Profit-Station.de

Devisen: langfristige Risiko-Korrelationsmatrix (260 Tage)

Abschätzung der gegenseitigen statistischen Abhängigkeiten wichtiger Devisenpaare - in schwankungsintensiven (volatilen) Situationen.
Interaktive Auswahl von Titeln für Pairtrading (hoher Gleichlauf) oder zur Portfolio-Risikominimierung (geringer Gleichlauf).
Korrelationen zwischen Devisen, Rohstoffen und Aktienindizies finden sich in der Rubrik Rohstoffe.
Die Sortierung erfolgt anhand der Betragswerte der Korrelationen, so das inverse Währungspaare i.A. direkt untereinander stehen.

Hinweise

 Titel 

 

 00 .Gold /oz.tr p. 

⊗

 

+.2

+.1

+.2

−.4

+.7

+.0

+.5

−.1

−.0

+.2

−.6

+.6

+.3

+.8

−.3

+.7

+.0

+.6

−.0

+.0

+.1

−.1

+.4

+.1

+.2

+.6

−.2

+.4

−.5

−.1

−.1

+.3

−.0

+.2

−.1

+.6

−.3

−.1

−.1

−.1

−.5

+.4

−.6

+.5

+.2

+.6

−.4

+.6

+.5

+.6

+.6

+.6

+.8

+.2

+.6

+.2

+.6

−.1

+.4

+.0

+.6

−.2

+.8

+.2

+.5

−.6

−.4

−.5

−.7

−.7

−.5

−.6

−.4

−.3

−.6

−.5

−.8

−.6

−.6

−.3

−.5

−.8

−.5

−.4

+.4

+.7

 01 AUD/CAD 

⊗

+.2

 

+.6

+.6

+.6

+.7

+.2

+.2

−1.0

−.6

−.4

−.5

−.6

−.1

+.1

−.1

+.0

+.0

+.1

−.6

−.1

+.7

+.2

+.1

+.0

+.2

+.0

+.1

+.1

−.0

−.3

−.1

−.0

+.0

−.0

+.1

+.0

+.1

−.6

+.5

−.1

−.0

−.0

+.0

+.1

+.1

+.1

+.0

+.1

−.5

+.6

+.1

+.2

+.2

+.4

+.4

+.2

+.1

+.1

+.1

+.1

−.0

+.1

+.1

+.1

+.1

−.6

−.2

+.6

+.1

+.2

+.0

+.0

+.2

−.1

+.0

+.1

−.1

−.3

−.1

−.0

+.0

−.0

+.1

+.1

+.1

+.0

 02 AUD/EUR 

⊗

+.1

+.6

 

+.7

+.7

+.7

+.6

+.2

−.6

+.8

+.5

+.4

+.4

+.4

−.4

+.7

−.1

+.1

−.6

−1.0

−.5

−.8

−.3

−.7

−.1

−.4

−.7

−.0

−.7

−.4

−.8

−.3

−.6

−.3

−.8

−.4

−.7

−.4

−.7

−.5

+.5

+.0

−.2

+.7

+.1

+.1

−.5

+.7

−.1

−.7

−.3

+.5

−.0

−.2

+.9

+.4

+.3

−.5

+.8

+.5

+.4

−.4

+.8

−.1

+.4

−.1

−.7

−.1

−.2

+.5

+.2

+.6

+.7

+.3

−.0

+.5

+.2

+.2

−.3

+.5

−.2

+.5

+.2

+.2

−.1

+.6

+.1

 03 AUD/GBP 

⊗

+.2

+.6

+.7

 

+.5

+.7

+.4

+.3

−.6

+.4

+.9

+.1

+.2

+.0

−.1

+.2

+.1

+.2

−.0

−.7

−.2

−.3

+.1

−.1

−.1

+.8

−.2

−.3

−.1

−.2

−.4

−.2

−.2

−.1

−.2

−.1

−.1

−.2

−1.0

−.9

−.8

−.7

−.8

+.2

+.3

+.3

+.0

+.2

+.0

−.5

−.0

+.3

+.8

+.0

+.5

+.2

+.3

−.0

+.4

+.2

+.3

−.1

+.2

−.0

+.2

+.2

−.6

−.2

−.2

+.2

+.0

+.2

+.2

+.8

−.1

+.1

+.1

−.0

−.2

+.1

−.1

+.1

+.1

+.0

−.1

+.4

+.3

 04 AUD/JPY 

⊗

−.4

+.6

+.7

+.5

 

+.6

+.3

+.2

−.5

+.4

+.2

+.9

+.2

−.4

−.4

+.1

−.1

+.4

−.0

−.7

−.2

−.4

+.4

−.1

−.3

−.2

−.2

−.2

−.2

+.8

−.3

−.4

−.5

−.3

−.1

−.1

−.2

−.3

−.5

−.2

+.2

+.8

+.0

+.2

−.1

+.3

−.0

+.3

+.2

−1.0

−.9

−.8

−.7

−.8

+.3

+.1

+.4

+.1

+.6

+.5

+.4

+.0

+.1

−.2

+.1

−.1

−.6

+.0

−.1

+.5

+.3

+.1

+.2

+.0

+.2

+.1

−.1

+.8

−.1

−.0

−.4

−.0

+.2

+.1

−.2

+.4

+.3

 05 AUD/USD 

⊗

+.7

+.7

+.7

+.7

+.6

 

