Spreadsheet: 219399d1362748918-correlation-table-correlationtable
Sheet: Sheet1

CORRELATIONS | 2013-03-08 00:00:00
 | COTTON | WTIC | CORN | SOYBEAN | SOYBEANOIL | SUGAR | PLAT | GOLD | SILVER | WHEAT | COCOA | COFFEE | OJ | SPX | DAX | FTSE100 | CAC | NIKKEI | NASDAQ | FTASE20 | [NAME] | EURUSD | EURCHF | GBP | EURGBP | [NAME] | AUD | TNOTE | TBOND | BUND
COTTON | 0.9999999999999998 | 0.3316152148372434 | 0.358868757277029 | 0.1364903234593812 | 0.5650861383557568 | 0.5845422479226869 | 0.4959282821172781 | 0.244601574196976 | 0.6414153920412005 | 0.1294184932211341 | 0.415821952434134 | 0.7914214527301942 | -0.2574166454057759 | 0.07712855414915314 | 0.3258533351091182 | 0.3802977746458953 | 0.4384896902979402 | 0.1586917275599941 | 0.02031588996442502 | 0.03571837415232293 | 0.06844609929839969 | 0.7411468310534788 | -0.4111987724703914 | 0.4454678424817398 | 0.652363002656558 | -0.3988180895339115 | 0.4271255504989661 | -0.1929785749161455 | -0.2778596788273455 | -0.465649212027392
WTIC | 0.3316152148372434 | 1 | 0.666238992076815 | 0.5334751882871084 | 0.7414334662834884 | 0.02236397879029875 | 0.2812142449528507 | 0.5896701485539526 | 0.7481935711079146 | 0.4340883982873766 | -0.3474571533778752 | 0.493628098443378 | -0.5115449334490132 | 0.3888057920514234 | 0.3543757293823132 | 0.4296705231662604 | -0.1869406863523668 | -0.2481333978991849 | 0.4480091823492097 | -0.6142773412750219 | -0.5969496609510038 | 0.3137243229375559 | -0.5496981904072409 | 0.5310534492960789 | -0.000743127225825036 | -0.4195568712893861 | 0.7845686891939381 | 0.262803021641751 | 0.2064579882194024 | 0.3274925395972163
CORN | 0.358868757277029 | 0.666238992076815 | 0.9999999999999998 | 0.9166563578603413 | 0.8878034852856612 | -0.1629524066965742 | 0.1328454768233906 | 0.844103435282399 | 0.8296566432718117 | 0.8292739237173554 | -0.4464918389827377 | 0.4918884310364858 | -0.6964235339292049 | 0.7714422849684257 | 0.7394901768912023 | 0.6905012523361725 | -0.09896246837709083 | -0.2073445881043094 | 0.8025281211476187 | -0.8163730346687249 | -0.7872243444373214 | 0.1481187364105008 | -0.8124343269604203 | 0.5569733495277456 | -0.2362541728275538 | -0.5967306391223482 | 0.8652142578013877 | 0.5985595518951284 | 0.5657814798233409 | 0.5422580177174606
SOYBEAN | 0.1364903234593812 | 0.5334751882871084 | 0.9166563578603413 | 1 | 0.8208186963867123 | -0.2467944128584948 | 0.02244202742993877 | 0.7532946952707883 | 0.682493832404132 | 0.842534340586176 | -0.5898969691031194 | 0.2362778572706775 | -0.6360433583398993 | 0.7712709020436952 | 0.7104229205688363 | 0.6348688652001034 | -0.152554338237609 | -0.2360910099224225 | 0.81621437877418 | -0.8105201812643757 | -0.7884879066911079 | -0.04758024248802778 | -0.7475863695971285 | 0.490128314607926 | -0.4269883361878138 | -0.5192126217436044 | 0.7401197832245986 | 0.626255907916067 | 0.6095754747415445 | 0.6572648646065645
SOYBEANOIL | 0.5650861383557568 | 0.7414334662834884 | 0.8878034852856612 | 0.8208186963867123 | 1 | -0.07607606892037823 | 0.3235642018905917 | 0.7538990655040428 | 0.8840611464916113 | 0.6855467527678555 | -0.2750832491426686 | 0.6808575058554518 | -0.6755963595151611 | 0.606204892220649 | 0.6486461516983097 | 0.6461161737167719 | 0.02247039337906096 | -0.1498404188819017 | 0.6308890257568257 | -0.6785101152165549 | -0.6724284385370389 | 0.2838496857250059 | -0.7820855321681999 | 0.5816192118027694 | -0.07897642785127784 | -0.6528302444333848 | 0.8279612182684777 | 0.4121803618261751 | 0.3508400717618857 | 0.3080518913464474
