|
MRCI's Inter-Market Correlations |
Symbol | Market |
PIL | CAC-40(EURONEXT) |
DF | Dax Index(EUREX) |
FX | DJ EuroSTOXX 50(EUREX) |
SZ | Swiss Market Index(EUREX) |
LQG | FT-SE 100(EURONEXT) |
OB | Euro-Bund(EUREX) |
GB | Euro-Bobl(EUREX) |
EP | 3-Mth Euribor(EUREX) |
LFG | Long Gilt(LIFFE) |
LFL | Short Sterling(LIFFE) |
LEL | 3-Mth Euribor(LIFFE) |
LCC | London Cocoa(LCE) |
LSB | London Sugar(LCE) |
MRCI's Inter-Market Correlations(prev 30 trading days) - May 02, 2024 |
|
YMM24 |
ESM24 |
NQM24 |
USM24 |
TYM24 |
SFM24 |
EUM24 |
JYM24 |
CDM24 |
BPM24 |
ADM24 |
DXM24 |
GCM24 |
PLN24 |
SIN24 |
HGN24 |
CLM24 |
ITCON24 |
HOM24 |
ITSM24 |
PILM24 |
DFM24 |
FXM24 |
SZM24 |
LQGM24 |
OBM24 |
GBM24 |
EPM24 |
LFGM24 |
LELM24 |
CCN24 |
LCCN24 |
SBN24 |
LSBQ24 |
YMM24 |
|
92
| 84 |
92
| 92
| 83 |
83 |
82 |
89 |
76 |
54 |
-87 |
-83 |
-57 |
-80 |
-86 |
-17 |
-29 |
41 |
34 |
88 |
80 |
82 |
92
| -39 |
70 |
72 |
70 |
89 |
70 |
-51 |
15 |
90 |
87 |
ESM24 |
92
| |
98
| 89 |
88 |
78 |
82 |
85 |
82 |
82 |
62 |
-87 |
-69 |
-27 |
-64 |
-87 |
9 |
-2 |
62 |
57 |
73 |
80 |
79 |
86 |
-40 |
76 |
78 |
72 |
88 |
73 |
-52 |
1 |
92
| 93
|
NQM24 |
84 |
98
| |
84 |
83 |
74 |
74 |
82 |
71 |
77 |
55 |
-81 |
-64 |
-15 |
-56 |
-87 |
13 |
4 |
65 |
62 |
62 |
71 |
70 |
78 |
-44 |
76 |
78 |
67 |
84 |
69 |
-51 |
-1 |
87 |
88 |
USM24 |
92
| 89 |
84 |
|
99
| 83 |
82 |
89 |
81 |
76 |
51 |
-88 |
-80 |
-39 |
-75 |
-91
| -16 |
-27 |
45 |
42 |
80 |
77 |
76 |
89 |
-45 |
87 |
88 |
81 |
97
| 81 |
-56 |
1 |
92
| 90
|
TYM24 |
92
| 88 |
83 |
99
| |
86 |
84 |
89 |
83 |
78 |
53 |
-89 |
-81 |
-42 |
-75 |
-90
| -17 |
-28 |
46 |
42 |
81 |
77 |
77 |
89 |
-46 |
86 |
87 |
82 |
96
| 82 |
-58 |
3 |
92
| 90 |
SFM24 |
83 |
78 |
74 |
83 |
86 |
|
84 |
85 |
81 |
78 |
52 |
-90 |
-70 |
-42 |
-59 |
-79 |
-13 |
-23 |
49 |
42 |
70 |
39 |
45 |
68 |
-68 |
54 |
57 |
44 |
80 |
45 |
-55 |
42 |
77 |
69 |
EUM24 |
83 |
82 |
74 |
82 |
84 |
84 |
|
76 |
93
| 95
| 84 |
-98
| -70 |
-36 |
-61 |
-67 |
-7 |
-17 |
47 |
39 |
78 |
67 |
70 |
83 |
-39 |
55 |
58 |
59 |
78 |
59 |
-66 |
15 |
79 |
82 |
JYM24 |
82 |
85 |
82 |
89 |
89 |
85 |
76 |
|
73 |
69 |
45 |
-86 |
-58 |
-19 |
-48 |
-90 |
8 |
-2 |
66 |
61 |
64 |
57 |
56 |
76 |
-66 |
79 |
82 |
69 |
92
| 69 |
-44 |
10 |
90
| 88 |
CDM24 |
89 |
82 |
71 |
81 |
83 |
81 |
93
| 73 |
|
87 |
79 |
-93
| -72 |
-50 |
-68 |
-65 |
-6 |
-18 |
42 |
33 |
86 |
75 |
80 |
89 |
-26 |