+.1

+.6

−.6

+.3

+.3

+.2

+.9

−.1

+.7

−.5

+.6

+.2

+.7

−.7

−.0

−.3

+.1

+.6

−.1

+.1

+.7

−.4

+.5

+.1

−.5

−.3

−.1

−.3

+.3

−.1

+.7

−.3

−.6

−.3

−.0

+.0

+.6

−.7

+.4

+.4

+.7

−.5

+.6

−.6

−.2

+.0

+.1

+.6

+.5

+.9

+.4

+.7

+.1

+.7

+.3

+.7

−.2

+.8

+.2

+.6

−1.0

−.5

−.8

−.6

−.6

−.7

−.7

−.6

−.3

−.7

−.5

−.6

−.8

−.7

−.6

−.7

−.8

−.5

−.6

+.4

+.7

 06 BRL/EUR 

⊗

+.0

+.2

+.6

+.4

+.3

+.1

 

+.9

−.1

+.6

+.2

+.1

−.0

+.3

−.4

+.6

−.2

−.1

−.4

−.5

−1.0

−.5

−.2

−.5

+.1

−.2

−.5

+.1

−.5

−.2

−.5

−.2

−.4

−.2

−.6

−.4

−.5

−.2

−.2

−.1

+.3

−.0

−.2

+.6

+.1

−.1

−.3

+.6

−.2

−.2

−.0

+.4

+.1

−.1

+.5

+.1

+.3

−.2

+.4

+.2

+.5

−.3

+.7

−.3

+.6

+.1

−.0

−.9

+.1

+.4

+.4

+.6

+.6

+.3

+.0

+.5

+.2

+.3

−.1

+.4

−.1

+.4

+.3

−.0

+.0

+.3

+.0

 07 BRL/USD 

⊗

+.5

+.2

+.2

+.3

+.2

+.6

+.9

 

−.2

+.0

+.1

+.0

+.4

−.0

+.6

−.3

+.5

−.1

+.4

−.1

−.9

−.0

+.1

+.5

+.1

+.1

+.7

−.0

+.4

+.1

−.2

−.2

−.1

−.1

+.3

−.3

+.7

−.1

−.2

−.1

−.1

−.1

+.4

−.4

+.2

+.1

+.4

−.3

+.2

+.0

+.1

+.1

+.2

+.4

+.3

+.7

+.2

+.4

+.1

+.4

+.3

+.7

−.2

+.6

+.4

+.5

−.5

−1.0

−.3

−.4

−.3

−.3

−.4

−.3

−.2

−.4

−.2

−.4

−.5

−.4

−.3

−.5

−.4

−.4

−.3

+.2

+.3

 08 CAD/AUD 

⊗

−.1

−1.0

−.6

−.6

−.5

−.6

−.1

−.2

 

+.7

+.5

+.6

+.6

+.2

+.1

+.1

+.2

+.0

+.0

+.6

+.2

−.6

−.1

−.1

+.0

−.1

+.0

+.1

+.0

+.1

+.4

+.2

+.1

+.1

+.1

+.1

+.0

+.1

+.6

−.4

+.2

+.2

+.2

+.0

−.1

+.1

+.0

+.1

+.1

+.6

−.5

−.0

−.0

−.1

−.3

−.3

−.1

−.1

−.0

−.0

+.0

+.0

−.0

−.0

+.1

+.1

+.7

+.2

−.6

+.1

+.0

+.1

+.0

−.0

+.1

+.1

+.1

+.2

+.4

+.1

+.1

−.0

+.1

+.1

+.0

+.1

+.1

 09 CAD/EUR 

⊗

−.0

−.6

+.8

+.4

+.4

+.3

+.6

+.0

+.7

 

+.8

+.7

+.8

+.5

−.4

+.8

−.0

+.1

−.7

−.8

−.5

−1.0

−.5

−.8

+.0

−.5

−.7

+.0

−.7

−.4

−.7

−.3

−.6

−.4

−.8

−.3

−.7

−.4

−.3

−.7

+.5

+.1

−.2

+.7

+.1

+.1

−.5

+.7

−.2

−.4

−.6

+.5

+.0

−.2

+.7

+.1

+.3

−.5

+.7

+.3

+.4

−.5

+.8

−.1

+.3

−.2

−.3

−.0

−.7

+.5

+.1

+.7

+.7

+.2

−.0

+.6

+.2

+.4

−.0

+.5

−.2

+.5

+.2

+.3

+.1

+.5

+.0

 10 CAD/GBP 

⊗

+.2

−.4

+.5

+.9

+.2

+.3

+.2

+.1

+.5

+.8

 

+.5

+.7

+.2

−.1

+.3

+.1

+.1

−.1

−.5

−.1

−.7

−.1

−.2

−.1

+.7

−.2

−.2

−.1

−.2

−.2

−.2

−.3

−.2

−.2

−.2

−.2

−.3

−.9

−1.0

−.7

−.7

−.8

+.3

+.2

+.4

−.0

+.2

−.0

−.2

−.5

+.3

+.7

+.0

+.4

+.1

+.2

−.1

+.4

+.1

+.2

−.0

+.4

−.0

+.2

+.1

−.3

−.1

−.6

+.2

−.0

+.2

+.3

+.8

−.2

+.1

+.1

+.1

+.0

+.1

−.1

+.2

+.1

−.0

−.1

+.3

+.3

 11 CAD/JPY 

⊗

−.6

−.5

+.4

+.1

+.9

+.2

+.1

+.0

+.6

+.7

+.5

 

