|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 90 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 |
|
80 |
85 |
72 |
71 |
-0 |
-7 |
-26 |
-5 |
-21 |
-7 |
23 |
-27 |
6 |
-6 |
-48 |
-16 |
-17 |
28 |
24 |
56 |
37 |
-47 |
-35 |
17 |
53 |
-58 |
-52 |
-38 |
-59 |
13 |
83 |
73 |
41 |
59 |
49 |
ESM24 |
80 |
|
93
| 61 |
94
| -48 |
-56 |
-73 |
-44 |
-65 |
-56 |
-14 |
-56 |
51 |
47 |
-31 |
38 |
34 |
74 |
72 |
76 |
81 |
-80 |
16 |
65 |
14 |
-80 |
-76 |
-67 |
-82 |
-11 |
62 |
61 |
81 |
34 |
75 |
NQM24 |
85 |
93
| |
62 |
88 |
-31 |
-36 |
-53 |
-32 |
-48 |
-39 |
3 |
-51 |
35 |
20 |
-44 |
10 |
5 |
53 |
50 |
74 |
62 |
-68 |
-6 |
39 |
39 |
-74 |
-72 |
-61 |
-78 |
-7 |
77 |
70 |
63 |
50 |
60 |
QRM24 |
72 |
61 |
62 |
|
45 |
22 |
10 |
-10 |
30 |
6 |
19 |
38 |
21 |
-22 |
6 |
7 |
4 |
-8 |
27 |
23 |
34 |
25 |
-29 |
-24 |
11 |
17 |
-38 |
-14 |
-1 |
-24 |
32 |
56 |
30 |
27 |
12 |
28 |
NKM24 |
71 |
94
| 88 |
45 |
|
-59 |
-65 |
-79 |
-54 |
-76 |
-69 |
-22 |
-69 |
61 |
46 |
-45 |
35 |
34 |
73 |
70 |
71 |
80 |
-79 |
18 |
66 |
10 |
-85 |
-88 |
-80 |
-90
| -26 |
60 |
61 |
82 |
36 |
71 |
USM24 |
-0 |
-48 |
-31 |
22 |
-59 |
|
98
| 90 |
89 |
94
| 92
| 76 |
79 |
-94
| -69 |
19 |
-65 |
-76 |
-77 |
-78 |
-46 |
-80 |
73 |
-72 |
-82 |
35 |
43 |
70 |
75 |
63 |
56 |
9 |
-15 |
-74 |
3 |
-59 |
TYM24 |
-7 |
-56 |
-36 |
10 |
-65 |
98
| |
94
| 86 |
95
| 92
| 75 |
76 |
-93
| -77 |
12 |
-73 |
-80 |
-83 |
-84 |
-48 |
-86 |
79 |
-75 |
-88 |
41 |
50 |
71 |
76 |
66 |
55 |
5 |
-17 |
-80 |
6 |
-68 |
SFM24 |
-26 |
-73 |
-53 |
-10 |
-79 |
90 |
94
| |
84 |
96
| 92
| 68 |
77 |
-91
| -81 |
16 |
-74 |
-77 |
-90
| -90
| -59 |
-93
| 87 |
-69 |
-94
| 32 |
62 |
75 |
76 |
72 |
44 |
-6 |
-22 |
-88 |
4 |
-75 |
EUM24 |
-5 |
-44 |
-32 |
30 |
-54 |
89 |
86 |
84 |
|
89 |
91
| 87 |
91
| -98
| -58 |
29 |
-51 |
-59 |
-65 |
-67 |
-46 |
-72 |
72 |
-66 |
-74 |
19 |
42 |
70 |
76 |
62 |
62 |
3 |
-22 |
-64 |
-7 |
-64 |
JYM24 |
-21 |
-65 |
-48 |
6 |
-76 |
94
| 95
| 96
| 89 |
|
94
| 70 |
85 |
-95
| -71 |
31 |
-62 |
-73 |
-81 |
-82 |
-53 |
-86 |
82 |
-65 |
-86 |
27 |
56 |
79 |
83 |
74 |
57 |
-5 |
-29 |
-83 |
-8 |
-71 |
CDM24 |
-7 |
-56 |
-39 |
19 |
-69 |
92
| 92
| 92
| 91
| 94
| |
74 |
88 |
-95
| -72 |
24 |
-64 |
-69 |
-76 |
-77 |
-46 |
-81 |
72 |
-66 |
-83 |
32 |
58 |
75 |
81 |
71 |
57 |
-0 |
-19 |
-77 |
1 |
-62 |
BPM24 |
23 |
-14 |
3 |
38 |
-22 |
76 |
75 |
68 |
87 |
70 |
74 |
|
66 |
-85 |
-58 |
1 |
-57 |
-63 |
-52 |
-55 |
-20 |
-53 |
52 |
-77 |
-69 |
42 |
