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Gold

1
Gold
0.9362
Silver
0.7393
Copper
0.7921
Zinc
0.4446
Nickel
0.7603
Lead
0.6872
Aluminium
0.6297
Crude Oil
0.1333
Natural Gas
0.8444
Platinum
-0.2365
Steel
0.3189
CER
0.1523
CFI
-0.3439
Electricity
-0.5166
USDINR
Dollar Index
-0.3554
Source: MCX; RBI; ICE

Silver

Copper

Zinc

Nickel

Lead

1
0.8572
0.8843
0.6407
0.8947
0.7686
0.7900
0.0523
0.9035
-0.2871
0.4993
0.3421
-0.3863
-0.6649
-0.4557

1
0.9610
0.8734
0.9682
0.9255
0.9274
-0.1347
0.9192
-0.3116
0.7153
0.6188
-0.3060
-0.6689
-0.5134

1
0.8048
0.9567
0.9348
0.8755
0.1008
0.8958
-0.2214
0.6672
0.5568
-0.3810
-0.7317
-0.5158

1
0.8526
0.8575
0.8667
-0.1992
0.6659
-0.3340
0.7648
0.6650
-0.3033
-0.6516
-0.5180

1
0.8978
0.9062
-0.0585
0.8923
-0.3118
0.7099
0.5795
-0.3579
-0.7012
-0.5238

Correlation Matrix - Non-Agri (MCX Spot prices)
Aluminium Crude Oil Natural Gas Platinum

1
0.8097
0.0738
0.8071
-0.1952
0.6611
0.5474
-0.3739
-0.6519
-0.5142

1
-0.1903
0.8375
-0.3931
0.7639
0.6776
-0.3059
-0.6869
-0.5389

1
-0.1000
0.2704
-0.1533
-0.2058
-0.2976
-0.2388
-0.0659

1
-0.2682
0.5044
0.4193
-0.1938
-0.5573
-0.3995

Steel

CER

CFI

Electricity

USDINR

Dollar Index

1
-0.2962
-0.1897
-0.0323
0.2260
0.1844

1
0.9435
-0.3895
-0.5435
-0.5960

1
-0.2925
-0.4378
-0.5239

1
0.5971
0.4258

1
0.5524

1

2391 0.8583 0.4212 0.3697 0.5939 0.0741 -0.6507 0.7657 0.21st November 2009 ** Seasonal Availibility is from February .1588 -0.4032 -0.7438 0.0039 -0.7566 0.5035 . RBI Rapeseed Potato (Agra) C#oriander 1 -0.6302 -0.6307 0.2325 -0.6776 0.0387 0.5934 0.5927 0.7300 -0.3966 0.3670 0.2073 0.7843 -0.1184 Correlation Matrix .6305 -0.5568 0.1685 0.8208 0.4874 -0.2469 0.8392 0.2709 0.4592 0.7037 0.Agri (MCX sp Pepper Cumin Seed 1 0.6487 0.2374 0.8182 0.5442 0.0997 0.1405 0.7867 0.0689 -0.7445 -0.1790 -0.4633 -0.6758 -0.6018 0.7985 -0.7741 1 -0.4069 0.7628 0.1597 0.4706 -0.1930 0.0297 0.5996 0.4136 0.6677 0.7009 -0.5444 0.8048 Maize Chana 1 0.6028 -0.April 2009 Source: MCX.6643 0.6091 0.3290 -0.1297 0.7859 -0.1846 0.6937 0.7357 1 0.7638 -0.5720 Note: * Relaunched for futures trading on 21st May 2009 # Availibility is from 28th May .2595 0.0324 -0.1716 1 -0.4162 0.5079 0.6735 0.4748 -0.8662 -0.9084 -0.6675 0.8329 -0.7766 0.2727 0.8665 0.8128 0.4611 -0.7840 -0.4235 -0.1196 0.7114 0.1607 0.3068 -0.1928 -0.2249 0.8316 -0.5091 0.2672 0.2673 0.Wheat Maize Chana Rapeseed Potato (Agra) Coriander Pepper Cumin Seed Turmeric Kapas Chillies Sugar (Small) Sugar (Medium) Refined Soy Oil Jute Raw Rubber Crude Oil USDINR Wheat* 1 0.2910 -0.3369 -0.6404 0.3754 0.7021 1 0.

0579 0.6889 1 -0.2768 0.4647 -0.2435 -0.5601 1 -0.6422 0.Agri (MCX spot prices) Turmeric Kapas ** Chillies Sugar (Small) Sugar (Medium) Refined Soy OilJute Raw 1 -0.0483 -0.4361 0.7200 1 -0.4228 0.6869 .1587 0.0378 -0.5784 0.1673 0.9551 0.6035 0.7784 -0.tion Matrix .6898 0.7170 1 0.3270 -0.0066 -0.5334 -0.8504 -0.1284 -0.4364 Rubber Crude Oil 1 0.2242 0.0562 1 0.6931 1 -0.2081 0.4449 -0.4698 -0.3124 -0.0554 -0.2748 0.7910 -0.8180 0.2686 -0.0022 -0.8069 0.3148 0.4919 -0.0576 0.0152 1 0.

USDINR 1 .