+.6

−.3

−.3

+.2

−.1

+.3

−.0

−.3

−.0

−.6

+.4

−.1

−.2

−.3

−.1

−.2

−.2

+.8

−.0

−.3

−.5

−.3

−.1

+.0

−.1

−.2

−.0

−.5

+.3

+.8

+.1

+.2

−.0

+.2

−.0

+.3

+.2

−.9

−1.0

−.7

−.7

−.8

+.0

−.1

+.3

+.0

+.5

+.4

+.3

+.1

+.1

−.1

+.1

+.0

−.2

+.1

−.6

+.4

+.2

+.1

+.2

−.0

+.2

+.1

−.1

+.9

+.1

−.0

−.4

−.0

+.2

+.1

−.2

+.3

+.2

 12 CAD/USD 

⊗

+.6

−.6

+.4

+.2

+.2

+.9

−.0

+.4

+.6

+.8

+.7

+.6

 

+.1

+.7

−.5

+.7

+.1

+.7

−.2

+.1

−.7

+.0

+.6

−.0

−.0

+.7

−.3

+.6

+.2

−.2

−.2

+.0

−.2

+.3

−.1

+.7

−.3

−.2

−.6

+.1

+.1

+.6

−.6

+.3

+.4

+.7

−.5

+.6

−.1

−.6

+.1

+.0

+.6

+.2

+.8

+.2

+.7

+.0

+.5

+.2

+.7

−.2

+.8

+.1

+.6

−.8

−.3

−1.0

−.7

−.6

−.6

−.6

−.6

−.3

−.7

−.5

−.6

−.7

−.7

−.5

−.7

−.8

−.4

−.6

+.3

+.6

 13 CHF/EUR 

⊗

+.3

−.1

+.4

+.0

−.4

−.1

+.3

−.0

+.2

+.5

+.2

−.3

+.1

 

+.5

+.6

+.1

−.2

−.4

−.3

−.2

−.5

−1.0

−.5

+.3

−.4

−.4

+.3

−.3

−.7

−.4

+.1

−.1

+.1

−.6

+.0

−.4

+.1

+.1

−.1

+.5

−.3

−.1

+.5

+.2

−.2

−.4

+.4

−.3

+.4

+.4

+.7

+.4

+.4

+.5

+.0

−.1

−.4

+.1

−.3

+.0

−.4

+.6

−.1

+.1

−.2

+.1

+.1

+.0

−.3

+.0

+.6

+.5

+.1

−.1

+.5

+.4

−.3

+.1

+.5

+.3

+.6

+.3

+.4

+.3

−.0

−.3

 14 CHF/USD 

⊗

+.8

+.1

−.4

−.1

−.4

+.7

−.4

+.6

+.1

−.4

−.1

−.3

+.7

+.5

 

−.8

+.7

−.1

+.9

+.5

+.4

+.5

−.3

+.8

+.2

+.4

+.9

−.2

+.9

+.1

+.3

+.1

+.6

+.3

+.8

+.2

+.9

+.3

+.2

+.2

−.3

−.2

+.7

−.9

+.5

+.2

+.9

−.9

+.6

+.5

+.4

+.0

+.3

+.8

−.3

+.7

−.0

+.9

−.5

+.4

−.2

+.8

−.8

+.9

−.2

+.6

−.6

−.4

−.7

−1.0

−.7

−.8

−.9

−.7

−.4

−.8

−.5

−.8

−.7

−.8

−.3

−.8

−.8

−.5

−.4

−.2

+.5

 15 CNY/EUX 

⊗

−.3

−.1

+.7

+.2

+.1

−.5

+.6

−.3

+.1

+.8

+.3

+.2

−.5

+.6

−.8

 

−.1

+.1

−.9

−.7

−.5

−.8

−.5

−1.0

+.1

−.5

−1.0

+.2

−.9

−.6

−.5

−.0

−.5

−.2

−.9

−.3

−1.0

−.1

−.1

−.2

+.7

−.0

−.7

+1.0

−.1

−.2

−.9

+.9

−.5

−.1

−.1

+.7

+.1

−.6

+.6

−.6

+.1

−.9

+.7

−.3

+.2

−.9

+.9

−.7

+.4

−.4

+.6

+.5

+.6

+.8

+.2

+.9

+1.0

+.7

+.1

+.9

+.6

+.6

+.6

+.9

+.4

+.9

+.8

+.6

+.6

+.2

−.5

 16 CNY/USX 

⊗

+.7

+.0

−.1

+.1

−.1

+.6

−.2

+.5

+.2

−.0

+.1

−.1

+.7

+.1

+.7

−.1

 

−.0

+.6

+.2

+.4

+.1

+.0

+.2

+.1

+.2

+.7

−.2

+.5

−.0

+.2

−.1

+.3

−.1

+.4

+.0

+.7

+.1

+.0

−.0

−.2

−.2

+.6

−.6

+.5

+.2

+.6

−.5

+.6

+.3

+.2

+.1

+.2

+.6

−.1

+.5

+.1

+.6

−.2

+.4

+.1

+.6

−.3

+.8

−.0

+.5

−.6

−.3

−.6

−.7

−1.0

−.6

−.6

−.5

−.4

−.6

−.4

−.6

−.5

−.6

−.4

−.6

−.7

−.4

−.3

−.0

+.4

 17 CZK/EUX 

⊗

+.0

+.0

+.1

+.2

+.4

+.2

−.1

−.1

+.0

+.1

+.1

+.3

+.1

−.2

−.1

+.1

−.0

 

+.5

−.1

+.1

+.0

+.3

+.1

−1.0

+.1

+.0

−.4

−.3

+.3

−.1

−.5

−.4

−.2

+.0

−.3

+.0

−.4

−.1

−.1

−.0

+.2

−.1

+.1

−.0

+.4

+.2

+.3

+.4

−.3

−.2

−.2

−.1

−.3

+.1

+.1

+.6

+.4

+.4

+.4

+.2

+.2

+.1

+.1

+.4

+.4

−.1

+.1

−.0

+.2

+.1

−.4

+.1

+.1

+.1

−.1

−.4

+.3

−.1

−.2

−.4

−.0

−.0

−.2

−.3

+.4

+.4

 18 CZK/USX 

⊗

+.6

+.1

−.6

−.0

−.0

+.7

−.4

+.4

+.0

−.7

−.1

−.0

+.7

−.4

+.9

−.9

+.6

+.5

 

