|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 30 trading days) - May 02, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
QRM24 |
NKM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIN24 |
HGN24 |
CLM24 |
CBN24 |
HOM24 |
RBM24 |
NGM24 |
KCN24 |
CCN24 |
SBN24 |
W_N24 |
C_N24 |
S_N24 |
SMN24 |
BON24 |
CTN24 |
LCM24 |
HEM24 |
FCQ24 |
JON24 |
YMM24 |
|
92
| 84 |
95
| 90
| 92
| 92
| 83 |
83 |
82 |
89 |
76 |
54 |
-87 |
-83 |
-57 |
-80 |
-86 |
-17 |
-29 |
41 |
-17 |
43 |
-91
| -51 |
90 |
-34 |
21 |
88 |
-20 |
84 |
89 |
59 |
-17 |
45 |
-45 |
ESM24 |
92
| |
98
| 97
| 97
| 89 |
88 |
78 |
82 |
85 |
82 |
82 |
62 |
-87 |
-69 |
-27 |
-64 |
-87 |
9 |
-2 |
62 |
9 |
42 |
-85 |
-52 |
92
| -39 |
8 |
80 |
-34 |
88 |
91
| 37 |
-9 |
21 |
-39 |
NQM24 |
84 |
98
| |
91
| 97
| 84 |
83 |
74 |
74 |
82 |
71 |
77 |
55 |
-81 |
-64 |
-15 |
-56 |
-87 |
13 |
4 |
65 |
17 |
36 |
-80 |
-51 |
87 |
-47 |
1 |
74 |
-37 |
85 |
89 |
32 |
-15 |
14 |
-35 |
QRM24 |
95
| 97
| 91
| |
93
| 92
| 91
| 77 |
85 |
83 |
89 |
83 |
68 |
-89 |
-73 |
-34 |
-70 |
-83 |
-1 |
-12 |
51 |
-6 |
40 |
-89 |
-57 |
92
| -30 |
20 |
85 |
-23 |
83 |
86 |
40 |
-10 |
25 |
-36 |
NKM24 |
90
| 97
| 97
| 93
| |
90 |
89 |
79 |
79 |
83 |
76 |
79 |
53 |
-84 |
-76 |
-29 |
-69 |
-91
| -2 |
-12 |
57 |
2 |
34 |
-89 |
-56 |
90
| -48 |
6 |
80 |
-33 |
85 |
92
| 45 |
-25 |
28 |
-39 |
USM24 |
92
| 89 |
84 |
92
| 90 |
|
99
| 83 |
82 |
89 |
81 |
76 |
51 |
-88 |
-80 |
-39 |
-75 |
-91
| -16 |
-27 |
45 |
-18 |
32 |
-90
| -56 |
92
| -52 |
12 |
84 |
-25 |
83 |
89 |
47 |
-26 |
30 |
-40 |
TYM24 |
92
| 88 |
83 |
91
| 89 |
99
| |
86 |
84 |
89 |
83 |
78 |
53 |
-89 |
-81 |
-42 |
-75 |
-90
| -17 |
-28 |
46 |
-18 |
33 |
-91
| -58 |
92
| -51 |
13 |
86 |
-24 |
84 |
89 |
50 |
-27 |
33 |
-42 |
SFM24 |
83 |
78 |
74 |
77 |
79 |
83 |
86 |
|
84 |
85 |
81 |
78 |
52 |
-90 |
-70 |
-42 |
-59 |
-79 |
-13 |
-23 |
49 |
-6 |
40 |
-79 |
-55 |
77 |
-51 |
19 |
83 |
-21 |
82 |
82 |
65 |
-21 |
50 |
-66 |
EUM24 |
83 |
82 |
74 |
85 |
79 |
82 |
84 |
84 |
|
76 |
93
| 95
| 84 |
-98
| -70 |
-36 |
-61 |
-67 |
-7 |
-17 |
47 |
-11 |
37 |
-80 |
-66 |
79 |
-25 |
22 |
83 |
-14 |
79 |
73 |
47 |
-3 |
37 |
-54 |
JYM24 |
82 |
85 |
82 |
83 |
83 |
89 |
89 |
85 |
76 |
|
73 |
69 |
45 |
-86 |
-58 |
-19 |
-48 |
-90 |
8 |
-2 |
66 |
5 |
50 |
-77 |
-44 |
90
| -66 |
-1 |
75 |
-42 |
90 |
88 |
32 |
-5 |
11 |
-46 |
CDM24 |
89 |
82 |
71 |
89 |
76 |
81 |
83 |
81 |
93
| 73 |
|
87 |
79 |
-93
| -72 |
-50 |
-68 |
-65 |
-6 |
-18 |
42 |
-13 |
45 |
-81 |
-57 |
82 |
-14 |
31 |
84 |
-14 |
79 |
75 |