52 |
55 |
61 |
77 |
61 |
-57 |
13 |
82 |
81 |
BPM24 |
76 |
82 |
77 |
76 |
78 |
78 |
95
| 69 |
87 |
|
86 |
-94
| -67 |
-23 |
-59 |
-63 |
-5 |
-13 |
44 |
38 |
72 |
62 |
65 |
77 |
-36 |
51 |
54 |
53 |
70 |
54 |
-75 |
12 |
74 |
77 |
ADM24 |
54 |
62 |
55 |
51 |
53 |
52 |
84 |
45 |
79 |
86 |
|
-78 |
-43 |
-8 |
-36 |
-27 |
4 |
-1 |
31 |
25 |
59 |
64 |
67 |
69 |
6 |
35 |
37 |
46 |
47 |
44 |
-65 |
-10 |
51 |
61 |
DXM24 |
-87 |
-87 |
-81 |
-88 |
-89 |
-90 |
-98
| -86 |
-93
| -94
| -78 |
|
71 |
33 |
62 |
77 |
4 |
14 |
-54 |
-46 |
-78 |
-66 |
-69 |
-84 |
48 |
-63 |
-65 |
-62 |
-85 |
-62 |
64 |
-17 |
-86 |
-86 |
GCM24 |
-83 |
-69 |
-64 |
-80 |
-81 |
-70 |
-70 |
-58 |
-72 |
-67 |
-43 |
71 |
|
69 |
97
| 73 |
54 |
63 |
-5 |
4 |
-86 |
-57 |
-64 |
-81 |
23 |
-49 |
-50 |
-46 |
-69 |
-45 |
66 |
-21 |
-67 |
-62 |
PLN24 |
-57 |
-27 |
-15 |
-39 |
-42 |
-42 |
-36 |
-19 |
-50 |
-23 |
-8 |
33 |
69 |
|
74 |
35 |
49 |
56 |
20 |
28 |
-69 |
-35 |
-44 |
-47 |
10 |
-3 |
-5 |
-15 |
-32 |
-16 |
15 |
-33 |
-31 |
-20 |
SIN24 |
-80 |
-64 |
-56 |
-75 |
-75 |
-59 |
-61 |
-48 |
-68 |
-59 |
-36 |
62 |
97
| 74 |
|
67 |
58 |
67 |
7 |
14 |
-85 |
-62 |
-67 |
-79 |
10 |
-46 |
-47 |
-48 |
-62 |
-47 |
62 |
-12 |
-62 |
-56 |
HGN24 |
-86 |
-87 |
-87 |
-91
| -90
| -79 |
-67 |
-90 |
-65 |
-63 |
-27 |
77 |
73 |
35 |
67 |
|
7 |
18 |
-54 |
-51 |
-67 |
-63 |
-61 |
-78 |
64 |
-83 |
-85 |
-71 |
-90
| -72 |
43 |
-11 |
-89 |
-85 |
CLM24 |
-17 |
9 |
13 |
-16 |
-17 |
-13 |
-7 |
8 |
-6 |
-5 |
4 |
4 |
54 |
49 |
58 |
7 |
|
99
| 75 |
75 |
-43 |
-3 |
-11 |
-24 |
-15 |
-7 |
-4 |
3 |
-2 |
10 |
44 |
-14 |
12 |
16 |
ITCON24 |
-29 |
-2 |
4 |
-27 |
-28 |
-23 |
-17 |
-2 |
-18 |
-13 |
-1 |
14 |
63 |
56 |
67 |
18 |
99
| |
67 |
69 |
-54 |
-14 |
-21 |
-36 |
-8 |
-15 |
-13 |
-7 |
-13 |
0 |
47 |
-16 |
-0 |
5 |
HOM24 |
41 |
62 |
65 |
45 |
46 |
49 |
47 |
66 |
42 |
44 |
31 |
-54 |
-5 |
20 |
7 |
-54 |
75 |
67 |
|
97
| 24 |
36 |
33 |
45 |
-61 |
53 |
59 |
53 |
59 |
54 |
-3 |
9 |
66 |
69 |
ITSM24 |
34 |
57 |
62 |
42 |
42 |
42 |
39 |
61 |
33 |
38 |
25 |
-46 |
4 |
28 |
14 |
-51 |
75 |
69 |
97
| |
11 |
31 |
26 |
33 |
-60 |
55 |
60 |
53 |
54 |
54 |
0 |
2 |
60 |
63 |
PILM24 |
88 |
73 |
62 |
80 |
81 |
70 |
78 |
64 |
86 |
72 |
59 |
-78 |
-86 |
-69 |
-85 |
-67 |
-43 |
-54 |
24 |
11 |
|
78 |
87 |
93
| -17 |
52 |
54 |
56 |
74 |
56 |
-64 |
20 |
76 |
72 |
DFM24 |
80 |
80 |
71 |
77 |
77 |
39 |
67 |
57 |
75 |
