|
MRCI's Inter-Market Correlations |
MRCI's Inter-Market Correlations(prev 120 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
| 93
| 93
| 77 |
34 |
13 |
-19 |
-18 |
-30 |
31 |
51 |
3 |
7 |
34 |
-0 |
4 |
27 |
36 |
36 |
27 |
53 |
-83 |
31 |
47 |
-54 |
-57 |
-80 |
-82 |
-88 |
-55 |
70 |
65 |
52 |
65 |
-5 |
ESM24 |
92
| |
98
| 85 |
94
| 1 |
-22 |
-52 |
-39 |
-59 |
-3 |
29 |
-23 |
35 |
59 |
-5 |
30 |
49 |
66 |
66 |
52 |
80 |
-90
| 46 |
72 |
-50 |
-77 |
-90 |
-88 |
-93
| -59 |
71 |
70 |
78 |
63 |
20 |
NQM24 |
93
| 98
| |
85 |
90
| 10 |
-10 |
-40 |
-31 |
-49 |
6 |
37 |
-19 |
26 |
44 |
-10 |
14 |
33 |
55 |
55 |
50 |
71 |
-86 |
35 |
58 |
-42 |
-74 |
-88 |
-86 |
-92
| -58 |
77 |
75 |
68 |
70 |
12 |
QRM24 |
93
| 85 |
85 |
|
66 |
46 |
23 |
-10 |
1 |
-14 |
43 |
58 |
25 |
-9 |
36 |
23 |
11 |
28 |
33 |
34 |
19 |
47 |
-76 |
31 |
41 |
-62 |
-48 |
-65 |
-69 |
-76 |
-42 |
60 |
48 |
45 |
47 |
-10 |
NKM24 |
77 |
94
| 90
| 66 |
|
-24 |
-43 |
-67 |
-51 |
-76 |
-29 |
11 |
-46 |
52 |
58 |
-25 |
31 |
48 |
74 |
73 |
61 |
85 |
-83 |
41 |
75 |
-34 |
-86 |
-93
| -88 |
-91
| -61 |
72 |
74 |
84 |
65 |
30 |
USM24 |
34 |
1 |
10 |
46 |
-24 |
|
96
| 77 |
67 |
75 |
92
| 75 |
77 |
-81 |
-41 |
33 |
-49 |
-47 |
-58 |
-58 |
-44 |
-49 |
7 |
-34 |
-50 |
-21 |
27 |
18 |
10 |
2 |
18 |
15 |
-7 |
-48 |
5 |
-55 |
TYM24 |
13 |
-22 |
-10 |
23 |
-43 |
96
| |
90 |
76 |
86 |
90
| 69 |
77 |
-89 |
-60 |
24 |
-61 |
-64 |
-72 |
-72 |
-48 |
-67 |
31 |
-51 |
-69 |
1 |
42 |
36 |
30 |
23 |
34 |
4 |
-17 |
-65 |
-2 |
-61 |
SFM24 |
-19 |
-52 |
-40 |
-10 |
-67 |
77 |
90 |
|
81 |
93
| 81 |
54 |
75 |
-91
| -76 |
22 |
-66 |
-73 |
-86 |
-86 |
-57 |
-85 |
58 |
-62 |
-87 |
21 |
59 |
57 |
51 |
47 |
43 |
-16 |
-31 |
-84 |
-14 |
-60 |
EUM24 |
-18 |
-39 |
-31 |
1 |
-51 |
67 |
76 |
81 |
|
82 |
73 |
66 |
84 |
-96
| -54 |
37 |
-39 |
-53 |
-57 |
-58 |
-35 |
-63 |
54 |
-61 |
-70 |
24 |
37 |
56 |
56 |
48 |
60 |
-11 |
-29 |
-63 |
-20 |
-36 |
JYM24 |
-30 |
-59 |
-49 |
-14 |
-76 |
75 |
86 |
93
| 82 |
|
75 |
45 |
78 |
-91
| -70 |
33 |
-54 |
-70 |
-82 |
-82 |
-57 |
-85 |
61 |
-62 |
-84 |
22 |
63 |
72 |
67 |
61 |
62 |
-24 |
-47 |
-84 |
-37 |
-48 |
CDM24 |
31 |
-3 |
6 |
43 |
-29 |
92
| 90
| 81 |
73 |
75 |
|
77 |
86 |
-85 |
-43 |
38 |
-46 |
-42 |
-55 |
-54 |
-39 |
-48 |
10 |
-32 |
-52 |
-16 |
35 |
20 |
13 |
6 |
20 |
9 |
-7 |
-51 |
7 |
-56 |
BPM24 |
51 |
29 |
37 |
58 |
11 |
75 |
69 |
54 |
66 |
45 |
77 |
|
68 |
-72 |
-20 |
27 |
-29 |
-25 |
-26 |
-26 |
-11 |
-17 |
-14 |
-30 |
