  A large set of daily FOREX time series is analyzed. The corresponding
correlation matrices (CM) are constructed for USD, EUR and PLZ used as the base
currencies. The triangle rule is interpreted as constraints reducing the number
of independent returns. The CM spectrum is computed and compared with the cases
of shuffled currencies and a fictitious random currency taken as a base
currency. The Minimal Spanning Tree (MST) graphs are calculated and the
clustering effects for strong currencies are found. It is shown that for MSTs
the node rank has power like, scale free behavior. Finally, the scaling
exponents are evaluated and found in the range analogous to those identified
recently for various complex networks.