+.6

+.6

+.7

+.6

+.9

−.4

+.5

+1.0

−.4

+.8

+.6

+.5

−.1

+.4

+.1

+.9

+.2

+1.0

+.1

+.2

+.2

−.5

+.0

+.7

−1.0

+.3

+.4

+1.0

−.8

+.7

+.1

+.1

−.5

−.0

+.6

−.4

+.7

+.2

+1.0

−.4

+.5

−.1

+.9

−.9

+.9

−.1

+.7

−.7

−.3

−.6

−.8

−.6

−1.0

−1.0

−.6

−.2

−.9

−.6

−.6

−.7

−.9

−.5

−.9

−.9

−.6

−.6

+.0

+.6

 19 EUR/AUD 

⊗

−.0

−.6

−1.0

−.7

−.7

−.7

−.5

−.1

+.6

−.8

−.5

−.3

−.2

−.3

+.5

−.7

+.2

−.1

+.6

 

+.6

+.8

+.4

+.7

+.1

+.5

+.7

+.1

+.7

+.5

+.9

+.3

+.8

+.4

+.8

+.4

+.7

+.6

+.7

+.5

−.4

−.0

+.3

−.7

−.0

−.0

+.5

−.7

+.2

+.7

+.4

−.4

+.0

+.2

−.8

−.3

−.3

+.5

−.6

−.2

−.3

+.5

−.8

+.2

−.4

+.2

+.7

+.2

+.4

−.4

−.1

−.6

−.7

−.2

+.1

−.5

−.1

−.2

+.4

−.5

+.5

−.4

−.1

−.1

+.1

−.4

−.1

 20 EUR/BRL 

⊗

+.0

−.1

−.5

−.2

−.2

−.0

−1.0

−.9

+.2

−.5

−.1

−.0

+.1

−.2

+.4

−.5

+.4

+.1

+.6

+.6

 

+.6

+.3

+.6

−.1

+.3

+.6

−.1

+.6

+.4

+.5

+.3

+.4

+.5

+.7

+.6

+.6

+.3

+.4

+.2

−.2

+.1

+.3

−.5

+.0

+.1

+.5

−.5

+.2

+.3

+.1

−.2

−.0

+.3

−.5

−.1

−.2

+.4

−.4

−.1

−.2

+.4

−.6

+.3

−.4

−.0

+.1

+.9

−.0

−.4

−.2

−.4

−.5

−.2

+.1

−.3

−.2

−.1

+.1

−.2

+.2

−.3

−.3

+.1

+.0

−.2

+.0

 21 EUR/CAD 

⊗

+.1

+.7

−.8

−.3

−.4

−.3

−.5

−.0

−.6

−1.0

−.7

−.6

−.7

−.5

+.5

−.8

+.1

+.0

+.7

+.8

+.6

 

+.5

+.8

+.1

+.5

+.7

+.1

+.7

+.5

+.7

+.3

+.7

+.4

+.8

+.3

+.7

+.5

+.4

+.8

−.5

+.0

+.2

−.7

−.0

+.0

+.6

−.7

+.2

+.4

+.7

−.4

+.1

+.4

−.7

−.0

−.3

+.5

−.6

−.2

−.4

+.5

−.8

+.2

−.3

+.3

+.3

+.0

+.8

−.4

−.0

−.7

−.7

−.2

+.1

−.5

−.2

−.2

+.1

−.5

+.3

−.5

−.1

−.2

+.0

−.4

+.1

 22 EUR/CHF 

⊗

−.1

+.2

−.3

+.1

+.4

+.1

−.2

+.1

−.1

−.5

−.1

+.4

+.0

−1.0

−.3

−.5

+.0

+.3

+.6

+.4

+.3

+.5

 

+.6

−.2

+.5

+.5

−.2

+.4

+.7

+.5

−.1

+.1

+.0

+.6

+.1

+.5

−.0

+.0

+.2

−.4

+.4

+.1

−.4

−.1

+.3

+.5

−.3

+.4

−.4

−.3

−.7

−.3

−.3

−.4

+.1

+.1

+.5

−.1

+.3

+.1

+.6

−.6

+.3

+.0

+.4

−.1

−.0

+.1

+.5

+.1

−.4

−.4

−.1

+.2

−.4

−.3

+.4

+.0

−.4

−.3

−.4

−.1

−.2

−.3

+.1

+.3

 23 EUR/CNY 

⊗

+.4

+.1

−.7

−.1

−.1

+.6

−.5

+.5

−.1

−.8

−.2

−.1

+.6

−.5

+.8

−1.0

+.2

+.1

+.9

+.7

+.6

+.8

+.6

 

+.1

+.7

+1.0

−.2

+.9

+.7

+.6

+.1

+.7

+.2

+.9

+.4

+1.0

+.2

+.2

+.3

−.5

+.1

+.7

−1.0

+.1

+.2

+.9

−.9

+.6

+.1

+.2

−.6

−.0

+.6

−.5

+.6

−.0

+.9

−.5

+.4

−.2

+.9

−.9

+.8

−.3

+.6

−.5

−.3

−.5

−.8

−.1

−.9

−1.0

−.7

−.1

−.9

−.5

−.6

−.6

−.9

−.3

−.9

−.7

−.4

−.5

−.1

+.6

 24 EUR/CZK 

⊗

+.1

+.0

−.1

−.1

−.3

−.1

+.1

+.1

+.0

+.0

−.1

−.2

−.0

+.3

+.2

+.1

+.1

−1.0

−.4

+.1

−.1

+.1

−.2

+.1

 