-29 |
-16 |
-10 |
-11 |
-14 |
-24 |
7 |
38 |
19 |
-17 |
27 |
-35 |
ADM24 |
3 |
-23 |
-19 |
25 |
-46 |
77 |
77 |
75 |
84 |
78 |
86 |
68 |
|
-88 |
-28 |
66 |
-18 |
-24 |
-49 |
-48 |
-48 |
-51 |
26 |
-25 |
-50 |
-18 |
46 |
44 |
37 |
31 |
39 |
-24 |
-40 |
-55 |
-29 |
-44 |
DXM24 |
7 |
35 |
26 |
-9 |
52 |
-81 |
-89 |
-91
| -96
| -91
| -85 |
-72 |
-88 |
|
60 |
-36 |
50 |
61 |
68 |
72 |
43 |
69 |
-47 |
62 |
75 |
-16 |
-41 |
-52 |
-49 |
-41 |
-54 |
5 |
27 |
69 |
16 |
47 |
GCM24 |
34 |
59 |
44 |
36 |
58 |
-41 |
-60 |
-76 |
-54 |
-70 |
-43 |
-20 |
-28 |
60 |
|
33 |
91
| 93
| 83 |
85 |
38 |
81 |
-65 |
86 |
92
| -59 |
-49 |
-53 |
-54 |
-52 |
-44 |
-3 |
10 |
79 |
-1 |
36 |
PLN24 |
-0 |
-5 |
-10 |
23 |
-25 |
33 |
24 |
22 |
37 |
33 |
38 |
27 |
66 |
-36 |
33 |
|
46 |
34 |
4 |
7 |
-20 |
-4 |
-4 |
33 |
5 |
-43 |
19 |
23 |
17 |
15 |
15 |
-41 |
-46 |
-13 |
-43 |
-7 |
SIN24 |
4 |
30 |
14 |
11 |
31 |
-49 |
-61 |
-66 |
-39 |
-54 |
-46 |
-29 |
-18 |
50 |
91
| 46 |
|
87 |
75 |
77 |
35 |
66 |
-40 |
77 |
77 |
-41 |
-32 |
-23 |
-23 |
-21 |
-17 |
-27 |
-16 |
61 |
-29 |
44 |
HGN24 |
27 |
49 |
33 |
28 |
48 |
-47 |
-64 |
-73 |
-53 |
-70 |
-42 |
-25 |
-24 |
61 |
93
| 34 |
87 |
|
77 |
79 |
27 |
75 |
-61 |
88 |
86 |
-60 |
-34 |
-45 |
-48 |
-43 |
-49 |
-17 |
7 |
71 |
-1 |
36 |
CLM24 |
36 |
66 |
55 |
33 |
74 |
-58 |
-72 |
-86 |
-57 |
-82 |
-55 |
-26 |
-49 |
68 |
83 |
4 |
75 |
77 |
|
100
| 77 |
96
| -63 |
66 |
90 |
-26 |
-66 |
-63 |
-56 |
-57 |
-35 |
26 |
36 |
89 |
22 |
49 |
CBN24 |
36 |
66 |
55 |
34 |
73 |
-58 |
-72 |
-86 |
-58 |
-82 |
-54 |
-26 |
-48 |
72 |
85 |
7 |
77 |
79 |
100
| |
76 |
96
| -64 |
69 |
91
| -29 |
-64 |
-63 |
-56 |
-57 |
-36 |
23 |
34 |
88 |
21 |
48 |
HOM24 |
27 |
52 |
50 |
19 |
61 |
-44 |
-48 |
-57 |
-35 |
-57 |
-39 |
-11 |
-48 |
43 |
38 |
-20 |
35 |
27 |
77 |
76 |
|
76 |
-41 |
19 |
51 |
22 |
-64 |
-50 |
-36 |
-44 |
-4 |
50 |
52 |
64 |
40 |
47 |
RBM24 |
53 |
80 |
71 |
47 |
85 |
-49 |
-67 |
-85 |
-63 |
-85 |
-48 |
-17 |
-51 |
69 |
81 |
-4 |
66 |
75 |
96
| 96
| 76 |
|
-77 |
67 |
92
| -35 |
-73 |
-77 |
-71 |
-73 |
-48 |
39 |
52 |
91
| 40 |
44 |
NGM24 |
-83 |
-90
| -86 |
-76 |
-83 |
7 |
31 |
58 |
54 |
61 |
10 |
-14 |
26 |
-47 |
-65 |
-4 |
-40 |
-61 |
-63 |
-64 |
-41 |
-77 |
|
-64 |
-76 |
62 |
65 |
85 |
86 |
88 |
65 |
-52 |
-57 |
-73 |
-49 |
-27 |
KCN24 |
31 |
46 |
35 |
31 |
41 |
-34 |
-51 |
-62 |
-61 |
-62 |
-32 |
-30 |
-25 |
62 |
86 |
33 |
77 |
88 |
66 |
69 |
19 |
67 |
-64 |
|
81 |
-70 |
-25 |
-48 |
-54 |
-47 |