SUGAR | 0.5845422479226869 | 0.02236397879029875 | -0.1629524066965742 | -0.2467944128584948 | -0.07607606892037823 | 0.9999999999999998 | -0.04998706129643123 | -0.3466476091260484 | -0.1701316451740472 | -0.2680192035613741 | 0.3470796572745734 | 0.6239980978161359 | 0.3998733561313901 | -0.4875679083342941 | -0.3679297868231355 | -0.4814604670634711 | -0.06508800974552875 | -0.2943197270102279 | -0.4474931276996907 | 0.324276206269548 | 0.3672963138014637 | 0.3785897146255939 | 0.3873807358091776 | -0.02781872528164147 | 0.5009035979482085 | 0.1968812201757763 | -0.2454835127226006 | -0.4919810881298744 | -0.4660347541821981 | -0.3641284604233436
PLAT | 0.4959282821172781 | 0.2812142449528507 | 0.1328454768233906 | 0.02244202742993877 | 0.3235642018905917 | -0.04998706129643123 | 0.9999999999999998 | 0.2016933334858994 | 0.5480001281891663 | 0.1926144926079124 | 0.3761946291306569 | 0.2547356093013616 | -0.0941046274535871 | 0.1752034939407492 | 0.4292143470124102 | 0.39830376164621 | 0.650140312257086 | 0.3897870467711133 | 0.1018447406779261 | 0.122437578432127 | 0.1474999484520449 | 0.33849055800414 | -0.253939720368102 | 0.2161741363654223 | 0.3000746456999177 | -0.1371815348923135 | 0.375367255814108 | -0.1972534715738555 | -0.2695433677991675 | -0.4503897797817484
GOLD | 0.244601574196976 | 0.5896701485539526 | 0.844103435282399 | 0.7532946952707883 | 0.7538990655040428 | -0.3466476091260484 | 0.2016933334858994 | 1 | 0.8305968643424549 | 0.5701396753820219 | -0.5179476558731055 | 0.5610406198913835 | -0.6992502992390561 | 0.8637994845322036 | 0.7558203603964774 | 0.7756465119856656 | 0.0502597462044032 | 0.01202141106077779 | 0.892131275962763 | -0.8324303742697656 | -0.8457558754463886 | -0.2021964279011141 | -0.9106449663479455 | 0.2428687051301424 | -0.4633165050691196 | -0.7425652477130269 | 0.8350816235039965 | 0.8447576560637133 | 0.8102415734623274 | 0.6151656061509682
SILVER | 0.6414153920412005 | 0.7481935711079146 | 0.8296566432718117 | 0.682493832404132 | 0.8840611464916113 | -0.1701316451740472 | 0.5480001281891663 | 0.8305968643424549 | 1 | 0.6309828227281636 | -0.1557984214607393 | 0.6975168353666363 | -0.6995647005952775 | 0.6807725448663916 | 0.733847546766273 | 0.7344562249426311 | 0.2842264022118675 | 0.1007584216382656 | 0.6845510868206827 | -0.6167661622649738 | -0.619243883108804 | 0.1520953771716608 | -0.8087943941541854 | 0.4558273172693963 | -0.1323500467968711 | -0.7053082674683724 | 0.8921862861891007 | 0.4734284632221239 | 0.4080186334911821 | 0.1796941903513552
WHEAT | 0.1294184932211341 | 0.4340883982873766 | 0.8292739237173554 | 0.842534340586176 | 0.6855467527678555 | -0.2680192035613741 | 0.1926144926079124 | 0.5701396753820219 | 0.6309828227281636 | 1 | -0.3833550719402231 | 0.1068147445692055 | -0.6788547971066703 | 0.5874698913253649 | 0.6132618133681675 | 0.5305059236556285 | -0.06388741789484118 | -0.233294917517242 | 0.6112346547713643 | -0.62108225689483 | -0.5934306369262474 | 0.1936456239875161 | -0.537794991461023 | 0.6142720131770881 | -0.2079063449328317 | -0.4338243400631425 | 0.7094469516919761 | 0.3911412422281281 | 0.3711191553392578 | 0.4943232806022934
