|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 60 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 |
|
72 |
82 |
83 |
59 |
76 |
73 |
51 |
74 |
62 |
73 |
67 |
53 |
-73 |
-53 |
-50 |
-58 |
-62 |
-28 |
-33 |
25 |
-27 |
35 |
-79 |
-41 |
73 |
-31 |
-3 |
43 |
-30 |
62 |
77 |
56 |
-20 |
47 |
-27 |
ESM24 |
72 |
|
84 |
84 |
86 |
41 |
31 |
-4 |
54 |
20 |
26 |
51 |
50 |
-41 |
10 |
9 |
5 |
-9 |
34 |
29 |
45 |
34 |
4 |
-34 |
13 |
28 |
-46 |
4 |
40 |
-30 |
66 |
42 |
6 |
35 |
-10 |
-8 |
NQM24 |
82 |
84 |
|
86 |
70 |
71 |
66 |
40 |
68 |
57 |
56 |
68 |
53 |
-67 |
-34 |
-18 |
-38 |
-56 |
-9 |
-14 |
43 |
-8 |
33 |
-65 |
-34 |
59 |
-46 |
-6 |
33 |
-41 |
62 |
73 |
37 |
-9 |
26 |
-27 |
QRM24 |
83 |
84 |
86 |
|
76 |
67 |
60 |
30 |
72 |
47 |
56 |
68 |
63 |
-66 |
-25 |
-18 |
-30 |
-42 |
-3 |
-8 |
28 |
-6 |
22 |
-60 |
-24 |
48 |
-46 |
-3 |
31 |
-36 |
55 |
67 |
32 |
7 |
20 |
-24 |
NKM24 |
59 |
86 |
70 |
76 |
|
26 |
16 |
-14 |
41 |
2 |
7 |
36 |
30 |
-26 |
10 |
4 |
7 |
-4 |
35 |
30 |
26 |
32 |
3 |
-27 |
16 |
9 |
-55 |
-28 |
4 |
-47 |
37 |
38 |
2 |
36 |
-11 |
4 |
USM24 |
76 |
41 |
71 |
67 |
26 |
|
99
| 81 |
82 |
90
| 84 |
81 |
56 |
-89 |
-68 |
-48 |
-73 |
-84 |
-61 |
-65 |
12 |
-62 |
57 |
-87 |
-73 |
75 |
-41 |
6 |
36 |
-23 |
47 |
83 |
71 |
-47 |
66 |
-37 |
TYM24 |
73 |
31 |
66 |
60 |
16 |
99
| |
86 |
79 |
92
| 88 |
78 |
53 |
-89 |
-76 |
-54 |
-79 |
-89 |
-68 |
-71 |
11 |
-68 |
57 |
-88 |
-79 |
80 |
-33 |
7 |
37 |
-19 |
45 |
83 |
74 |
-56 |
70 |
-41 |
SFM24 |
51 |
-4 |
40 |
30 |
-14 |
81 |
86 |
|
70 |
92
| 86 |
70 |
44 |
-84 |
-89 |
-60 |
-87 |
-90
| -84 |
-86 |
0 |
-83 |
64 |
-84 |
-93
| 74 |
-19 |
-7 |
14 |
-23 |
22 |
79 |
86 |
-69 |
88 |
-42 |
EUM24 |
74 |
54 |
68 |
72 |
41 |
82 |
79 |
70 |
|
78 |
82 |
97
| 84 |
-97
| -52 |
-32 |
-54 |
-60 |
-41 |
-46 |
14 |
-43 |
50 |
-80 |
-62 |
58 |
-46 |
-1 |
30 |
-31 |
48 |
77 |
69 |
-17 |
62 |
-31 |
JYM24 |
62 |
20 |
57 |
47 |
2 |
90
| 92
| 92
| 78 |
|
87 |
78 |
53 |
-91
| -76 |
-43 |
-75 |
-88 |
-68 |
-71 |
18 |
-68 |
59 |
-85 |
-82 |
80 |
-39 |
2 |
31 |
-26 |
45 |
84 |
75 |
-53 |
72 |
-42 |
CDM24 |
73 |
26 |
56 |
56 |
7 |
84 |
88 |
86 |
82 |
87 |
|
80 |
70 |
-90 |
-79 |
-56 |
-79 |
-80 |
-64 |
-68 |
16 |
-65 |
48 |
-85 |
-79 |
82 |
-15 |
6 |
38 |
-16 |
46 |
78 |
77 |
-52 |
75 |
-35 |
BPM24 |
67 |
51 |
68 |
68 |
36 |
81 |
78 |
70 |
97
| 78 |
80 |
|
84 |
-95
| -52 |
-27 |
-54 |
-59 |
-43 |
-47 |
14 |
-43 |
48 |
-79 |
-65 |
55 |