52 |
-2 |
44 |
-44 |
BPM24 |
76 |
82 |
77 |
83 |
79 |
76 |
78 |
78 |
95
| 69 |
87 |
|
86 |
-94
| -67 |
-23 |
-59 |
-63 |
-5 |
-13 |
44 |
-6 |
28 |
-78 |
-75 |
74 |
-22 |
20 |
77 |
-10 |
70 |
67 |
41 |
-13 |
31 |
-51 |
ADM24 |
54 |
62 |
55 |
68 |
53 |
51 |
53 |
52 |
84 |
45 |
79 |
86 |
|
-78 |
-43 |
-8 |
-36 |
-27 |
4 |
-1 |
31 |
-4 |
27 |
-54 |
-65 |
51 |
14 |
35 |
63 |
10 |
47 |
37 |
22 |
10 |
19 |
-27 |
DXM24 |
-87 |
-87 |
-81 |
-89 |
-84 |
-88 |
-89 |
-90 |
-98
| -86 |
-93
| -94
| -78 |
|
71 |
33 |
62 |
77 |
4 |
14 |
-54 |
7 |
-43 |
84 |
64 |
-86 |
37 |
-18 |
-86 |
21 |
-85 |
-81 |
-47 |
6 |
-34 |
55 |
GCM24 |
-83 |
-69 |
-64 |
-73 |
-76 |
-80 |
-81 |
-70 |
-70 |
-58 |
-72 |
-67 |
-43 |
71 |
|
69 |
97
| 73 |
54 |
63 |
-5 |
46 |
-23 |
93
| 66 |
-67 |
18 |
-41 |
-85 |
-16 |
-57 |
-68 |
-75 |
53 |
-67 |
31 |
PLN24 |
-57 |
-27 |
-15 |
-34 |
-29 |
-39 |
-42 |
-42 |
-36 |
-19 |
-50 |
-23 |
-8 |
33 |
69 |
|
74 |
35 |
49 |
56 |
20 |
43 |
-5 |
50 |
15 |
-31 |
-13 |
-34 |
-50 |
-15 |
-30 |
-36 |
-71 |
25 |
-75 |
22 |
SIN24 |
-80 |
-64 |
-56 |
-70 |
-69 |
-75 |
-75 |
-59 |
-61 |
-48 |
-68 |
-59 |
-36 |
62 |
97
| 74 |
|
67 |
58 |
67 |
7 |
53 |
-20 |
89 |
62 |
-62 |
10 |
-42 |
-79 |
-20 |
-47 |
-61 |
-71 |
54 |
-65 |
23 |
HGN24 |
-86 |
-87 |
-87 |
-83 |
-91
| -91
| -90
| -79 |
-67 |
-90 |
-65 |
-63 |
-27 |
77 |
73 |
35 |
67 |
|
7 |
18 |
-54 |
5 |
-34 |
85 |
43 |
-89 |
67 |
2 |
-74 |
42 |
-86 |
-92
| -43 |
27 |
-22 |
41 |
CLM24 |
-17 |
9 |
13 |
-1 |
-2 |
-16 |
-17 |
-13 |
-7 |
8 |
-6 |
-5 |
4 |
4 |
54 |
49 |
58 |
7 |
|
99
| 75 |
92
| 13 |
33 |
44 |
12 |
-5 |
-38 |
-27 |
-65 |
27 |
12 |
-59 |
69 |
-60 |
4 |
CBN24 |
-29 |
-2 |
4 |
-12 |
-12 |
-27 |
-28 |
-23 |
-17 |
-2 |
-18 |
-13 |
-1 |
14 |
63 |
56 |
67 |
18 |
99
| |
67 |
92
| 6 |
43 |
47 |
-0 |
0 |
-39 |
-36 |
-58 |
15 |
-0 |
-64 |
68 |
-63 |
10 |
HOM24 |
41 |
62 |
65 |
51 |
57 |
45 |
46 |
49 |
47 |
66 |
42 |
44 |
31 |
-54 |
-5 |
20 |
7 |
-54 |
75 |
67 |
|
71 |
40 |
-29 |
-3 |
66 |
-48 |
-29 |
30 |
-76 |
79 |
68 |
-15 |
40 |
-27 |
-33 |
RBM24 |
-17 |
9 |
17 |
-6 |
2 |
-18 |
-18 |
-6 |
-11 |
5 |
-13 |
-6 |
-4 |
7 |
46 |
43 |
53 |
5 |
92
| 92
| 71 |
|
6 |
31 |
39 |
6 |
-7 |
-34 |
-23 |
-55 |
24 |
13 |
-37 |
48 |
-38 |
-0 |
NGM24 |
43 |
42 |
36 |
40 |
34 |
32 |
33 |
40 |
37 |
50 |
45 |
28 |
27 |
-43 |
-23 |
-5 |
-20 |
-34 |
13 |
6 |
40 |
6 |
|
-38 |
-24 |
46 |
-19 |
19 |
39 |
-16 |
47 |
42 |
15 |
25 |
10 |
-30 |
KCN24 |
-91
| -85 |
-80 |
-89 |
-89 |
-90
| -91
| -79 |
-80 |
-77 |
-81 |
-78 |
-54 |
84 |
93
| 50 |
89 |