COCOA | 0.415821952434134 | -0.3474571533778752 | -0.4464918389827377 | -0.5898969691031194 | -0.2750832491426686 | 0.3470796572745734 | 0.3761946291306569 | -0.5179476558731055 | -0.1557984214607393 | -0.3833550719402231 | 1 | 0.184821699024754 | 0.4709459235728191 | -0.6057954087239626 | -0.2499807348858546 | -0.2926514891559311 | 0.6536483483419512 | 0.4115876366767467 | -0.6964577309551865 | 0.7985056095870936 | 0.7949548399837078 | 0.4043572891144499 | 0.470061503471824 | -0.1180191785034408 | 0.6336416979187506 | 0.1025918824856268 | -0.4136104143712756 | -0.7036983437541817 | -0.7079522884657695 | -0.8795034625888422
COFFEE | 0.7914214527301942 | 0.493628098443378 | 0.4918884310364858 | 0.2362778572706775 | 0.6808575058554518 | 0.6239980978161359 | 0.2547356093013616 | 0.5610406198913835 | 0.6975168353666363 | 0.1068147445692055 | 0.184821699024754 | 1 | -0.3478183957750986 | 0.1473307840050925 | 0.2024578132632001 | 0.2568850670873068 | 0.0003996927417070507 | -0.223046651776209 | 0.1695278200757665 | -0.2832883778379276 | -0.2792269287730813 | 0.5369314232016155 | -0.591803988398167 | 0.380881237337058 | 0.4191411489988253 | -0.6551798367295908 | 0.5349437173092415 | 0.1022139932995313 | 0.03497832484943847 | -0.1566755533862688
OJ | -0.2574166454057759 | -0.5115449334490132 | -0.6964235339292049 | -0.6360433583398993 | -0.6755963595151611 | 0.3998733561313901 | -0.0941046274535871 | -0.6992502992390561 | -0.6995647005952775 | -0.6788547971066703 | 0.4709459235728191 | -0.3478183957750986 | 1 | -0.611104077309945 | -0.5195605989192393 | -0.6247657016250834 | 0.1831342877469469 | 0.1336199598464046 | -0.6319534329825055 | 0.7342730598122221 | 0.7393793225607087 | -0.2357440425869867 | 0.7588000847561694 | -0.6600257504936703 | 0.2000325127218615 | 0.6704959698243034 | -0.7829727495683209 | -0.5568730576027574 | -0.4939196845102045 | -0.4816533795546285
SPX | 0.07712855414915314 | 0.3888057920514234 | 0.7714422849684257 | 0.7712709020436952 | 0.606204892220649 | -0.4875679083342941 | 0.1752034939407492 | 0.8637994845322036 | 0.6807725448663916 | 0.5874698913253649 | -0.6057954087239626 | 0.1473307840050925 | -0.611104077309945 | 1 | 0.9416443637292192 | 0.9776276217054188 | 0.892091481150522 | -0.5106938976413784 | 0.8971541693431282 | 0.4289626829978386 | 0.7434757834941821 | -0.02428768778531684 | -0.3149862577191715 | -0.05628745631807537 | -0.4015302046168169 | -0.0527736168093601 | -0.04086112864309135 | 0.8500772072917391 | 0.8185143132366381 | 0.6777570757232877
DAX | 0.3258533351091182 | 0.3543757293823132 | 0.7394901768912023 | 0.7104229205688363 | 0.6486461516983097 | -0.3679297868231355 | 0.4292143470124102 | 0.7558203603964774 | 0.733847546766273 | 0.6132618133681675 | -0.2499807348858546 | 0.2024578132632001 | -0.5195605989192393 | 0.9416443637292192 | 1 | 0.9447049542572384 | 0.8538327940599854 | -0.4972506170190488 | 0.8680514161146387 | 0.2583143319023619 | 0.6067259453791514 | 0.1358247685339626 | -0.3742522161590414 | 0.001508206872982331 | -0.3189233069034469 | -0.09588068170973237 | 0.06303385860166978 | 0.6095808567980969 | 0.5709531825881752 | 0.3242544748897807
