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1/2/2018 to 8/30/2019
Average correlation: 0.86101

Source Data
SymbolTitleCodeVarianceCovarianceCorrelation
AEDAED - United Arab Emirates DirhamAE16.8864758.053600.95686
ARSARS - Argentine PesoAR0.76956-9.27372-0.71602
AUDAUD - Australian DollarAU54.79858102.292170.93594
BDTBDT - Bangladeshi TakaBD0.030622.468090.95526
BHDBHD - Bahraini DinarBH1611.15462567.054320.95685
BRLBRL - Brazilian RealBR9.5578237.524950.82211
CADCAD - Canadian DollarCA104.80972143.937870.95228
CHFCHF - Swiss FrancCH201.50135198.544900.94735
CNHCNH - Chinese Renminbi/Yuan InternationalCN3.0482624.434620.94791
CNYCNY - Chinese Renminbi/Yuan 3.0903324.628650.94891
DKKDKK - Danish KroneDK3.0894024.440100.94179
EUREUR - Euro 174.99098183.924720.94172
GBPGBP - British Pound SterlingGB204.45088198.189700.93881
HKDHKD - Hong Kong DollarHK3.7438227.308780.95595
IDRIDR - Indonesian RupiahID0.000000.014700.95582
INRINR - Indian RupeeIN0.036562.662040.94293
JPYJPY - Japanese YenJP0.020392.021740.95909
KRWKRW - South Korean WonKR0.000090.131900.91830
KWDKWD - Kuwaiti DinarKW2316.98880680.293860.95725
LKRLKR - Sri Lankan RupeeLK0.003100.740240.90045
MXNMXN - Mexican PesoMX0.5777610.450530.93122
MYRMYR - Malaysian RinggitMY9.8468544.404050.95844
NOKNOK - Norwegian KroneNO1.5717617.080250.92276
NZDNZD - New Zealand DollarNZ66.07426111.106890.92579
OMROMR - Omani RialOM1538.62569554.241870.95702
QARQAR - Qatari RiyalQA17.1902158.574790.95688
RUBRUB - Russian RubleRU0.040312.709170.91398
SARSAR - Saudi RiyalSA16.1932756.855600.95696
SEKSEK - Swedish KronaSE1.1754914.322010.89471
SGDSGD - Singapore DollarSG104.33515144.268510.95663
THBTHB - Thai BahtTH0.278557.511650.96400
TRYTRY - Turkish LiraTR6.583843.451760.09112
USDUSD - United States DollarUS227.86000213.249930.95685
ZARZAR - South African RandZA0.529118.254120.76858











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