-45 |
3 |
31 |
-26 |
44 |
74 |
68 |
-23 |
61 |
-34 |
ADM24 |
53 |
50 |
53 |
63 |
30 |
56 |
53 |
44 |
84 |
53 |
70 |
84 |
|
-76 |
-26 |
-0 |
-27 |
-27 |
-20 |
-23 |
11 |
-24 |
21 |
-52 |
-42 |
38 |
-21 |
13 |
36 |
-2 |
35 |
44 |
41 |
0 |
35 |
-10 |
DXM24 |
-73 |
-41 |
-67 |
-66 |
-26 |
-89 |
-89 |
-84 |
-97
| -91
| -90 |
-95
| -76 |
|
67 |
41 |
68 |
76 |
57 |
62 |
-15 |
57 |
-57 |
88 |
76 |
-70 |
44 |
1 |
-31 |
31 |
-47 |
-85 |
-78 |
35 |
-72 |
38 |
GCM24 |
-53 |
10 |
-34 |
-25 |
10 |
-68 |
-76 |
-89 |
-52 |
-76 |
-79 |
-52 |
-26 |
67 |
|
77 |
98
| 90
| 86 |
88 |
8 |
83 |
-50 |
86 |
92
| -76 |
0 |
15 |
-9 |
18 |
-12 |
-74 |
-81 |
81 |
-85 |
35 |
PLN24 |
-50 |
9 |
-18 |
-18 |
4 |
-48 |
-54 |
-60 |
-32 |
-43 |
-56 |
-27 |
-0 |
41 |
77 |
|
81 |
66 |
66 |
68 |
18 |
62 |
-46 |
61 |
58 |
-51 |
-19 |
8 |
-3 |
12 |
-5 |
-52 |
-67 |
57 |
-73 |
33 |
SIN24 |
-58 |
5 |
-38 |
-30 |
7 |
-73 |
-79 |
-87 |
-54 |
-75 |
-79 |
-54 |
-27 |
68 |
98
| 81 |
|
90
| 88 |
90
| 16 |
85 |
-56 |
87 |
90
| -75 |
-2 |
9 |
-11 |
15 |
-11 |
-74 |
-81 |
80 |
-86 |
35 |
HGN24 |
-62 |
-9 |
-56 |
-42 |
-4 |
-84 |
-89 |
-90
| -60 |
-88 |
-80 |
-59 |
-27 |
76 |
90
| 66 |
90
| |
76 |
79 |
-12 |
76 |
-57 |
87 |
86 |
-84 |
24 |
14 |
-15 |
34 |
-32 |
-85 |
-73 |
71 |
-74 |
44 |
CLM24 |
-28 |
34 |
-9 |
-3 |
35 |
-61 |
-68 |
-84 |
-41 |
-68 |
-64 |
-43 |
-20 |
57 |
86 |
66 |
88 |
76 |
|
100
| 45 |
97
| -53 |
68 |
89 |
-49 |
-4 |
4 |
1 |
-6 |
18 |
-50 |
-77 |
82 |
-84 |
26 |
CBN24 |
-33 |
29 |
-14 |
-8 |
30 |
-65 |
-71 |
-86 |
-46 |
-71 |
-68 |
-47 |
-23 |
62 |
88 |
68 |
90
| 79 |
100
| |
43 |
97
| -56 |
73 |
90
| -52 |
-1 |
6 |
1 |
-1 |
14 |
-55 |
-79 |
81 |
-86 |
28 |
HOM24 |
25 |
45 |
43 |
28 |
26 |
12 |
11 |
0 |
14 |
18 |
16 |
14 |
11 |
-15 |
8 |
18 |
16 |
-12 |
45 |
43 |
|
48 |
-12 |
-7 |
13 |
41 |
-22 |
10 |
41 |
-33 |
78 |
26 |
-11 |
19 |
-20 |
-28 |
RBM24 |
-27 |
34 |
-8 |
-6 |
32 |
-62 |
-68 |
-83 |
-43 |
-68 |
-65 |
-43 |
-24 |
57 |
83 |
62 |
85 |
76 |
97
| 97
| 48 |
|
-58 |
66 |
87 |
-48 |
-2 |
13 |
11 |
2 |
23 |
-50 |
-68 |
73 |
-77 |
18 |
NGM24 |
35 |
4 |
33 |
22 |
3 |
57 |
57 |
64 |
50 |
59 |
48 |
48 |
21 |
-57 |
-50 |
-46 |
-56 |
-57 |
-53 |
-56 |
-12 |
-58 |
|
-54 |
-60 |
36 |
-13 |
-14 |
-17 |
-29 |
-4 |
53 |
52 |
-29 |
56 |
-24 |
KCN24 |
-79 |
-34 |
-65 |
-60 |
-27 |
-87 |
-88 |
-84 |
-80 |
-85 |
-85 |
-79 |
-52 |
88 |
86 |
61 |
87 |
87 |
68 |
73 |
-7 |
66 |
-54 |
|
82 |
-80 |
31 |
5 |