FTSE100 | 0.3802977746458953 | 0.4296705231662604 | 0.6905012523361725 | 0.6348688652001034 | 0.6461161737167719 | -0.4814604670634711 | 0.39830376164621 | 0.7756465119856656 | 0.7344562249426311 | 0.5305059236556285 | -0.2926514891559311 | 0.2568850670873068 | -0.6247657016250834 | 0.9776276217054188 | 0.9447049542572384 | 0.9999999999999999 | 0.8907117070821271 | -0.4405642194737522 | 0.8711717892948784 | 0.4582918945077641 | 0.7530848791547154 | -0.191378709158889 | -0.3345537983768936 | -0.06888871865608934 | -0.3022175214321233 | -0.09434928211353644 | -0.01518293208772451 | 0.679474605875263 | 0.6217053057296679 | 0.318652092227776
CAC | 0.4384896902979402 | -0.1869406863523668 | -0.09896246837709083 | -0.152554338237609 | 0.02247039337906096 | -0.06508800974552875 | 0.650140312257086 | 0.0502597462044032 | 0.2842264022118675 | -0.06388741789484118 | 0.6536483483419512 | 0.0003996927417070507 | 0.1831342877469469 | 0.892091481150522 | 0.8538327940599854 | 0.8907117070821271 | 1 | -0.3872059687936126 | 0.80859116315477 | 0.8623323508543986 | 0.858682862618718 | -0.1588336822099828 | 0.4138878877043298 | -0.1274282823738786 | 0.09074511784632931 | 0.5434539781087993 | -0.6566667708814782 | -0.1256457215998627 | -0.1708001579552759 | -0.6900844438885719
NIKKEI | 0.1586917275599941 | -0.2481333978991849 | -0.2073445881043094 | -0.2360910099224225 | -0.1498404188819017 | -0.2943197270102279 | 0.3897870467711133 | 0.01202141106077779 | 0.1007584216382656 | -0.233294917517242 | 0.4115876366767467 | -0.223046651776209 | 0.1336199598464046 | -0.5106938976413784 | -0.4972506170190488 | -0.4405642194737522 | -0.3872059687936126 | 1 | -0.4909428881624561 | 0.8870035347966979 | -0.3021340064353887 | -0.3684542597965619 | 0.5827579277436631 | -0.09498574819403058 | 0.1019069556084831 | 0.6670637674838351 | -0.7726180787189253 | 0.00085451309207784 | -0.04747220793193747 | -0.4240391278316941
NASDAQ | 0.02031588996442502 | 0.4480091823492097 | 0.8025281211476187 | 0.81621437877418 | 0.6308890257568257 | -0.4474931276996907 | 0.1018447406779261 | 0.892131275962763 | 0.6845510868206827 | 0.6112346547713643 | -0.6964577309551865 | 0.1695278200757665 | -0.6319534329825055 | 0.8971541693431282 | 0.8680514161146387 | 0.8711717892948784 | 0.80859116315477 | -0.4909428881624561 | 0.9999999999999999 | 0.1415131566278026 | 0.5929764956246568 | -0.2276426787807901 | -0.7481670046004112 | 0.03671620019010426 | -0.5816319326111723 | -0.5038796280190969 | 0.4764847967271388 | 0.8853143055563027 | 0.8630958077653446 | 0.7728959022641121
FTASE20 | 0.03571837415232293 | -0.6142773412750219 | -0.8163730346687249 | -0.8105201812643757 | -0.6785101152165549 | 0.324276206269548 | 0.122437578432127 | -0.8324303742697656 | -0.6167661622649738 | -0.62108225689483 | 0.7985056095870936 | -0.2832883778379276 | 0.7342730598122221 | 0.4289626829978386 | 0.2583143319023619 | 0.4582918945077641 | 0.8623323508543986 | 0.8870035347966979 | 0.1415131566278026 | 1 | 0.9526790037393099 | -0.06970253067522866 | 0.8203282085805607 | -0.2260675966718237 | 0.3315012817512019 | 0.7922183154827749 | -0.9305936183851973 | -0.8160178265673889 | -0.8044301017803095 | -0.8534705293398057
