| Code | EPSF | CHIF | ALPHAF | SIGMAF | DELTAF | ETAF | DELTA1F | DELTA3F |
| EPSM | 0.000 | 0.026 | 0.103 | −0.105 | 0.064 | 0.045 | 0.097 | −0.014 |
| CHIM | 0.026 | 0.000 | −0.041 | 0.013 | −0.011 | −0.047 | −0.054 | −0.006 |
| ALPHAM | 0.103 | −0.041 | 0.000 | 0.064 | −0.019 | −0.021 | −0.013 | 0.059 |
| SIGMAM | −0.105 | 0.013 | 0.064 | 0.000 | 0.082 | 0.029 | 0.078 | 0.045 |
| DELTAM | 0.064 | −0.011 | −0.019 | 0.082 | 0.000 | 0.070 | −0.037 | 0.031 |
| ETAM | 0.045 | −0.047 | −0.021 | 0.029 | 0.070 | 0.000 | −0.039 | −0.025 |
| DELTA1M | 0.097 | −0.054 | −0.013 | 0.078 | −0.037 | −0.039 | 0.000 | 0.066 |
| DELTA3M | −0.014 | −0.006 | 0.059 | 0.045 | 0.031 | −0.025 | 0.066 | 0.000 |
| SIGMA1M | −0.028 | 0.026 | 0.064 | 0.092 | 0.025 | 0.046 | 0.079 | 0.085 |
| SP5M | 0.070 | 0.017 | 0.038 | 0.067 | −0.020 | 0.000 | 0.032 | 0.116 |
| IPM | 0.022 | −0.085 | −0.071 | −0.035 | −0.047 | −0.061 | −0.035 | −0.055 |
| SPM | −0.023 | 0.041 | 0.020 | −0.041 | 0.079 | 0.025 | 0.073 | −0.033 |
| PPM | −0.004 | 0.041 | 0.069 | 0.036 | 0.075 | 0.075 | 0.078 | 0.036 |
| ACADM | 0.070 | 0.120 | 0.040 | 0.007 | 0.095 | 0.047 | 0.054 | 0.050 |
| STATM | −0.047 | 0.037 | 0.069 | −0.030 | 0.060 | 0.023 | 0.058 | −0.005 |
| ABERM | −0.114 | 0.010 | 0.056 | 0.052 | 0.090 | 0.060 | 0.060 | 0.080 |