|
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 60 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 |
|
72 |
82 |
76 |
73 |
51 |
74 |
62 |
73 |
67 |
53 |
-73 |
-53 |
-50 |
-58 |
-62 |
-28 |
-33 |
25 |
16 |
25 |
21 |
19 |
45 |
-37 |
54 |
47 |
22 |
79 |
23 |
-41 |
34 |
73 |
65 |
ESM24 |
72 |
|
84 |
41 |
31 |
-4 |
54 |
20 |
26 |
51 |
50 |
-41 |
10 |
9 |
5 |
-9 |
34 |
29 |
45 |
50 |
73 |
76 |
75 |
81 |
15 |
18 |
2 |
-35 |
69 |
-33 |
13 |
-8 |
28 |
30 |
NQM24 |
82 |
84 |
|
71 |
66 |
40 |
68 |
57 |
56 |
68 |
53 |
-67 |
-34 |
-18 |
-38 |
-56 |
-9 |
-14 |
43 |
41 |
26 |
30 |
28 |
44 |
-33 |
54 |
44 |
8 |
77 |
11 |
-34 |
21 |
59 |
54 |
USM24 |
76 |
41 |
71 |
|
99
| 81 |
82 |
90
| 84 |
81 |
56 |
-89 |
-68 |
-48 |
-73 |
-84 |
-61 |
-65 |
12 |
-1 |
-17 |
-16 |
-20 |
15 |
-66 |
88 |
83 |
55 |
86 |
56 |
-73 |
48 |
75 |
61 |
TYM24 |
73 |
31 |
66 |
99
| |
86 |
79 |
92
| 88 |
78 |
53 |
-89 |
-76 |
-54 |
-79 |
-89 |
-68 |
-71 |
11 |
-4 |
-29 |
-29 |
-32 |
3 |
-73 |
90 |
88 |
66 |
81 |
67 |
-79 |
51 |
80 |
66 |
SFM24 |
51 |
-4 |
40 |
81 |
86 |
|
70 |
92
| 86 |
70 |
44 |
-84 |
-89 |
-60 |
-87 |
-90
| -84 |
-86 |
0 |
-20 |
-54 |
-63 |
-62 |
-28 |
-90
| 70 |
75 |
70 |
50 |
71 |
-93
| 76 |
74 |
54 |
EUM24 |
74 |
54 |
68 |
82 |
79 |
70 |
|
78 |
82 |
97
| 84 |
-97
| -52 |
-32 |
-54 |
-60 |
-41 |
-46 |
14 |
4 |
19 |
10 |
12 |
45 |
-48 |
53 |
44 |
16 |
76 |
17 |
-62 |
54 |
58 |
43 |
JYM24 |
62 |
20 |
57 |
90
| 92
| 92
| 78 |
|
87 |
78 |
53 |
-91
| -76 |
-43 |
-75 |
-88 |
-68 |
-71 |
18 |
0 |
-36 |
-41 |
-42 |
-3 |
-82 |
83 |
83 |
65 |
72 |
65 |
-82 |
64 |
80 |
62 |
CDM24 |
73 |
26 |
56 |
84 |
88 |
86 |
82 |
87 |
|
80 |
70 |
-90 |
-79 |
-56 |
-79 |
-80 |
-64 |
-68 |
16 |
-4 |
-26 |
-32 |
-32 |
3 |
-67 |
68 |
71 |
62 |
64 |
63 |
-79 |
57 |
82 |
69 |
BPM24 |
67 |
51 |
68 |
81 |
78 |
70 |
97
| 78 |
80 |
|
84 |
-95
| -52 |
-27 |
-54 |
-59 |
-43 |
-47 |
14 |
4 |
16 |
7 |
10 |
41 |
-50 |
54 |
45 |
17 |
71 |
18 |
-65 |
54 |
55 |
40 |
ADM24 |
53 |
50 |
53 |
56 |
53 |
44 |
84 |
53 |
70 |
84 |
|
-76 |
-26 |
-0 |
-27 |
-27 |
-20 |
-23 |
11 |
4 |
25 |
20 |
23 |
50 |
-13 |
38 |
30 |
9 |
56 |
9 |
-42 |
23 |
38 |
31 |
DXM24 |
-73 |
-41 |
-67 |