[NAME] | 0.06844609929839969 | -0.5969496609510038 | -0.7872243444373214 | -0.7884879066911079 | -0.6724284385370389 | 0.3672963138014637 | 0.1474999484520449 | -0.8457558754463886 | -0.619243883108804 | -0.5934306369262474 | 0.7949548399837078 | -0.2792269287730813 | 0.7393793225607087 | 0.7434757834941821 | 0.6067259453791514 | 0.7530848791547154 | 0.858682862618718 | -0.3021340064353887 | 0.5929764956246568 | 0.9526790037393099 | 0.9999999999999999 | -0.2304449430522774 | 0.7922938626037871 | -0.2071446308824525 | 0.3084885806338241 | 0.7959988715249352 | -0.8970659029643221 | -0.8599346259615701 | -0.8394838706476798 | -0.8492144607989626
EURUSD | 0.7411468310534788 | 0.3137243229375559 | 0.1481187364105008 | -0.04758024248802778 | 0.2838496857250059 | 0.3785897146255939 | 0.33849055800414 | -0.2021964279011141 | 0.1520953771716608 | 0.1936456239875161 | 0.4043572891144499 | 0.5369314232016155 | -0.2357440425869867 | -0.02428768778531684 | 0.1358247685339626 | -0.191378709158889 | -0.1588336822099828 | -0.3684542597965619 | -0.2276426787807901 | -0.06970253067522866 | -0.2304449430522774 | 1 | 0.2865026851064191 | 0.5634895279266664 | 0.6101504892942969 | 0.1148073027992978 | 0.07383246003201648 | -0.4818197466819565 | -0.5405161340272673 | -0.4375782687039307
EURCHF | -0.4111987724703914 | -0.5496981904072409 | -0.8124343269604203 | -0.7475863695971285 | -0.7820855321681999 | 0.3873807358091776 | -0.253939720368102 | -0.9106449663479455 | -0.8087943941541854 | -0.537794991461023 | 0.470061503471824 | -0.591803988398167 | 0.7588000847561694 | -0.3149862577191715 | -0.3742522161590414 | -0.3345537983768936 | 0.4138878877043298 | 0.5827579277436631 | -0.7481670046004112 | 0.8203282085805607 | 0.7922938626037871 | 0.2865026851064191 | 1 | -0.08418430564195221 | 0.4553132181932977 | 0.8648182550940018 | -0.8502275408393102 | -0.7837292033076054 | -0.7344805401248721 | -0.5094568019907727
GBP | 0.4454678424817398 | 0.5310534492960789 | 0.5569733495277456 | 0.490128314607926 | 0.5816192118027694 | -0.02781872528164147 | 0.2161741363654223 | 0.2428687051301424 | 0.4558273172693963 | 0.6142720131770881 | -0.1180191785034408 | 0.380881237337058 | -0.6600257504936703 | -0.05628745631807537 | 0.001508206872982331 | -0.06888871865608934 | -0.1274282823738786 | -0.09498574819403058 | 0.03671620019010426 | -0.2260675966718237 | -0.2071446308824525 | 0.5634895279266664 | -0.08418430564195221 | 1 | -0.2823621866721898 | -0.09100893224300888 | 0.381243127627594 | 0.05378038807374715 | -0.005273694833406529 | 0.1157608045501215
EURGBP | 0.652363002656558 | -0.000743127225825036 | -0.2362541728275538 | -0.4269883361878138 | -0.07897642785127784 | 0.5009035979482085 | 0.3000746456999177 | -0.4633165050691196 | -0.1323500467968711 | -0.2079063449328317 | 0.6336416979187506 | 0.4191411489988253 | 0.2000325127218615 | -0.4015302046168169 | -0.3189233069034469 | -0.3022175214321233 | 0.09074511784632931 | 0.1019069556084831 | -0.5816319326111723 | 0.3315012817512019 | 0.3084885806338241 | 0.6101504892942969 | 0.4553132181932977 | -0.2823621866721898 | 1 | 0.2678247745945136 | -0.3148054826356393 | -0.701977147316603 | -0.7341166018942592 | -0.6810268958241208
