FX Vs. Asset Class Correlations Analysis (1-Year Vs 30-Days)

I haven't shared this for a while, but here is a look at various asset class correlations with key forex we follow.  

Two different time frames so you can see the changes.We have one-year vs. 30-days.

Some abbreviations you may not recognize: GDAXI (German Dax Stock Index), HSI (Hong Kong Stocks), CA10YT=RR (Canadian 10-yer benchmark interest rates)...

Yearly Top 25 Positive Correlations
Ex. The #1 yearly correlation is between USD/JPY and 10-year Canadian interest rates at 61.7%. …

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One-Year top 25 negative correlations. 
Eg. There is a 64.75% negative correlation between the Mexican peso (USD/MXN) and S&P 500 Index.In other words, about 65% of the time if the S&P 500 index rallies, the Mexican peso gains in value against the US dollar. 

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Top 25 positive correlations over a 30-day period.
Note: Over a 30-day time frame the Australian dollar vs. S&P 500 Index is the top positive correlation at 74.71% (that is tight).So, if S&P goes up, there is a pretty good chance AUD/USD goes higher, vice versa. 

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Top 25 Negative correlations over 30-days

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Currencies: ZAR= South African Rand, INR = Indian Rupee, CNY= Chinese yuan, BRL = Brazilian Real, HKD = Hong Kong Dollar (I suspect you know the others).