85 |
33 |
43 |
-29 |
31 |
-38 |
|
70 |
-84 |
33 |
-33 |
-89 |
4 |
-73 |
-81 |
-60 |
41 |
-46 |
37 |
CCN24 |
-51 |
-52 |
-51 |
-57 |
-56 |
-56 |
-58 |
-55 |
-66 |
-44 |
-57 |
-75 |
-65 |
64 |
66 |
15 |
62 |
43 |
44 |
47 |
-3 |
39 |
-24 |
70 |
|
-44 |
12 |
-46 |
-64 |
-30 |
-30 |
-33 |
-43 |
52 |
-36 |
30 |
SBN24 |
90 |
92
| 87 |
92
| 90
| 92
| 92
| 77 |
79 |
90
| 82 |
74 |
51 |
-86 |
-67 |
-31 |
-62 |
-89 |
12 |
-0 |
66 |
6 |
46 |
-84 |
-44 |
|
-52 |
-1 |
74 |
-47 |
92
| 94
| 29 |
-4 |
13 |
-37 |
W_N24 |
-34 |
-39 |
-47 |
-30 |
-48 |
-52 |
-51 |
-51 |
-25 |
-66 |
-14 |
-22 |
14 |
37 |
18 |
-13 |
10 |
67 |
-5 |
0 |
-48 |
-7 |
-19 |
33 |
12 |
-52 |
|
53 |
-18 |
59 |
-53 |
-59 |
-10 |
19 |
10 |
40 |
C_N24 |
21 |
8 |
1 |
20 |
6 |
12 |
13 |
19 |
22 |
-1 |
31 |
20 |
35 |
-18 |
-41 |
-34 |
-42 |
2 |
-38 |
-39 |
-29 |
-34 |
19 |
-33 |
-46 |
-1 |
53 |
|
50 |
65 |
-3 |
-5 |
45 |
-28 |
49 |
-0 |
S_N24 |
88 |
80 |
74 |
85 |
80 |
84 |
86 |
83 |
83 |
75 |
84 |
77 |
63 |
-86 |
-85 |
-50 |
-79 |
-74 |
-27 |
-36 |
30 |
-23 |
39 |
-89 |
-64 |
74 |
-18 |
50 |
|
13 |
73 |
74 |
64 |
-30 |
53 |
-38 |
SMN24 |
-20 |
-34 |
-37 |
-23 |
-33 |
-25 |
-24 |
-21 |
-14 |
-42 |
-14 |
-10 |
10 |
21 |
-16 |
-15 |
-20 |
42 |
-65 |
-58 |
-76 |
-55 |
-16 |
4 |
-30 |
-47 |
59 |
65 |
13 |
|
-57 |
-51 |
29 |
-39 |
41 |
15 |
BON24 |
84 |
88 |
85 |
83 |
85 |
83 |
84 |
82 |
79 |
90 |
79 |
70 |
47 |
-85 |
-57 |
-30 |
-47 |
-86 |
27 |
15 |
79 |
24 |
47 |
-73 |
-30 |
92
| -53 |
-3 |
73 |
-57 |
|
95
| 33 |
8 |
16 |
-43 |
CTN24 |
89 |
91
| 89 |
86 |
92
| 89 |
89 |
82 |
73 |
88 |
75 |
67 |
37 |
-81 |
-68 |
-36 |
-61 |
-92
| 12 |
-0 |
68 |
13 |
42 |
-81 |
-33 |
94
| -59 |
-5 |
74 |
-51 |
95
| |
42 |
-10 |
24 |
-39 |
LCM24 |
59 |
37 |
32 |
40 |
45 |
47 |
50 |
65 |
47 |
32 |
52 |
41 |
22 |
-47 |
-75 |
-71 |
-71 |
-43 |
-59 |
-64 |
-15 |
-37 |
15 |
-60 |
-43 |
29 |
-10 |
45 |
64 |
29 |
33 |
42 |
|
-55 |
96
| -40 |
HEM24 |
-17 |
-9 |
-15 |
-10 |
-25 |
-26 |
-27 |
-21 |
-3 |
-5 |
-2 |
-13 |
10 |
6 |
53 |
25 |
54 |
27 |
69 |
68 |
40 |
48 |
25 |
41 |
52 |
-4 |
19 |
-28 |
-30 |
-39 |
8 |
-10 |
-55 |
|
-49 |
-4 |
FCQ24 |
45 |
21 |
14 |
25 |
28 |
30 |
33 |
50 |
37 |
11 |
44 |
31 |
19 |
-34 |
-67 |
-75 |
-65 |
-22 |
-60 |
-63 |
-27 |
-38 |
10 |
-46 |
-36 |
13 |
10 |
49 |
53 |
41 |
16 |
24 |
96
| -49 |
|
-36 |
JON24 |
-45 |
-39 |
-35 |
-36 |
-39 |
-40 |
-42 |
-66 |
-54 |
-46 |
-44 |
-51 |
-27 |
55 |
31 |
22 |
23 |
41 |
4 |
10 |
-33 |
-0 |
-30 |
37 |
30 |
-37 |
40 |
-0 |
-38 |
15 |
-43 |
-39 |
-40 |
-4 |
-36 |
|
|