−.0

+.1

+.4

+.3

−.2

+.1

+.6

+.4

+.2

+.1

+.4

+.1

+.4

+.2

+.1

+.1

−.1

+.1

+.0

+.1

−.4

−.1

−.3

−.4

+.4

+.3

+.3

+.2

+.3

−.1

−.1

−.5

−.2

−.4

−.4

−.2

−.0

+.0

−.0

−.3

−.2

+.2

−.1

+.1

−.1

−.0

+.5

+.0

−.1

−.0

+.2

+.4

−.3

+.1

+.4

+.4

+.2

+.1

+.4

+.4

−.4

−.3

 25 EUR/GBP 

⊗

+.2

+.2

−.4

+.8

−.2

+.1

−.2

+.1

−.1

−.5

+.7

−.3

−.0

−.4

+.4

−.5

+.2

+.1

+.5

+.5

+.3

+.5

+.5

+.7

−.0

 

+.5

−.2

+.5

+.3

+.7

+.0

+.5

+.3

+.8

+.2

+.5

+.3

−.8

−.7

−1.0

−.8

−.8

−.5

+.2

+.2

+.6

−.5

+.2

+.2

+.3

−.2

+.8

+.3

−.4

+.0

−.0

+.4

−.4

−.0

−.2

+.5

−.6

+.1

−.1

+.3

−.0

−.1

+.1

−.3

−.2

−.5

−.5

+.8

−.1

−.5

+.0

−.3

+.0

−.4

+.2

−.3

−.1

−.2

−.1

−.1

+.2

 26 EUR/HKD 

⊗

+.6

+.0

−.7

−.2

−.2

+.7

−.5

+.7

+.0

−.7

−.2

−.1

+.7

−.4

+.9

−1.0

+.7

+.0

+1.0

+.7

+.6

+.7

+.5

+1.0

+.1

+.5

 

−.3

+1.0

+.6

+.6

+.1

+.7

+.2

+.9

+.3

+1.0

+.4

+.2

+.3

−.5

+.0

+.7

−1.0

+.2

+.3

+1.0

−.9

+.7

+.2

+.2

−.5

+.0

+.7

−.5

+.7

−.0

+1.0

−.5

+.4

−.2

+.9

−.9

+.9

−.2

+.7

−.7

−.4

−.6

−.9

−.6

−1.0

−1.0

−.7

−.2

−1.0

−.7

−.7

−.7

−.9

−.4

−.9

−.9

−.5

−.6

−.1

+.6

 27 EUR/HUF 

⊗

−.2

+.1

−.0

−.3

−.2

−.4

+.1

−.0

+.1

+.0

−.2

−.2

−.3

+.3

−.2

+.2

−.2

−.4

−.4

+.1

−.1

+.1

−.2

−.2

+.4

−.2

−.3

 

−.0

−.2

+.1

+.6

+.4

+.2

−.1

+.5

−.3

+.2

+.3

+.4

+.2

+.2

+.0

+.3

−.0

−1.0

−.7

+.0

−.4

+.3

+.2

+.2

+.0

−.1

+.0

−.2

−.6

−.5

−.3

−.4

−.2

−.3

+.2

−.3

−.5

−.6

+.4

+.1

+.4

+.2

+.2

+.4

+.3

+.1

+.1

+.7

+.5

+.1

+.3

+.5

+.5

+.3

+.4

+.6

+.3

−.1

−.2

 28 EUR/INR 

⊗

+.4

+.1

−.7

−.1

−.2

+.5

−.5

+.4

+.0

−.7

−.1

−.2

+.6

−.3

+.9

−.9

+.5

−.3

+.8

+.7

+.6

+.7

+.4

+.9

+.3

+.5

+1.0

−.0

 

+.4

+.6

+.4

+.7

+.2

+.9

+.5

+1.0

+.5

+.2

+.2

−.5

−.1

+.6

−.9

+.3

+.0

+.9

−1.0

−.2

+.3

+.3

−.3

+.1

+.7

−.5

+.6

−.3

+.8

−.7

+.1

−.1

+.8

−.9

+.7

−.4

+.3

−.5

−.3

−.5

−.9

−.5

−.8

−.9

−.6

−.3

−.8

+.2

−.6

−.6

−.7

−.1

−.8

−.7

−.3

−.2

−.4

+.3

 29 EUR/JPY 

⊗

−.5

−.0

−.4

−.2

+.8

+.1

−.2

+.1

+.1

−.4

−.2

+.8

+.2

−.7

+.1

−.6

−.0

+.3

+.6

+.5

+.4

+.5

+.7

+.7

−.2

+.3

+.6

−.2

+.4

 

+.6

−.1

+.1

+.1

+.7

+.3

+.6

+.0

+.3

+.3

−.2

+.8

+.3

−.5

−.3

+.2

+.5

−.3

+.4

−.8

−.7

−1.0

−.8

−.7

−.6

−.1

+.1

+.5

−.0

+.3

+.0

+.5

−.7

+.0

−.3

+.1

+.0

+.1

+.1

+.0

+.1

−.5

−.5

−.2

+.3

−.5

−.3

+.8

+.2

−.5

−.3

−.5

+.1

−.0

−.2

−.0

+.3

 30 EUR/NZD 

⊗

−.1

−.3

−.8

−.4

−.3

−.5

−.5

−.2

+.4

−.7

−.2

−.0

−.2

−.4

+.3

−.5

+.2

−.1

+.5

+.9

+.5

+.7

+.5

+.6

+.1

+.7

+.6

+.1

+.6

+.6

 