62 |
64 |
-66 |
-57 |
-35 |
-62 |
-63 |
-1 |
-14 |
36 |
31 |
78 |
|
98
| 85 |
6 |
68 |
69 |
79 |
75 |
80 |
-44 |
-33 |
81 |
84 |
FXM24 |
82 |
79 |
70 |
76 |
77 |
45 |
70 |
56 |
80 |
65 |
67 |
-69 |
-64 |
-44 |
-67 |
-61 |
-10 |
-21 |
33 |
26 |
87 |
98
| |
89 |
5 |
62 |
63 |
73 |
73 |
74 |
-49 |
-20 |
78 |
80 |
SZM24 |
92
| 86 |
76 |
89 |
89 |
68 |
83 |
76 |
89 |
77 |
69 |
-84 |
-81 |
-47 |
-79 |
-78 |
-29 |
-36 |
45 |
33 |
93
| 85 |
89 |
|
-19 |
69 |
70 |
70 |
86 |
71 |
-67 |
4 |
90 |
88 |
LQGM24 |
-37 |
-37 |
-36 |
-45 |
-47 |
-74 |
-44 |
-73 |
-32 |
-44 |
-4 |
55 |
33 |
9 |
19 |
63 |
16 |
9 |
-58 |
-54 |
-17 |
6 |
5 |
-19 |
|
-38 |
-42 |
-20 |
-48 |
-19 |
40 |
-53 |
-47 |
-39 |
OBM24 |
70 |
76 |
76 |
87 |
86 |
54 |
55 |
79 |
52 |
51 |
35 |
-63 |
-49 |
-3 |
-46 |
-83 |
-7 |
-15 |
53 |
55 |
52 |
68 |
62 |
69 |
-38 |
|
99
| 85 |
92
| 85 |
-45 |
-22 |
82 |
83 |
GBM24 |
72 |
78 |
78 |
88 |
87 |
57 |
58 |
82 |
55 |
54 |
37 |
-65 |
-50 |
-5 |
-47 |
-85 |
-4 |
-13 |
59 |
60 |
54 |
69 |
63 |
70 |
-42 |
99
| |
88 |
92
| 88 |
-48 |
-19 |
84 |
84 |
EPM24 |
70 |
72 |
67 |
81 |
82 |
44 |
59 |
69 |
61 |
53 |
46 |
-62 |
-46 |
-15 |
-48 |
-71 |
2 |
-7 |
53 |
53 |
56 |
79 |
73 |
70 |
-20 |
85 |
88 |
|
82 |
100
| -44 |
-35 |
82 |
83 |
LFGM24 |
89 |
88 |
82 |
97
| 96
| 76 |
78 |
90 |
77 |
70 |
52 |
-84 |
-70 |
-30 |
-64 |
-90
| -25 |
-21 |
58 |
52 |
74 |
75 |
73 |
86 |
-48 |
92
| 92
| 82 |
|
82 |
-54 |
4 |
93
| 91
|
LELM24 |
69 |
73 |
68 |
81 |
82 |
44 |
59 |
69 |
61 |
54 |
47 |
-62 |
-46 |
-14 |
-48 |
-71 |
5 |
-5 |
54 |
55 |
56 |
80 |
74 |
71 |
-19 |
85 |
88 |
100
| 82 |
|
-46 |
-37 |
82 |
84 |
CCN24 |
-61 |
-62 |
-73 |
-66 |
-67 |
-71 |
-75 |
-52 |
-64 |
-84 |
-61 |
74 |
74 |
28 |
67 |
56 |
29 |
41 |
-28 |
-24 |
-64 |
-44 |
-49 |
-67 |
40 |
-45 |
-48 |
-44 |
-54 |
-46 |
|
-28 |
-58 |
-57 |
LCCN24 |
14 |
-0 |
-7 |
4 |
6 |
51 |
22 |
23 |
20 |
22 |
-0 |
-26 |
-31 |
-32 |
-21 |
-13 |
-38 |
-30 |
10 |
-1 |
20 |
-33 |
-20 |
4 |
-53 |
-22 |
-19 |
-35 |
4 |
-37 |
-28 |
|
2 |
-8 |
SBN24 |
90 |
92
| 86 |
92
| 92
| 73 |
80 |
92
| 83 |
75 |
57 |
-86 |
-68 |
-31 |
-65 |
-88 |
-7 |
-9 |
65 |
58 |
76 |
81 |
78 |
90 |
-47 |
82 |
84 |
82 |
93
| 82 |
-58 |
2 |
|
99
|
LSBQ24 |
86 |
92
| 87 |
91
| 90 |
67 |
82 |
87 |
81 |
77 |
66 |
-86 |
-63 |
-19 |
-59 |
-85 |
1 |
-3 |
69 |
63 |
72 |
84 |
80 |
88 |
-39 |
83 |
84 |
83 |
91
| 84 |
-57 |
-8 |
99
| |
|