-89 |
-89 |
-84 |
-97
| -91
| -90 |
-95
| -76 |
|
67 |
41 |
68 |
76 |
57 |
62 |
-15 |
-1 |
4 |
13 |
11 |
-26 |
66 |
-67 |
-62 |
-37 |
-76 |
-38 |
76 |
-63 |
-70 |
-53 |
GCM24 |
-53 |
10 |
-34 |
-68 |
-76 |
-89 |
-52 |
-76 |
-79 |
-52 |
-26 |
67 |
|
77 |
98
| 90
| 86 |
88 |
8 |
28 |
57 |
66 |
65 |
36 |
83 |
-59 |
-67 |
-70 |
-34 |
-71 |
92
| -64 |
-76 |
-61 |
PLN24 |
-50 |
9 |
-18 |
-48 |
-54 |
-60 |
-32 |
-43 |
-56 |
-27 |
-0 |
41 |
77 |
|
81 |
66 |
66 |
68 |
18 |
34 |
38 |
44 |
44 |
32 |
59 |
-29 |
-37 |
-46 |
-20 |
-47 |
58 |
-50 |
-51 |
-38 |
SIN24 |
-58 |
5 |
-38 |
-73 |
-79 |
-87 |
-54 |
-75 |
-79 |
-54 |
-27 |
68 |
98
| 81 |
|
90
| 88 |
90
| 16 |
35 |
54 |
60 |
61 |
32 |
79 |
-62 |
-69 |
-70 |
-38 |
-70 |
90
| -61 |
-75 |
-58 |
HGN24 |
-62 |
-9 |
-56 |
-84 |
-89 |
-90
| -60 |
-88 |
-80 |
-59 |
-27 |
76 |
90
| 66 |
90
| |
76 |
79 |
-12 |
6 |
54 |
56 |
58 |
28 |
90
| -80 |
-84 |
-73 |
-57 |
-73 |
86 |
-59 |
-84 |
-69 |
CLM24 |
-28 |
34 |
-9 |
-61 |
-68 |
-84 |
-41 |
-68 |
-64 |
-43 |
-20 |
57 |
86 |
66 |
88 |
76 |
|
100
| 45 |
62 |
67 |
75 |
75 |
45 |
75 |
-60 |
-67 |
-72 |
-22 |
-70 |
89 |
-62 |
-49 |
-30 |
ITCON24 |
-33 |
29 |
-14 |
-65 |
-71 |
-86 |
-46 |
-71 |
-68 |
-47 |
-23 |
62 |
88 |
68 |
90
| 79 |
100
| |
43 |
58 |
64 |
72 |
72 |
42 |
77 |
-61 |
-68 |
-70 |
-26 |
-70 |
90
| -65 |
-52 |
-34 |
HOM24 |
25 |
45 |
43 |
12 |
11 |
0 |
14 |
18 |
16 |
14 |
11 |
-15 |
8 |
18 |
16 |
-12 |
45 |
43 |
|
95
| 20 |
27 |
25 |
22 |
-11 |
7 |
8 |
-0 |
31 |
4 |
13 |
-5 |
41 |
54 |
ITSM24 |
16 |
50 |
41 |
-1 |
-4 |
-20 |
4 |
0 |
-4 |
4 |
4 |
-1 |
28 |
34 |
35 |
6 |
62 |
58 |
95
| |
37 |
45 |
44 |
32 |
6 |
-6 |
-10 |
-24 |
26 |
-18 |
31 |
-20 |
22 |
35 |
PILM24 |
25 |
73 |
26 |
-17 |
-29 |
-54 |
19 |
-36 |
-26 |
16 |
25 |
4 |
57 |
38 |
54 |
54 |
67 |
64 |
20 |
37 |
|
95
| 98
| 91
| 67 |
-41 |
-57 |
-80 |
26 |
-78 |
60 |
-27 |
-37 |
-32 |
DFM24 |
21 |
76 |
31 |
-16 |
-29 |
-63 |
10 |
-41 |
-32 |
7 |
20 |
13 |
66 |
44 |
60 |
56 |
76 |
72 |
27 |
45 |
95
| |
99
| 87 |
74 |
-33 |
-50 |
-73 |
28 |
-72 |
67 |
-48 |
-37 |
-26 |
FXM24 |
19 |
75 |
28 |
-20 |
-32 |
-62 |
12 |
-42 |
-32 |
10 |
23 |
11 |
65 |
44 |
61 |
58 |
77 |
72 |
25 |