-57 |
-17 |
3 |
63 |
-0 |
19 |
CCN24 |
47 |
72 |
58 |
41 |
75 |
-50 |
-69 |
-87 |
-70 |
-84 |
-52 |
-29 |
-50 |
75 |
92
| 5 |
77 |
86 |
90 |
91
| 51 |
92
| -76 |
81 |
|
-51 |
-62 |
-69 |
-68 |
-67 |
-52 |
19 |
32 |
89 |
19 |
42 |
SBN24 |
-54 |
-50 |
-42 |
-62 |
-34 |
-21 |
1 |
21 |
24 |
22 |
-16 |
-16 |
-18 |
-16 |
-59 |
-43 |
-41 |
-60 |
-26 |
-29 |
22 |
-35 |
62 |
-70 |
-51 |
|
16 |
44 |
56 |
52 |
56 |
5 |
-5 |
-35 |
-6 |
16 |
W_N24 |
-57 |
-77 |
-74 |
-48 |
-86 |
27 |
42 |
59 |
37 |
63 |
35 |
-10 |
46 |
-41 |
-49 |
19 |
-32 |
-34 |
-66 |
-64 |
-64 |
-73 |
65 |
-25 |
-62 |
16 |
|
80 |
71 |
75 |
42 |
-70 |
-70 |
-73 |
-58 |
-43 |
C_N24 |
-80 |
-90 |
-88 |
-65 |
-93
| 18 |
36 |
57 |
56 |
72 |
20 |
-11 |
44 |
-52 |
-53 |
23 |
-23 |
-45 |
-63 |
-63 |
-50 |
-77 |
85 |
-48 |
-69 |
44 |
80 |
|
97
| 97
| 77 |
-67 |
-74 |
-77 |
-71 |
-18 |
S_N24 |
-82 |
-88 |
-86 |
-69 |
-88 |
10 |
30 |
51 |
56 |
67 |
13 |
-14 |
37 |
-49 |
-54 |
17 |
-23 |
-48 |
-56 |
-56 |
-36 |
-71 |
86 |
-54 |
-68 |
56 |
71 |
97
| |
98
| 84 |
-60 |
-69 |
-73 |
-68 |
-8 |
SMN24 |
-88 |
-93
| -92
| -76 |
-91
| 2 |
23 |
47 |
48 |
61 |
6 |
-24 |
31 |
-41 |
-52 |
15 |
-21 |
-43 |
-57 |
-57 |
-44 |
-73 |
88 |
-47 |
-67 |
52 |
75 |
97
| 98
| |
72 |
-69 |
-70 |
-73 |
-67 |
-8 |
BON24 |
-55 |
-59 |
-58 |
-42 |
-61 |
18 |
34 |
43 |
60 |
62 |
20 |
7 |
39 |
-54 |
-44 |
15 |
-17 |
-49 |
-35 |
-36 |
-4 |
-48 |
65 |
-57 |
-52 |
56 |
42 |
77 |
84 |
72 |
|
-29 |
-52 |
-55 |
-56 |
-7 |
CTN24 |
70 |
71 |
77 |
60 |
72 |
15 |
4 |
-16 |
-11 |
-24 |
9 |
38 |
-24 |
5 |
-3 |
-41 |
-27 |
-17 |
26 |
23 |
50 |
39 |
-52 |
-17 |
19 |
5 |
-70 |
-67 |
-60 |
-69 |
-29 |
|
81 |
43 |
75 |
15 |
LCM24 |
65 |
70 |
75 |
48 |
74 |
-7 |
-17 |
-31 |
-29 |
-47 |
-7 |
19 |
-40 |
27 |
10 |
-46 |
-16 |
7 |
36 |
34 |
52 |
52 |
-57 |
3 |
32 |
-5 |
-70 |
-74 |
-69 |
-70 |
-52 |
81 |
|
53 |
96
| 24 |
HEM24 |
52 |
78 |
68 |
45 |
84 |
-48 |
-65 |
-84 |
-63 |
-84 |
-51 |
-17 |
-55 |
69 |
79 |
-13 |
61 |
71 |
89 |
88 |
64 |
91
| -73 |
63 |
89 |
-35 |
-73 |
-77 |
-73 |
-73 |
-55 |
43 |
53 |
|
41 |
47 |
FCQ24 |
65 |
63 |
70 |
47 |
65 |
5 |
-2 |
-14 |
-20 |
-37 |
7 |
27 |
-29 |
16 |
-1 |
-43 |
-29 |
-1 |
22 |
21 |
40 |
40 |
-49 |
-0 |
19 |
-6 |
-58 |
-71 |
-68 |
-67 |
-56 |
75 |
96
| 41 |
|
4 |
JON24 |
-5 |
20 |
12 |
-10 |
30 |
-55 |
-61 |
-60 |
-36 |
-48 |
-56 |
-35 |
-44 |
47 |
36 |
-7 |
44 |
36 |
49 |
48 |
47 |
44 |
-27 |
19 |
42 |
16 |
-43 |
-18 |
-8 |
-8 |
-7 |
15 |
24 |
47 |
4 |
|
|