+.3

+.6

+.3

+.7

+.3

+.6

+.5

+.5

+.4

−.4

+.1

+.1

−.5

−.0

+.0

+.5

−.5

+.2

+.3

+.0

−.6

−.1

+.0

−1.0

−.8

−.1

+.5

−.3

+.0

−.2

+.4

−.7

+.1

−.3

+.2

+.5

+.3

+.2

−.3

−.1

−.4

−.5

+.0

+.1

−.4

−.2

+.2

+.8

−.4

+.3

−.4

+.0

−.1

+.1

−.3

−.0

 31 EUR/PLN 

⊗

−.1

−.1

−.3

−.2

−.4

−.3

−.2

−.2

+.2

−.3

−.2

−.3

−.2

+.1

+.1

−.0

−.1

−.5

−.1

+.3

+.3

+.3

−.1

+.1

+.6

+.0

+.1

+.6

+.4

−.1

+.3

 

+.5

+.5

+.3

+.6

+.1

+.6

+.3

+.2

−.0

−.0

+.0

−.0

+.0

−.6

−.2

−.3

−.5

+.4

+.3

+.1

+.1

+.2

−.1

−.1

−1.0

−.6

−.5

−.4

−.3

−.1

−.3

−.2

−.6

−.5

+.4

+.2

+.2

−.0

+.1

+.2

−.0

+.0

+.0

+.3

+.5

−.2

+.2

+.7

+.4

+.2

+.3

+.5

+.5

−.5

−.4

 32 EUR/RUB 

⊗

+.3

−.0

−.6

−.2

−.5

−.1

−.4

−.1

+.1

−.6

−.3

−.5

+.0

−.1

+.6

−.5

+.3

−.4

+.4

+.8

+.4

+.7

+.1

+.7

+.4

+.5

+.7

+.4

+.7

+.1

+.6

+.5

 

+.3

+.7

+.5

+.7

+.7

+.4

+.4

−.4

−.2

+.3

−.5

+.2

−.3

+.4

−.7

−.0

+.6

+.5

−.0

+.3

+.5

−.3

+.2

−.5

+.3

−1.0

−.9

−.3

+.5

−.6

+.2

−.5

−.1

+.1

+.1

+.0

−.5

−.2

−.4

−.5

−.1

−.1

−.4

+.1

−.4

−.2

−.3

+.9

−.4

−.2

+.1

+.4

−.6

−.3

 33 EUR/SEK 

⊗

−.0

+.0

−.3

−.1

−.3

−.3

−.2

−.1

+.1

−.4

−.2

−.3

−.2

+.1

+.3

−.2

−.1

−.2

+.1

+.4

+.5

+.4

+.0

+.2

+.2

+.3

+.2

+.2

+.2

+.1

+.3

+.5

+.3

 

+.4

+.5

+.2

+.3

+.3

+.2

−.2

−.1

+.0

−.2

−.1

−.2

+.1

−.1

+.1

+.4

+.3

+.0

+.2

+.2

−.2

+.0

−.3

−.0

−.3

−.1

−1.0

−.6

−.3

+.0

−.4

−.3

+.3

+.3

+.2

−.2

+.1

−.1

−.2

−.0

+.1

−.1

−.0

−.1

+.1

+.2

+.2

+.7

+.0

+.3

+.2

−.3

−.2

 34 EUR/SGD 

⊗

+.2

−.0

−.8

−.2

−.1

+.3

−.6

+.3

+.1

−.8

−.2

−.1

+.3

−.6

+.8

−.9

+.4

+.0

+.9

+.8

+.7

+.8

+.6

+.9

+.1

+.8

+.9

−.1

+.9

+.7

+.7

+.3

+.7

+.4

 

+.5

+.9

+.6

+.2

+.4

−.6

+.1

+.5

−.9

+.1

+.2

+.9

−.9

+.5

+.1

+.1

−.7

−.1

+.4

−.7

+.3

−.3

+.8

−.6

+.1

−.3

+.8

−1.0

+.4

−.5

+.3

−.2

−.2

−.2

−.8

−.3

−.9

−.9

−.5

+.1

−.9

−.3

−.3

−.3

−.8

+.0

−.8

−.4

−.3

−.3

−.3

+.3

 35 EUR/TRY 

⊗

−.1

+.1

−.4

−.1

−.1

−.1

−.4

−.3

+.1

−.3

−.2

+.0

−.1

+.0

+.2

−.3

+.0

−.3

+.2

+.4

+.6

+.3

+.1

+.4

+.4

+.2

+.3

+.5

+.5

+.3

+.3

+.6

+.5

+.5

+.5

 

+.3

+.6

+.2

+.2

−.1

+.1

+.1

−.2

+.1

−.5

+.0

−.4

−.3

+.1

+.1

−.3

−.1

+.1

−.3

−.0

−.6

−.1

−.5

−.3

−.4

+.1

−.5

−.0

−1.0

−.9

+.2

+.4

+.1

−.2

−.0

−.1

−.2

−.1

−.1

−.0

+.3

+.1

+.1

+.1

+.3

+.0

+.1

+.9

+.5

−.6

−.5

 36 EUR/USD 

⊗

+.6

+.0

−.7

−.1

−.2

+.7

−.5

+.7

+.0

−.7

−.2

−.1

+.7

−.4

+.9

−1.0

+.7

+.0

+1.0

+.7

+.6

+.7

+.5

+1.0

+.1

+.5

+1.0

−.3

+1.0

+.6

+.6

+.1

+.7

+.2

+.9

+.3

 

