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1/2/2018 to 8/9/2019
Average correlation: 0.86147

Source Data
SymbolTitleCodeVarianceCovarianceCorrelation
AEDAED - United Arab Emirates DirhamAE15.6875651.490560.95716
ARSARS - Argentine PesoAR0.73572-8.00523-0.68715
AUDAUD - Australian DollarAU52.3266492.403360.94051
BDTBDT - Bangladeshi TakaBD0.028472.189840.95547
BHDBHD - Bahraini DinarBH1497.09126503.026430.95720
BRLBRL - Brazilian RealBR9.4111134.465800.82719
CADCAD - Canadian DollarCA96.41162126.663940.94978
CHFCHF - Swiss FrancCH182.10645172.478650.94104
CNHCNH - Chinese Renminbi/Yuan InternationalCN2.9124822.129880.95474
CNYCNY - Chinese Renminbi/Yuan 2.9553722.327570.95625
DKKDKK - Danish KroneDK2.8687921.611980.93947
EUREUR - Euro 162.88321162.928110.93992
GBPGBP - British Pound SterlingGB198.46063181.750430.94989
HKDHKD - Hong Kong DollarHK3.4849024.252630.95653
IDRIDR - Indonesian RupiahID0.000000.013000.95528
INRINR - Indian RupeeIN0.034662.392610.94626
JPYJPY - Japanese YenJP0.018161.744360.95311
KRWKRW - South Korean WonKR0.000090.120510.92608
KWDKWD - Kuwaiti DinarKW2146.83998602.279200.95705
LKRLKR - Sri Lankan RupeeLK0.002820.640070.88735
MXNMXN - Mexican PesoMX0.554639.485230.93774
MYRMYR - Malaysian RinggitMY9.1821939.510950.96002
NOKNOK - Norwegian KroneNO1.5210115.586650.93051
NZDNZD - New Zealand DollarNZ64.03866101.588590.93467
OMROMR - Omani RialOM1428.79556491.445800.95725
QARQAR - Qatari RiyalQA15.9699151.953420.95719
RUBRUB - Russian RubleRU0.037972.411160.91102
SARSAR - Saudi RiyalSA15.0436250.428960.95728
SEKSEK - Swedish KronaSE1.1229512.854480.89312
SGDSGD - Singapore DollarSG98.27815129.290170.96022
THBTHB - Thai BahtTH0.252146.553700.96095
TRYTRY - Turkish LiraTR6.671571.124900.03207
USDUSD - United States DollarUS211.68806189.144980.95715
ZARZAR - South African RandZA0.530727.696180.77782











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