44 |
98
| 99
| |
88 |
74 |
-40 |
-56 |
-80 |
24 |
-77 |
66 |
-41 |
-40 |
-32 |
SZM24 |
45 |
81 |
44 |
15 |
3 |
-28 |
45 |
-3 |
3 |
41 |
50 |
-26 |
36 |
32 |
32 |
28 |
48 |
42 |
22 |
32 |
91
| 87 |
88 |
|
49 |
-9 |
-26 |
-57 |
54 |
-55 |
34 |
-15 |
-9 |
-8 |
LQGM24 |
-34 |
21 |
-24 |
-66 |
-73 |
-90
| -46 |
-83 |
-67 |
-47 |
-14 |
65 |
83 |
58 |
80 |
90
| 82 |
81 |
-1 |
19 |
67 |
74 |
74 |
49 |
|
-62 |
-70 |
-67 |
-30 |
-67 |
88 |
-72 |
-68 |
-49 |
OBM24 |
54 |
18 |
50 |
88 |
90 |
70 |
53 |
83 |
68 |
54 |
38 |
-67 |
-59 |
-29 |
-62 |
-80 |
-63 |
-61 |
7 |
-6 |
-41 |
-33 |
-40 |
-9 |
-62 |
|
97
| 74 |
78 |
72 |
-66 |
24 |
73 |
64 |
GBM24 |
47 |
2 |
39 |
83 |
88 |
75 |
44 |
83 |
71 |
45 |
30 |
-62 |
-67 |
-37 |
-69 |
-84 |
-70 |
-68 |
8 |
-10 |
-57 |
-50 |
-56 |
-26 |
-70 |
97
| |
87 |
64 |
86 |
-72 |
27 |
79 |
71 |
EPM24 |
22 |
-35 |
5 |
55 |
66 |
70 |
16 |
65 |
62 |
17 |
9 |
-37 |
-70 |
-46 |
-70 |
-73 |
-74 |
-70 |
-0 |
-24 |
-80 |
-73 |
-80 |
-57 |
-67 |
74 |
87 |
|
23 |
100
| -70 |
23 |
74 |
70 |
LFGM24 |
79 |
68 |
74 |
85 |
79 |
47 |
76 |
70 |
63 |
71 |
59 |
-75 |
-33 |
-18 |
-37 |
-55 |
-24 |
-25 |
27 |
21 |
26 |
28 |
24 |
54 |
-30 |
78 |
64 |
23 |
|
24 |
-36 |
21 |
60 |
52 |
LELM24 |
22 |
-34 |
9 |
55 |
66 |
70 |
16 |
65 |
62 |
17 |
10 |
-37 |
-70 |
-46 |
-69 |
-73 |
-71 |
-70 |
0 |
-23 |
-78 |
-72 |
-77 |
-55 |
-67 |
72 |
86 |
100
| 24 |
|
-70 |
23 |
74 |
71 |
CCN24 |
-41 |
16 |
-33 |
-74 |
-80 |
-95
| -60 |
-84 |
-80 |
-63 |
-40 |
76 |
92
| 59 |
91
| 88 |
89 |
90
| 15 |
36 |
60 |
67 |
66 |
34 |
88 |
-66 |
-72 |
-70 |
-36 |
-70 |
|
-68 |
-69 |
-51 |
LCCN24 |
31 |
-12 |
12 |
47 |
49 |
74 |
52 |
64 |
56 |
53 |
25 |
-63 |
-63 |
-48 |
-61 |
-58 |
-66 |
-66 |
-14 |
-30 |
-27 |
-48 |
-41 |
-15 |
-72 |
24 |
27 |
23 |
21 |
23 |
-68 |
|
35 |
12 |
SBN24 |
70 |
22 |
52 |
75 |
80 |
74 |
56 |
80 |
82 |
53 |
39 |
-69 |
-77 |
-50 |
-76 |
-83 |
-56 |
-56 |
34 |
12 |
-37 |
-37 |
-40 |
-9 |
-68 |
73 |
79 |
74 |
60 |
74 |
-69 |
35 |
|
95
|
LSBQ24 |
63 |
25 |
49 |
60 |
65 |
54 |
40 |
63 |
69 |
37 |
31 |
-52 |
-62 |
-37 |
-59 |
-68 |
-36 |
-36 |
48 |
27 |
-32 |
-26 |
-32 |
-8 |
-49 |
64 |
71 |
70 |
52 |
71 |
-51 |
12 |
95
| |
|