+.4

+.2

+.3

−.5

+.0

+.7

−1.0

+.3

+.3

+1.0

−.9

+.7

+.2

+.2

−.5

+.0

+.7

−.5

+.7

−.0

+1.0

−.5

+.4

−.2

+.9

−.9

+.9

−.2

+.7

−.7

−.4

−.6

−.9

−.6

−1.0

−1.0

−.7

−.2

−1.0

−.7

−.7

−.7

−.9

−.4

−.9

−.9

−.5

−.6

−.1

+.6

 37 EUR/ZAR 

⊗

−.3

+.1

−.4

−.2

−.3

−.3

−.2

−.1

+.1

−.4

−.3

−.2

−.3

+.1

+.3

−.1

+.1

−.4

+.1

+.6

+.3

+.5

−.0

+.2

+.4

+.3

+.4

+.2

+.5

+.0

+.5

+.6

+.7

+.3

+.6

+.6

+.4

 

+.4

+.3

−.1

−.0

−.0

−.1

+.2

−.1

+.1

−.4

−.4

+.4

+.3

−.0

+.1

+.1

−.3

−.2

−.5

−.1

−.6

−.6

−.3

−.0

−.3

−.1

−.6

−.5

+.4

+.2

+.3

−.2

−.0

+.0

−.1

+.0

−.1

−.0

+.4

−.1

+.2

+.2

+.6

+.1

+.2

+.5

+1.0

−1.0

−.9

 38 GBP/AUD 

⊗

−.1

−.6

−.7

−1.0

−.5

−.6

−.2

−.2

+.6

−.3

−.9

−.0

−.2

+.1

+.2

−.1

+.0

−.1

+.2

+.7

+.4

+.4

+.0

+.2

+.2

−.8

+.2

+.3

+.2

+.3

+.5

+.3

+.4

+.3

+.2

+.2

+.2

+.4

 

+.9

+.8

+.8

+.8

−.2

−.1

−.3

+.1

−.1

+.1

+.5

+.1

−.2

−.7

−.0

−.4

−.2

−.2

+.1

−.2

−.1

−.1

+.1

−.2

+.1

−.1

+.0

+.7

+.3

+.2

−.1

+.1

−.0

−.1

−.8

+.3

+.0

+.0

+.0

+.2

−.0

+.2

−.1

−.0

+.2

+.3

−.2

−.1

 39 GBP/CAD 

⊗

−.1

+.5

−.5

−.9

−.2

−.3

−.1

−.1

−.4

−.7

−1.0

−.5

−.6

−.1

+.2

−.2

−.0

−.1

+.2

+.5

+.2

+.8

+.2

+.3

+.1

−.7

+.3

+.4

+.2

+.3

+.4

+.2

+.4

+.2

+.4

+.2

+.3

+.3

+.9

 

+.7

+.7

+.8

−.2

−.2

−.2

+.1

−.1

+.1

+.2

+.5

−.2

−.7

+.1

−.2

+.0

−.2

+.1

−.3

−.1

−.2

+.2

−.2

+.1

−.2

−.0

+.3

+.1

+.7

−.1

+.1

−.1

−.2

−.8

+.2

−.0

−.0

+.0

+.1

−.1

+.1

−.0

−.0

+.1

+.3

−.3

−.1

 40 GBP/EUR 

⊗

−.1

−.1

+.5

−.8

+.2

−.0

+.3

−.1

+.2

+.5

−.7

+.3

+.1

+.5

−.3

+.7

−.2

−.0

−.5

−.4

−.2

−.5

−.4

−.5

+.1

−1.0

−.5

+.2

−.5

−.2

−.4

−.0

−.4

−.2

−.6

−.1

−.5

−.1

+.8

+.7

 

+.8

+.8

+.5

−.1

−.2

−.5

+.5

+.0

−.2

−.3

+.3

−.8

−.3

+.7

+.0

+.0

−.4

+.5

+.2

+.3

−.3

+.8

−.1

+.2

−.2

+.1

+.1

−.0

+.4

+.2

+.5

+.5

−.8

+.2

+.6

+.2

+.3

+.0

+.4

−.0

+.5

+.1

+.3

+.2

+.3

−.1

 41 GBP/JPY 

⊗

−.5

−.0

+.0

−.7

+.8

+.0

−.0

−.1

+.2

+.1

−.7

+.8

+.1

−.3

−.2

−.0

−.2

+.2

+.0

−.0

+.1

+.0

+.4

+.1

−.1

−.8

+.0

+.2

−.1

+.8

+.1

−.0

−.2

−.1

+.1

+.1

+.0

−.0

+.8

+.7

+.8

 

+.7

+.0

−.3

+.0

−.0

+.1

+.2

−.7

−.7

−.8

−1.0

−.7

−.1

−.1

+.1

+.1

+.3

+.3

+.2

+.1

−.1

−.1

−.1

−.1

+.1

+.2

+.0

+.3

+.2

−.0

+.0

−.7

+.3

+.1

−.1

+.8

+.1

−.0

−.2

−.1

+.1

+.2

−.0

+.1

+.1

 42 GBP/USD 

⊗

+.4

−.0

−.2

−.8

+.0

+.6

−.2

+.4

+.2

−.2

−.8

+.1

+.6

−.1

+.7

−.7

+.6

−.1

+.7

+.3

+.3

+.2

+.1

+.7

+.1

−.8

+.7

+.0

+.6

+.3

+.1

+.0

+.3

+.0

+.5

+.1

+.7

−.0

+.8

+.8

+.8

+.7

 