12 |
38 |
46 |
28 |
51 |
34 |
14 |
-43 |
27 |
-46 |
ADM24 |
-27 |
-56 |
-51 |
21 |
-69 |
79 |
76 |
77 |
91
| 85 |
88 |
66 |
|
-89 |
-40 |
57 |
-30 |
-36 |
-57 |
-57 |
-54 |
-67 |
69 |
-40 |
-63 |
-6 |
61 |
83 |
86 |
79 |
54 |
-28 |
-47 |
-64 |
-34 |
-60 |
DXM24 |
6 |
51 |
35 |
-22 |
61 |
-94
| -93
| -91
| -98
| -95
| -95
| -85 |
-89 |
|
68 |
-25 |
61 |
70 |
74 |
76 |
47 |
79 |
-76 |
72 |
83 |
-28 |
-45 |
-71 |
-77 |
-64 |
-60 |
-6 |
18 |
72 |
-0 |
66 |
GCM24 |
-6 |
47 |
20 |
6 |
46 |
-69 |
-77 |
-81 |
-58 |
-71 |
-72 |
-58 |
-40 |
68 |
|
34 |
97
| 92
| 85 |
87 |
37 |
79 |
-61 |
86 |
91
| -63 |
-39 |
-36 |
-41 |
-35 |
-26 |
-30 |
-18 |
77 |
-44 |
54 |
PLN24 |
-48 |
-31 |
-44 |
7 |
-45 |
19 |
12 |
16 |
29 |
31 |
24 |
1 |
57 |
-25 |
34 |
|
46 |
32 |
5 |
7 |
-25 |
-8 |
19 |
34 |
4 |
-52 |
31 |
54 |
52 |
54 |
22 |
-56 |
-67 |
-15 |
-72 |
-14 |
SIN24 |
-16 |
38 |
10 |
4 |
35 |
-65 |
-73 |
-74 |
-51 |
-62 |
-64 |
-57 |
-30 |
61 |
97
| 46 |
|
91
| 82 |
84 |
35 |
75 |
-56 |
88 |
86 |
-67 |
-31 |
-27 |
-31 |
-26 |
-20 |
-37 |
-28 |
70 |
-53 |
48 |
HGN24 |
-17 |
34 |
5 |
-8 |
34 |
-76 |
-80 |
-77 |
-59 |
-73 |
-69 |
-63 |
-36 |
70 |
92
| 32 |
91
| |
78 |
80 |
23 |
73 |
-58 |
88 |
85 |
-68 |
-20 |
-29 |
-37 |
-23 |
-40 |
-43 |
-19 |
69 |
-39 |
52 |
CLM24 |
28 |
74 |
53 |
27 |
73 |
-77 |
-83 |
-90
| -65 |
-81 |
-76 |
-52 |
-57 |
74 |
85 |
5 |
82 |
78 |
|
100
| 74 |
98
| -80 |
68 |
92
| -29 |
-58 |
-61 |
-59 |
-64 |
-18 |
9 |
12 |
89 |
-17 |
67 |
CBN24 |
24 |
72 |
50 |
23 |
70 |
-78 |
-84 |
-90
| -67 |
-82 |
-77 |
-55 |
-57 |
76 |
87 |
7 |
84 |
80 |
100
| |
73 |
97
| -79 |
71 |
93
| -32 |
-55 |
-60 |
-57 |
-61 |
-19 |
4 |
9 |
88 |
-20 |
67 |
HOM24 |
56 |
76 |
74 |
34 |
71 |
-46 |
-48 |
-59 |
-46 |
-53 |
-46 |
-20 |
-54 |
47 |
37 |
-25 |
35 |
23 |
74 |
73 |
|
78 |
-69 |
20 |
54 |
30 |
-63 |
-62 |
-52 |
-71 |
12 |
52 |
46 |
67 |
24 |
55 |
RBM24 |
37 |
81 |
62 |
25 |
80 |
-80 |
-86 |
-93
| -72 |
-86 |
-81 |
-53 |
-67 |
79 |
79 |
-8 |
75 |
73 |
98
| 97
| 78 |
|
-87 |
62 |
91
| -21 |
-65 |
-70 |
-67 |
-72 |
-22 |
18 |
28 |
90 |
-1 |
73 |
NGM24 |
-47 |
-80 |
-68 |
-29 |
-79 |
73 |
79 |
87 |
72 |
82 |
72 |
52 |
69 |
-76 |
-61 |
19 |
-56 |
-58 |
-80 |
-79 |
-69 |
-87 |
|
-51 |
-78 |
9 |
67 |
76 |
71 |
73 |
37 |
-32 |
-49 |
-80 |
-23 |
-86 |
KCN24 |
-35 |
16 |
-6 |
-24 |
18 |
-72 |
-75 |
-69 |
-66 |
-65 |
-66 |
-77 |
-40 |
72 |
86 |
34 |
88 |
88 |
68 |
71 |
20 |
62 |
-51 |
|
78 |
-66 |
-9 |
-24 |
-34 |
-17 |
-44 |
