.59 | 0.87 | 0.90 | ZB | 0.75 | 0.78 | 0.77 | 1.00 | 0.73 | 0.77 | 0.63 | 0.82 | 0.85 | 0.84 | 0.83 | 0.78 | 0.11 | 0.58 | 0.78 | 0.76 | 0.77 | 0.48 | 0.72 | 0.67 | AUD | 0.94 | 0.96 | 0.95 | 0.73 | 1.00 | 0.97 | 0.97 | 0.95 | 0.85 | 0.92 | 0.92 | 0.91 | 0.46 | 0.88 | 0.98 | 0.94 | 0.98 | 0.71 | 0.94 | 0.89 | CAD | 0.97 | 0.96 | 0.98 | 0.77 | 0.97 | 1.00 | 0.93 | 0.98 | 0.84 | 0.92 | 0.91 | 0.90 | 0.41 | 0.83 | 0.94 | 0.90 | 0.96 | 0.62 | 0.90 | 0.92 | EUR | 0.90 | 0.91 | 0.91 | 0.63 | 0.97 | 0.93 | 1.00 | 0.92 | 0.75 | 0.90 | 0.90 | 0.89 | 0.49 | 0.85 | 0.93 | 0.91 | 0.93 | 0.65 | 0.88 | 0.86 | GBP | 0.96 | 0.95 | 0.97 | 0.82 | 0.95 | 0.98 | 0.92 | 1.00 | 0.86 | 0.94 | 0.93 | 0.92 | 0.35 | 0.81 | 0.94 | 0.90 | 0.96 | 0.58 | 0.88 | 0.91 | JPY | 0.80 | 0.88 | 0.84 | 0.85 | 0.85 | 0.84 | 0.75 | 0.86 | 1.00 | 0.86 | 0.84 | 0.76 | 0.27 | 0.69 | 0.85 | 0.83 | 0.84 | 0.65 | 0.83 | 0.73 | CL | 0.90 | 0.93 | 0.92 | 0.84 | 0.92 | 0.92 | 0.90 | 0.94 | 0.86 | 1.00 | 1.00 | 0.94 | 0.23 | 0.71 | 0.93 | 0.96 | 0.93 | 0.67 | 0.90 | 0.80 | HO | 0.89 | 0.92 | 0.91 | 0.83 | 0.92 | 0.91 | 0.90 | 0.93 | 0.84 | 1.00 | 1.00 | 0.95 | 0.24 | 0.72 | 0.94 | 0.96 | 0.93 | 0.68 | 0.91 | 0.78 | NG | 0.90 | 0.88 | 0.91 | 0.78 | 0.91 | 0.90 | 0.89 | 0.92 | 0.76 | 0.94 | 0.95 | 1.00 | 0.28 | 0.77 | 0.95 | 0.95 | 0.94 | 0.62 | 0.88 | 0.82 | GC | 0.27 | 0.31 | 0.28 | 0.11 | 0.46 | 0.41 | 0.49 | 0.35 | 0.27 | 0.23 | 0.24 | 0.28 | 1.00 | 0.77 | 0.41 | 0.33 | 0.45 | 0.39 | 0.43 | 0.47 | SI | 0.76 | 0.78 | 0.78 | 0.58 | 0.88 | 0.83 | 0.85 | 0.81 | 0.69 | 0.71 | 0.72 | 0.77 | 0.77 | 1.00 | 0.86 | 0.77 | 0.88 | 0.62 | 0.82 | 0.86 | HG | 0.94 | 0.96 | 0.95 | 0.78 | 0.98 | 0.94 | 0.93 | 0.94 | 0.85 | 0.93 | 0.94 | 0.95 | 0.41 | 0.86 | 1.00 | 0.95 | 0.98 | 0.67 | 0.92 | 0.88 | ZC | 0.87 | 0.91 | 0.90 | 0.76 | 0.94 | 0.90 | 0.91 | 0.90 | 0.83 | 0.96 | 0.96 | 0.95 | 0.33 | 0.77 | 0.95 | 1.00 | 0.95 | 0.77 | 0.95 | 0.82 | ZL | 0.93 | 0.94 | 0.95 | 0.77 | 0.98 | 0.96 | 0.93 | 0.96 | 0.84 | 0.93 | 0.93 | 0.94 | 0.45 | 0.88 | 0.98 | 0.95 | 1.00 | 0.72 | 0.96 | 0.92 | ZM | 0.53 | 0.66 | 0.59 | 0.48 | 0.71 | 0.62 | 0.65 | 0.58 | 0.65 | 0.67 | 0.68 | 0.62 | 0.39 | 0.62 | 0.67 | 0.77 | 0.72 | 1.00 | 0.89 | 0.57 | ZS | 0.84 | 0.90 | 0.87 | 0.72 | 0.94 | 0.90 | 0.88 | 0.88 | 0.83 | 0.90 | 0.91 | 0.88 | 0.43 | 0.82 | 0.92 | 0.95 | 0.96 | 0.89 | 1.00 | 0.84 | ZW | 0.90 | 0.87 | 0.90 | 0.67 | 0.89 | 0.92 | 0.86 | 0.91 | 0.73 | 0.80 | 0.78 | 0.82 | 0.47 | 0.86 | 0.88 | 0.82 | 0.92 | 0.57 | 0.84 | 1.00 |
|
|
|