−.7

+.2

+.1

+.6

−.6

+.6

+.0

−.0

−.2

−.7

+.5

+.0

+.6

+.0

+.7

−.1

+.5

−.0

+.7

−.5

+.8

−.1

+.4

−.6

−.3

−.6

−.7

−.5

−.6

−.7

−1.0

−.2

−.6

−.5

−.5

−.6

−.6

−.4

−.7

−.7

−.3

−.4

+.0

+.5

 43 HKD/EUX 

⊗

−.6

+.0

+.7

+.2

+.2

−.7

+.6

−.4

+.0

+.7

+.3

+.2

−.6

+.5

−.9

+1.0

−.6

+.1

−1.0

−.7

−.5

−.7

−.4

−1.0

+.0

−.5

−1.0

+.3

−.9

−.5

−.5

−.0

−.5

−.2

−.9

−.2

−1.0

−.1

−.2

−.2

+.5

+.0

−.7

 

−.2

−.3

−1.0

+1.0

−.7

−.2

−.1

+.6

+.0

−.7

+.6

−.7

+.1

−.9

+.7

−.4

+.2

−.9

+.9

−.9

+.3

−.5

+.7

+.7

+.7

+.9

+.7

+1.0

+1.0

+.7

+.2

+1.0

+.7

+.7

+.7

+1.0

+.4

+.9

+.9

+.7

+.6

+.4

−.6

 44 HKD/USX 

⊗

+.5

+.1

+.1

+.3

−.1

+.4

+.1

+.2

−.1

+.1

+.2

−.0

+.3

+.2

+.5

−.1

+.5

−.0

+.3

−.0

+.0

−.0

−.1

+.1

+.1

+.2

+.2

−.0

+.3

−.3

−.0

+.0

+.2

−.1

+.1

+.1

+.3

+.2

−.1

−.2

−.1

−.3

+.2

−.2

 

+.1

+.3

−.3

+.0

+.2

+.2

+.3

+.3

+.5

+.1

+.3

+.0

+.3

−.1

+.1

+.1

+.3

+.1

+.5

−.1

+.2

−.3

−.2

−.3

−.4

−.4

−.2

−.2

−.2

−1.0

−.2

+.0

−.4

−.2

−.1

−.0

−.2

−.4

−.1

+.1

−.1

+.1

 45 HUF/EUX 

⊗

+.2

+.1

+.1

+.3

+.3

+.4

−.1

+.1

+.1

+.1

+.4

+.2

+.4

−.2

+.2

−.2

+.2

+.4

+.4

−.0

+.1

+.0

+.3

+.2

−.4

+.2

+.3

−1.0

+.0

+.2

+.0

−.6

−.3

−.2

+.2

−.5

+.3

−.1

−.3

−.2

−.2

+.0

+.1

−.3

+.1

 

+.7

−.0

+.5

−.2

−.2

−.2

+.2

+.1

+.1

+.3

+.6

+.5

+.4

+.5

+.2

+.3

−.1

+.4

+.5

+.6

−.4

−.0

−.3

−.2

−.2

−.4

−.3

+.0

−.0

−.7

−.4

−.1

−.2

−.5

−.4

−.3

−.3

−.6

−.2

+.2

+.3

 46 HUF/USX 

⊗

+.6

+.1

−.5

+.0

−.0

+.7

−.3

+.4

+.0

−.5

−.0

−.0

+.7

−.4

+.9

−.9

+.6

+.2

+1.0

+.5

+.5

+.6

+.5

+.9

−.1

+.6

+1.0

−.7

+.9

+.5

+.5

−.2

+.4

+.1

+.9

+.0

+1.0

+.1

+.1

+.1

−.5

−.0

+.6

−1.0

+.3

+.7

 

−.8

+.7

+.1

+.1

−.5

+.1

+.7

−.4

+.7

+.3

+1.0

−.4

+.5

−.1

+.9

−.9

+.9

−.0

+.8

−.7

−.4

−.7

−.8

−.6

−.9

−1.0

−.6

−.2

−1.0

−.7

−.6

−.7

−.9

−.5

−.9

−.9

−.7

−.5

−.0

+.7

 47 INR/EUX 

⊗

−.4

+.0

+.7

+.2

+.3

−.5

+.6

−.3

+.1

+.7

+.2

+.3

−.5

+.4

−.9

+.9

−.5

+.3

−.8

−.7

−.5

−.7

−.3

−.9

−.3

−.5

−.9

+.0

−1.0

−.3

−.5

−.3

−.7

−.1

−.9

−.4

−.9

−.4

−.1

−.1

+.5

+.1

−.6

+1.0

−.3

−.0

−.8

 

+.2

−.2

−.2

+.4

−.1

−.6

+.6

−.6

+.4

−.7

+.7

−.1

+.2

−.8

+.9

−.7

+.5

−.3

+.5

+.4

+.6

+.9

+.5

+.8

+1.0

+.6

+.3

+.9

−.2

+.7

+.6

+.8

+.1

+.8

+.7

+.3

+.3

+.5

−.2

 48 INR/USX 

⊗

+.6

+.1

−.1

+.0

+.2

+.6

−.2

+.2

+.1

−.2

−.0

+.2

+.6

−.3

+.6

−.5

+.6

+.4

+.7

+.2

+.2

+.2

+.4

+.6

−.4

+.2

+.7

−.4

−.2

+.4

+.2

−.5

−.0

+.1

+.5

−.3

+.7

−.4

+.1

+.1

+.0

+.2

+.6

−.7

+.0

+.5

+.7

+.2

 

−.1

−.1

−.3

−.1

+.4

−.2

+.5

+.5

+.7

+.1

+.6

−.0

+.6

−.3

+.9

+.3

+.7

−.5

−.2

−.5

−.5

−.4

−.6

−.7

−.5

+.0

−.7

−1.0

−.3

−.4

−.7

−.5

−.6

−.6

−.6