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| ANZ | NST | WOW | QAN | TLS | AGL | CBA | SYD | ASX & P200 |
| ANZ | 1 |
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| NST | −0.00823 | 1 |
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| WOW | 0.3892806 | 0.03766044 | 1 |
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| QAN | −0.138642 | −0.1512646 | 0.01148 | 1 |
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| TLS | −0.022662 | 0.16877601 | −0.0305 | −0.267586 | 1 |
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| AGL | 0.166683 | 0.23075705 | 0.16094 | 0.091451 | 0.370559 | 1 |
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| CBA | 0.557905 | −0.2265356 | 0.21141 | −0.058059 | 0.398078 | 0.540709919 | 1 |
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| SYD | −0.06633 | 0.22998867 | 0.247503 | 0.247503 | 0.088365 | 0.401731566 | 0.004743932 | 1 |
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| ASX&P200 | 0.6208904 | 0.07567481 | −0.063139 | −0.063139 | 0.38973 | 0.544069876 | 0.672520234 | 0.468736 | 1 |