[NAME] | -0.3988180895339115 | -0.4195568712893861 | -0.5967306391223482 | -0.5192126217436044 | -0.6528302444333848 | 0.1968812201757763 | -0.1371815348923135 | -0.7425652477130269 | -0.7053082674683724 | -0.4338243400631425 | 0.1025918824856268 | -0.6551798367295908 | 0.6704959698243034 | -0.0527736168093601 | -0.09588068170973237 | -0.09434928211353644 | 0.5434539781087993 | 0.6670637674838351 | -0.5038796280190969 | 0.7922183154827749 | 0.7959988715249352 | 0.1148073027992978 | 0.8648182550940018 | -0.09100893224300888 | 0.2678247745945136 | 1 | -0.797671597114414 | -0.6162913963493357 | -0.5695059032913314 | -0.1894559785640834
AUD | 0.4271255504989661 | 0.7845686891939381 | 0.8652142578013877 | 0.7401197832245986 | 0.8279612182684777 | -0.2454835127226006 | 0.375367255814108 | 0.8350816235039965 | 0.8921862861891007 | 0.7094469516919761 | -0.4136104143712756 | 0.5349437173092415 | -0.7829727495683209 | -0.04086112864309135 | 0.06303385860166978 | -0.01518293208772451 | -0.6566667708814782 | -0.7726180787189253 | 0.4764847967271388 | -0.9305936183851973 | -0.8970659029643221 | 0.07383246003201648 | -0.8502275408393102 | 0.381243127627594 | -0.3148054826356393 | -0.797671597114414 | 1 | 0.5905067663995014 | 0.5254830170605214 | 0.4445588389142213
TNOTE | -0.1929785749161455 | 0.262803021641751 | 0.5985595518951284 | 0.626255907916067 | 0.4121803618261751 | -0.4919810881298744 | -0.1972534715738555 | 0.8447576560637133 | 0.4734284632221239 | 0.3911412422281281 | -0.7036983437541817 | 0.1022139932995313 | -0.5568730576027574 | 0.8500772072917391 | 0.6095808567980969 | 0.679474605875263 | -0.1256457215998627 | 0.00085451309207784 | 0.8853143055563027 | -0.8160178265673889 | -0.8599346259615701 | -0.4818197466819565 | -0.7837292033076054 | 0.05378038807374715 | -0.701977147316603 | -0.6162913963493357 | 0.5905067663995014 | 0.9999999999999998 | 0.9880116829199801 | 0.7715615308388348
TBOND | -0.2778596788273455 | 0.2064579882194024 | 0.5657814798233409 | 0.6095754747415445 | 0.3508400717618857 | -0.4660347541821981 | -0.2695433677991675 | 0.8102415734623274 | 0.4080186334911821 | 0.3711191553392578 | -0.7079522884657695 | 0.03497832484943847 | -0.4939196845102045 | 0.8185143132366381 | 0.5709531825881752 | 0.6217053057296679 | -0.1708001579552759 | -0.04747220793193747 | 0.8630958077653446 | -0.8044301017803095 | -0.8394838706476798 | -0.5405161340272673 | -0.7344805401248721 | -0.005273694833406529 | -0.7341166018942592 | -0.5695059032913314 | 0.5254830170605214 | 0.9880116829199801 | 0.9999999999999998 | 0.7891651713609866
BUND | -0.465649212027392 | 0.3274925395972163 | 0.5422580177174606 | 0.6572648646065645 | 0.3080518913464474 | -0.3641284604233436 | -0.4503897797817484 | 0.6151656061509682 | 0.1796941903513552 | 0.4943232806022934 | -0.8795034625888422 | -0.1566755533862688 | -0.4816533795546285 | 0.6777570757232877 | 0.3242544748897807 | 0.318652092227776 | -0.6900844438885719 | -0.4240391278316941 | 0.7728959022641121 | -0.8534705293398057 | -0.8492144607989626 | -0.4375782687039307 | -0.5094568019907727 | 0.1157608045501215 | -0.6810268958241208 | -0.1894559785640834 | 0.4445588389142213 | 0.7715615308388348 | 0.7891651713609866 | 1
PORTFOLIO CORRELATIONS
 | SPX | COTTON | COCOA | WHEAT | SOYBEANOIL | GOLD | PLAT | WTIC | AUD | [NAME] | EURUSD | TBOND
SPX |  | find SPX COTTON correlation from table above
COTTON
COCOA
WHEAT
SOYBEANOIL
GOLD
PLAT
WTIC
AUD
[NAME]
EURUSD
TBOND