Hi,
@txnelson 's suggestion is a good one. The Response Screening platform is very powerful.
However, I am not sure if that is what you need. I don't think you mean "interactions" - interaction effects are where one predictor variable influences the effect of another predictor variable on the response variable.
I think you really just mean that you want to find significant correlations out of all pairwise correlations of your variables.
You can do this with the Multivariate platform (Analyze > Multivariate Methods > Multivariate). Add your variables in the Y, Columns role as you did for the scatterplot matrix and click OK.
You can bring up a list of all pairwise correlations, including p-values, from the red triangle menu for Multivariate:
By right-clicking on the column headers you have the option to sort by the p-value column:
If you right-click on this table you can "Make into Data Table", which will make this into a new jmp table, if that is useful.
I hope that helps.
Phil