-30 |
27 |
-41 |
-88 |
-82 |
58 |
-78 |
35 |
CCN24 |
-41 |
13 |
-34 |
-24 |
16 |
-73 |
-79 |
-93
| -62 |
-82 |
-79 |
-65 |
-42 |
76 |
92
| 58 |
90
| 86 |
89 |
90
| 13 |
87 |
-60 |
82 |
|
-66 |
8 |
7 |
-6 |
13 |
-4 |
-69 |
-79 |
77 |
-84 |
38 |
SBN24 |
73 |
28 |
59 |
48 |
9 |
75 |
80 |
74 |
58 |
80 |
82 |
55 |
38 |
-70 |
-76 |
-51 |
-75 |
-84 |
-49 |
-52 |
41 |
-48 |
36 |
-80 |
-66 |
|
-14 |
-0 |
42 |
-28 |
62 |
80 |
55 |
-55 |
53 |
-38 |
W_N24 |
-31 |
-46 |
-46 |
-46 |
-55 |
-41 |
-33 |
-19 |
-46 |
-39 |
-15 |
-45 |
-21 |
44 |
0 |
-19 |
-2 |
24 |
-4 |
-1 |
-22 |
-2 |
-13 |
31 |
8 |
-14 |
|
34 |
1 |
53 |
-35 |
-48 |
-22 |
-14 |
-7 |
9 |
C_N24 |
-3 |
4 |
-6 |
-3 |
-28 |
6 |
7 |
-7 |
-1 |
2 |
6 |
3 |
13 |
1 |
15 |
8 |
9 |
14 |
4 |
6 |
10 |
13 |
-14 |
5 |
7 |
-0 |
34 |
|
73 |
71 |
31 |
-22 |
3 |
-8 |
-0 |
-25 |
S_N24 |
43 |
40 |
33 |
31 |
4 |
36 |
37 |
14 |
30 |
31 |
38 |
31 |
36 |
-31 |
-9 |
-3 |
-11 |
-15 |
1 |
1 |
41 |
11 |
-17 |
-30 |
-6 |
42 |
1 |
73 |
|
49 |
75 |
15 |
21 |
-16 |
12 |
-30 |
SMN24 |
-30 |
-30 |
-41 |
-36 |
-47 |
-23 |
-19 |
-23 |
-31 |
-26 |
-16 |
-26 |
-2 |
31 |
18 |
12 |
15 |
34 |
-6 |
-1 |
-33 |
2 |
-29 |
27 |
13 |
-28 |
53 |
71 |
49 |
|
-18 |
-57 |
-11 |
-16 |
-7 |
4 |
BON24 |
62 |
66 |
62 |
55 |
37 |
47 |
45 |
22 |
48 |
45 |
46 |
44 |
35 |
-47 |
-12 |
-5 |
-11 |
-32 |
18 |
14 |
78 |
23 |
-4 |
-41 |
-4 |
62 |
-35 |
31 |
75 |
-18 |
|
50 |
20 |
4 |
7 |
-35 |
CTN24 |
77 |
42 |
73 |
67 |
38 |
83 |
83 |
79 |
77 |
84 |
78 |
74 |
44 |
-85 |
-74 |
-52 |
-74 |
-85 |
-50 |
-55 |
26 |
-50 |
53 |
-88 |
-69 |
80 |
-48 |
-22 |
15 |
-57 |
50 |
|
71 |
-40 |
65 |
-39 |
LCM24 |
56 |
6 |
37 |
32 |
2 |
71 |
74 |
86 |
69 |
75 |
77 |
68 |
41 |
-78 |
-81 |
-67 |
-81 |
-73 |
-77 |
-79 |
-11 |
-68 |
52 |
-82 |
-79 |
55 |
-22 |
3 |
21 |
-11 |
20 |
71 |
|
-64 |
97
| -38 |
HEM24 |
-20 |
35 |
-9 |
7 |
36 |
-47 |
-56 |
-69 |
-17 |
-53 |
-52 |
-23 |
0 |
35 |
81 |
57 |
80 |
71 |
82 |
81 |
19 |
73 |
-29 |
58 |
77 |
-55 |
-14 |
-8 |
-16 |
-16 |
4 |
-40 |
-64 |
|
-69 |
30 |
FCQ24 |
47 |
-10 |
26 |
20 |
-11 |
66 |
70 |
88 |
62 |
72 |
75 |
61 |
35 |
-72 |
-85 |
-73 |
-86 |
-74 |
-84 |
-86 |
-20 |
-77 |
56 |
-78 |
-84 |
53 |
-7 |
-0 |
12 |
-7 |
7 |
65 |
97
| -69 |
|
-37 |
JON24 |
-27 |
-8 |
-27 |
-24 |
4 |
-37 |
-41 |
-42 |
-31 |
-42 |
-35 |
-34 |
-10 |
38 |
35 |
33 |
35 |
44 |
26 |
28 |
-28 |
18 |
-24 |
35 |
38 |
-38 |
9 |
-25 |
-30 |
4 |
-35 |
-39 |
-38 |
30 |
-37 |
|
|