ASIA|PACIFIC FX CORRELATIONS WITH OTHER ASSETS & USD MAJORS
PERIODS - 1. 2012 YTD 2. SINCE OCT. 2011RISK RALLY
NOTABLE CORRELATION COEFFICENTS: 2012 YTD
* S&P500 & USD/SGD at -.76
* US OIL & CAD/JPY at +0.59
* XAU/USD & USD/SGD at -0.65
* CRB & NZD/USD at +0.70
* AUD/USD & NZD/USD at +0.87
* EUR/USD & USD/SGD at -0.82
NOTABLE CORRELATIONS: SINCE OCT. ’11 RISK ASSET RALLY
* S&P500 & AUD/JPY at +0.90
* US OIL & AUD/JPY at +0.53
* XAU/USD & AUD/JPY at +0.59
* CRB & AUD/JPY at +0.68
* AUD/USD & NZD/USD at +0.95
* AUD/USD & USD/SGD at -0.89