-52 |
-31 |
57 |
-47 |
43 |
CCN24 |
17 |
65 |
39 |
11 |
66 |
-82 |
-88 |
-94
| -74 |
-86 |
-83 |
-69 |
-63 |
83 |
91
| 4 |
86 |
85 |
92
| 93
| 54 |
91
| -78 |
78 |
|
-44 |
-52 |
-59 |
-60 |
-58 |
-30 |
-7 |
5 |
86 |
-23 |
69 |
SBN24 |
53 |
14 |
39 |
17 |
10 |
35 |
41 |
32 |
19 |
27 |
32 |
42 |
-6 |
-28 |
-63 |
-52 |
-67 |
-68 |
-29 |
-32 |
30 |
-21 |
9 |
-66 |
-44 |
|
-8 |
-11 |
2 |
-17 |
33 |
66 |
46 |
-21 |
57 |
-14 |
W_N24 |
-58 |
-80 |
-74 |
-38 |
-85 |
43 |
50 |
62 |
42 |
56 |
58 |
12 |
61 |
-45 |
-39 |
31 |
-31 |
-20 |
-58 |
-55 |
-63 |
-65 |
67 |
-9 |
-52 |
-8 |
|
82 |
73 |
85 |
16 |
-63 |
-60 |
-69 |
-36 |
-64 |
C_N24 |
-52 |
-76 |
-72 |
-14 |
-88 |
70 |
71 |
75 |
70 |
79 |
75 |
38 |
83 |
-71 |
-36 |
54 |
-27 |
-29 |
-61 |
-60 |
-62 |
-70 |
76 |
-24 |
-59 |
-11 |
82 |
|
96
| 96
| 51 |
-54 |
-62 |
-75 |
-44 |
-72 |
S_N24 |
-38 |
-67 |
-61 |
-1 |
-80 |
75 |
76 |
76 |
76 |
83 |
81 |
46 |
86 |
-77 |
-41 |
52 |
-31 |
-37 |
-59 |
-57 |
-52 |
-67 |
71 |
-34 |
-60 |
2 |
73 |
96
| |
93
| 66 |
-42 |
-56 |
-75 |
-40 |
-71 |
SMN24 |
-59 |
-82 |
-78 |
-24 |
-90
| 63 |
66 |
72 |
62 |
74 |
71 |
28 |
79 |
-64 |
-35 |
54 |
-26 |
-23 |
-64 |
-61 |
-71 |
-72 |
73 |
-17 |
-58 |
-17 |
85 |
96
| 93
| |
35 |
-64 |
-64 |
-77 |
-44 |
-69 |
BON24 |
13 |
-11 |
-7 |
32 |
-26 |
56 |
55 |
44 |
62 |
57 |
57 |
51 |
54 |
-60 |
-26 |
22 |
-20 |
-40 |
-18 |
-19 |
12 |
-22 |
37 |
-44 |
-30 |
33 |
16 |
51 |
66 |
35 |
|
12 |
-23 |
-35 |
-23 |
-47 |
CTN24 |
83 |
62 |
77 |
56 |
60 |
9 |
5 |
-6 |
3 |
-5 |
-0 |
34 |
-28 |
-6 |
-30 |
-56 |
-37 |
-43 |
9 |
4 |
52 |
18 |
-32 |
-52 |
-7 |
66 |
-63 |
-54 |
-42 |
-64 |
12 |
|
79 |
25 |
71 |
34 |
LCM24 |
73 |
61 |
70 |
30 |
61 |
-15 |
-17 |
-22 |
-22 |
-29 |
-19 |
14 |
-47 |
18 |
-18 |
-67 |
-28 |
-19 |
12 |
9 |
46 |
28 |
-49 |
-31 |
5 |
46 |
-60 |
-62 |
-56 |
-64 |
-23 |
79 |
|
33 |
94
| 52 |
HEM24 |
41 |
81 |
63 |
27 |
82 |
-74 |
-80 |
-88 |
-64 |
-83 |
-77 |
-43 |
-64 |
72 |
77 |
-15 |
70 |
69 |
89 |
88 |
67 |
90 |
-80 |
57 |
86 |
-21 |
-69 |
-75 |
-75 |
-77 |
-35 |
25 |
33 |
|
7 |
77 |
FCQ24 |
59 |
34 |
50 |
12 |
36 |
3 |
6 |
4 |
-7 |
-8 |
1 |
27 |
-34 |
-0 |
-44 |
-72 |
-53 |
-39 |
-17 |
-20 |
24 |
-1 |
-23 |
-47 |
-23 |
57 |
-36 |
-44 |
-40 |
-44 |
-23 |
71 |
94
| 7 |
|
27 |
JON24 |
49 |
75 |
60 |
28 |
71 |
-59 |
-68 |
-75 |
-64 |
-71 |
-62 |
-46 |
-60 |
66 |
54 |
-14 |
48 |
52 |
67 |
67 |
55 |
73 |
-86 |
43 |
69 |
-14 |
-64 |
-72 |
-71 |
-69 |
-47 |
34 |
52 |
77 |
27 |
|
|