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1/2/2018 to 7/12/2019
Average correlation: 0.84350

Source Data
SymbolTitleCodeVarianceCovarianceCorrelation
AEDAED - United Arab Emirates DirhamAE13.3864142.214380.94934
ARSARS - Argentine PesoAR0.76323-7.70324-0.72551
AUDAUD - Australian DollarAU43.1252174.235480.93012
BDTBDT - Bangladeshi TakaBD0.024311.795040.94726
BHDBHD - Bahraini DinarBH1278.12560412.533910.94944
BRLBRL - Brazilian RealBR7.5799326.182450.78248
CADCAD - Canadian DollarCA77.74754100.453840.93738
CHFCHF - Swiss FrancCH147.42026136.376160.92417
CNHCNH - Chinese Renminbi/Yuan InternationalCN2.4299017.951720.94756
CNYCNY - Chinese Renminbi/Yuan 2.4703518.131340.94917
DKKDKK - Danish KroneDK2.3775517.323190.92439
EUREUR - Euro 135.26528130.774190.92517
GBPGBP - British Pound SterlingGB177.52372154.033520.95122
HKDHKD - Hong Kong DollarHK2.9672419.858120.94854
IDRIDR - Indonesian RupiahID0.000000.010370.94541
INRINR - Indian RupeeIN0.027811.892460.93365
JPYJPY - Japanese YenJP0.014701.384860.93977
KRWKRW - South Korean WonKR0.000080.100010.91698
KWDKWD - Kuwaiti DinarKW1824.64393492.559460.94878
LKRLKR - Sri Lankan RupeeLK0.002090.473470.85183
MXNMXN - Mexican PesoMX0.471177.727420.92628
MYRMYR - Malaysian RinggitMY7.5155531.706640.95162
NOKNOK - Norwegian KroneNO1.2704612.587710.91888
NZDNZD - New Zealand DollarNZ53.3629181.972390.92330
OMROMR - Omani RialOM1218.40306402.723250.94930
QARQAR - Qatari RiyalQA13.6257042.591170.94937
RUBRUB - Russian RubleRU0.029271.844360.88706
SARSAR - Saudi RiyalSA12.8367841.345650.94950
SEKSEK - Swedish KronaSE0.9371810.226010.86914
SGDSGD - Singapore DollarSG83.21580105.746640.95380
THBTHB - Thai BahtTH0.205275.234250.95058
TRYTRY - Turkish LiraTR6.61129-3.21351-0.10283
USDUSD - United States DollarUS180.63795155.070480.94933
ZARZAR - South African RandZA0.429705.787840.72649











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